<SEC-DOCUMENT>0001145549-23-055114.txt : 20230829
<SEC-HEADER>0001145549-23-055114.hdr.sgml : 20230829
<ACCEPTANCE-DATETIME>20230829164720
ACCESSION NUMBER:		0001145549-23-055114
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20230630
FILED AS OF DATE:		20230829
DATE AS OF CHANGE:		20230829
PERIOD START:           	20230930

FILER:

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

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-22592
		FILM NUMBER:		231222629

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	DoubleLine Strategic Income Fund
		DATE OF NAME CHANGE:	20110708
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <title>Government National Mortgage Association</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38382RK56</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38383MQQ4</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HPS Loan Management Ltd</name>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2014-C19</title>
        <cusip>46641WAJ6</cusip>
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          <isin value="US46641WAJ62"/>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP</title>
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          <isin value="US46651MAU09"/>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Starwood Commercial Mortgage T</name>
        <lei>N/A</lei>
        <title>STWD 2019-FL1 Ltd</title>
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          <isin value="US78485WAG42"/>
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      <invstOrSec>
        <name>SIERRACOL ENRGY ANDINA</name>
        <lei>N/A</lei>
        <title>SierraCol Energy Andina LLC</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-06-15</maturityDt>
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      <invstOrSec>
        <name>Vericrest Opportunity Loan Tra</name>
        <lei>N/A</lei>
        <title>VOLT XCIV LLC</title>
        <cusip>92873AAB4</cusip>
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          <isin value="US92873AAB44"/>
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          <maturityDt>2051-02-27</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Wind River CLO Ltd</name>
        <lei>N/A</lei>
        <title>Wind River 2021-3 CLO Ltd</title>
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        <balance>1000000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2033-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.600430000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>RIVERBED PREFERRED EQUITY</name>
        <lei>N/A</lei>
        <title>RIVERBED PREFERRED EQUITY</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="B10930B99"/>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABE INVESTMENT HOLDINGS</name>
        <lei>N/A</lei>
        <title>Abe Investment Holdings Inc</title>
        <cusip>37427UAJ9</cusip>
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          <isin value="US37427UAJ97"/>
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        <balance>3475.130000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3479.480000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>TRAVELPORT FINANCE LUXEM</name>
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      <invstOrSec>
        <name>AADVANTAGE LOYALTY IP</name>
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        <title>AAdvantage Loyalty IP Ltd</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>GRAY TELEVISION INC</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>Gray Television Inc</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2028-12-01</maturityDt>
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      <invstOrSec>
        <name>UKG INC</name>
        <lei>529900FKHWSTQ1GXK240</lei>
        <title>UKG Inc</title>
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          <isin value="US90385KAJ07"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2027-05-03</maturityDt>
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      <invstOrSec>
        <name>RIVERBED TECHNOLOGY INC</name>
        <lei>XWT9B0BASIY6FJ5R7M02</lei>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2026-12-07</maturityDt>
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        <name>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies Inc</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2030-03-03</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>PETROLEOS DEL PERU SA</name>
        <lei>549300ZMGDLC9JT2OR80</lei>
        <title>Petroleos del Peru SA</title>
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          <isin value="USP7808BAB38"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AREIT CRE Trust</name>
        <lei>N/A</lei>
        <title>AREIT 2019-CRE3 Trust</title>
        <cusip>00217LAJ1</cusip>
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          <isin value="US00217LAJ17"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.866360000000</annualizedRt>
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      <invstOrSec>
        <name>BANCO MERCANTIL DE NORTE</name>
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        <title>Banco Mercantil del Norte SA/Grand Cayman</title>
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          <isin value="US05973KAB35"/>
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        <curCd>USD</curCd>
        <valUSD>154800.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-24</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>5493000D71NBEM2WZE67</lei>
        <title>Barings CLO Ltd 2018-III</title>
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          <isin value="US06760PAJ03"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>5493004GWEVMOU8S3L34</lei>
        <title>COMM 2014-UBS4 Mortgage Trust</title>
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        <curCd>USD</curCd>
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          <maturityDt>2047-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
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        <title>COMM 2015-LC21 Mortgage Trust</title>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Carlyle Global Market Strategi</name>
        <lei>5493007AYUHLOG0AMH17</lei>
        <title>Carlyle Global Market Strategies CLO 2015-5 Ltd</title>
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      <invstOrSec>
        <name>Chase Mortgage Finance Corpora</name>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage</name>
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        <title>Citigroup Commercial Mortgage Trust 2016-GC36</title>
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      <invstOrSec>
        <name>DOLP Trust</name>
        <lei>N/A</lei>
        <title>DOLP Trust 2021-NYC</title>
        <cusip>23345LAQ2</cusip>
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      <invstOrSec>
        <name>Dewolf Park clo, ltd</name>
        <lei>N/A</lei>
        <title>Dewolf Park CLO Ltd</title>
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        <issuerCat>CORP</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>FS Rialto Issuer Ltd</name>
        <lei>N/A</lei>
        <title>FS Rialto 2022-FL5 Issuer LLC</title>
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        <curCd>USD</curCd>
        <valUSD>703350.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.908590000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136BDQ43</cusip>
        <identifiers>
          <isin value="US3136BDQ432"/>
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        <balance>5215398.800000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709087.190000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396LD98</cusip>
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          <isin value="US31396LD980"/>
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        <balance>256786.500000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14906.120000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.399570000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396P2E0</cusip>
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          <isin value="US31396P2E06"/>
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        <balance>233630.250000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12042.890000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.589570000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396PWM9</cusip>
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          <isin value="US31396PWM93"/>
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        <curCd>USD</curCd>
        <valUSD>97906.720000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.549570000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396QCR8</cusip>
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          <isin value="US31396QCR83"/>
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        <curCd>USD</curCd>
        <valUSD>7698.220000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2039-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>.799570000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396VJN9</cusip>
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          <isin value="US31396VJN91"/>
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        <curCd>USD</curCd>
        <valUSD>65729.000000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.589570000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396WK96</cusip>
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          <isin value="US31396WK966"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.499570000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31397LNZ8</cusip>
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          <isin value="US31397LNZ84"/>
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        <curCd>USD</curCd>
        <valUSD>80348.160000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>.749570000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31397MKE6</cusip>
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          <isin value="US31397MKE65"/>
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        <balance>660576.600000000000</balance>
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        <valUSD>38548.740000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2038-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>.949570000000</annualizedRt>
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      <invstOrSec>
        <name>ALIBABA GROUP HOLDING</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>Alibaba Group Holding Ltd</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2061-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSAIL Commercial Mortgage Trus</name>
        <lei>549300FU8TZDHFLQZL50</lei>
        <title>CSAIL 2016-C5 Commercial Mortgage Trust</title>
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          <isin value="US12636LBE92"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31398FJ36</cusip>
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          <isin value="US31398FJ365"/>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31398SPQ0</cusip>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA</name>
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        <title>Colombia Government International Bond</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Credit Suisse First Boston Mor</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Mortgage Securities Corp</title>
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        <balance>1759546.470000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>988391.620000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379BCR7</cusip>
        <identifiers>
          <isin value="US38379BCR78"/>
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        <balance>3781813.540000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>350059.410000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>.403710000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379BFH6</cusip>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2015-C29</title>
        <cusip>46644RBF1</cusip>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON</title>
        <cusip>46649XAU1</cusip>
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          <isin value="US46649XAU19"/>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>LSTAR Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>LSTAR Commercial Mortgage Trust 2017-5</title>
        <cusip>54910TAQ5</cusip>
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          <isin value="US54910TAQ58"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>4.829520000000</annualizedRt>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC Mortgage-Backed Trust 2006-9</title>
        <cusip>126380CC6</cusip>
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          <isin value="US126380CC64"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Chase Mortgage Finance Corpora</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Trust Series 2007-S1</title>
        <cusip>16163FAG0</cusip>
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          <isin value="US16163FAG00"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley BAML Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19</title>
        <cusip>61764PBZ4</cusip>
        <identifiers>
          <isin value="US61764PBZ45"/>
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        <balance>500000.000000000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Neuberger Berman CLO Ltd</name>
        <lei>549300UHUHCR3388B324</lei>
        <title>Neuberger Berman CLO XVI-S Ltd</title>
        <cusip>64131RAJ7</cusip>
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          <isin value="US64131RAJ77"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>11.510290000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust 2015-GC27</title>
        <cusip>17323CAG2</cusip>
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          <isin value="US17323CAG24"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <debtSec>
          <maturityDt>2048-02-10</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Adjustable Rate Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Adjustable Rate Mortgage Trust 2006-1</title>
        <cusip>225470A94</cusip>
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          <isin value="US225470A944"/>
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        <balance>1239082.860000000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Fanniemae-Aces</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae-Aces</title>
        <cusip>3136BAST2</cusip>
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          <isin value="US3136BAST29"/>
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        <balance>14453174.290000000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2031-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.949490000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136BBH47</cusip>
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          <isin value="US3136BBH476"/>
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        <balance>3567939.090000000000</balance>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2015-C32</title>
        <cusip>46590JAC1</cusip>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2015-C27</title>
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      <invstOrSec>
        <name>Magnetite CLO Ltd</name>
        <lei>549300P6T1S83Z2MDF55</lei>
        <title>Magnetite XXIV Ltd</title>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Neuberger Berman CLO Ltd</name>
        <lei>5493007YBEOXQIHH3C54</lei>
        <title>Neuberger Berman Loan Advisers CLO 32 Ltd</title>
        <cusip>64132DAQ1</cusip>
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        <securityLending>
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      <invstOrSec>
        <name>Octagon Investment Partners 26</name>
        <lei>549300ZYOSZSIH0Y3392</lei>
        <title>Octagon Investment Partners 26 Ltd</title>
        <cusip>67590YAU4</cusip>
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        <balance>1000000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>8.110290000000</annualizedRt>
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        <name>RR 2 LTD</name>
        <lei>54930098CLSTWMH4JW47</lei>
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      <invstOrSec>
        <name>Sound Point CLO LTD</name>
        <lei>N/A</lei>
        <title>Sound Point CLO XXIII</title>
        <cusip>83614BAW9</cusip>
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          <isin value="US83614BAW90"/>
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      <invstOrSec>
        <name>UBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>UBS Commercial Mortgage Trust 2018-C12</title>
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          <isin value="US90353DBE40"/>
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      <invstOrSec>
        <name>Octagon Investment Partners 26</name>
        <lei>549300ZYOSZSIH0Y3392</lei>
        <title>Octagon Investment Partners 26 Ltd</title>
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          <isin value="US675714AG40"/>
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          <maturityDt>2030-07-15</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF PANAMA</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>Panama Government International Bond</title>
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          <isin value="US698299BL70"/>
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        <balance>200000.000000000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2060-07-23</maturityDt>
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      <invstOrSec>
        <name>PETROBRAS GLOBAL FINANCE</name>
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        <title>Petrobras Global Finance BV</title>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
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          <isin value="US75116CEF95"/>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31394EWV6</cusip>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31396VE46</cusip>
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          <isin value="US31396VE466"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Residential Asset Securitizati</name>
        <lei>N/A</lei>
        <title>Residential Asset Securitization Trust 2006-A6</title>
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      <invstOrSec>
        <name>RR Ltd</name>
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        <name>ARIS MINING CORP</name>
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        <title>Aris Mining Corp</title>
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      <invstOrSec>
        <name>FORESIGHT EQUITY</name>
        <lei>N/A</lei>
        <title>FORESIGHT EQUITY</title>
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        <name>SASOL FINANCING USA LLC</name>
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        <title>Sasol Financing USA LLC</title>
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      <invstOrSec>
        <name>Social Professional Loan Progr</name>
        <lei>5493002WMPR84WZ75V46</lei>
        <title>Sofi Professional Loan Program 2018-A LLC</title>
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        <name>UNIGEL LUXEMBOURG SA</name>
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        <title>Unigel Luxembourg SA</title>
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        <name>AVENTIV TECHNOLOGIES LLC</name>
        <lei>549300EBCNNXVCJ2FW66</lei>
        <title>Aventiv Technologies LLC</title>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396YGE6</cusip>
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        <name>Trimaran Advisors CAVU 2019-2</name>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Velocity Commercial Capital Lo</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>549300RD723OFH36TP29</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2015-NXS4</title>
        <cusip>94989XBL8</cusip>
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          <isin value="US94989XBL82"/>
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      <invstOrSec>
        <name>GROUPE SOLMAX INC</name>
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        <title>Groupe Solmax Inc</title>
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        <assetCat>LON</assetCat>
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        <name>GROUPE SOLMAX INC</name>
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      <invstOrSec>
        <name>VIAD CORP</name>
        <lei>549300PXU4ZW7LPO5Y40</lei>
        <title>Viad Corp</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2028-07-30</maturityDt>
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      <invstOrSec>
        <name>PRETIUM PKG HOLDINGS INC</name>
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        <title>Pretium PKG Holdings Inc</title>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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        <balance>751775.580000000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2040-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000ISONLNOUKGB71</lei>
        <title>Freddie Mac STACR REMIC Trust 2021-DNA6</title>
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        <name>FRIGORIFICO CONCEPCION</name>
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        <title>Frigorifico Concepcion SA</title>
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        <invCountry>PY</invCountry>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2017-RC1</title>
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      <invstOrSec>
        <name>Willis Engine Securitization T</name>
        <lei>N/A</lei>
        <title>Willis Engine Structured Trust VI</title>
        <cusip>97064GAC7</cusip>
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          <maturityDt>2046-05-15</maturityDt>
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        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government International Bond</title>
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        <invCountry>UA</invCountry>
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          <couponKind>None</couponKind>
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        <name>VEDANTA UK INVESTMENTS</name>
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        <title>Vedanta Resources Ltd</title>
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        <name>SIMPAR EUROPE SA</name>
        <lei>54930068BSUST41D5C30</lei>
        <title>Simpar Europe SA</title>
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        <name>BRAND INDUSTRIAL SERVICE</name>
        <lei>549300B658W2BPDQMW42</lei>
        <title>Brand Industrial Services Inc</title>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <name>RIVERBED TECHNOLOGY INC</name>
        <lei>XWT9B0BASIY6FJ5R7M02</lei>
        <title>Riverbed Technology Inc</title>
        <cusip>N/A</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.330000000000</annualizedRt>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTELSAT JACKSON HLDG</name>
        <lei>8XJ8KF85PBKK1TLMFN29</lei>
        <title>Intelsat Jackson Holdings SA</title>
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      <invstOrSec>
        <name>LIFEPOINT HEALTH INC</name>
        <lei>549300G8ZVHRTBBBSZ90</lei>
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      <invstOrSec>
        <name>CLEAR CHANNEL OUTDOOR HO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>STANDARD AERO LTD</name>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW CONSTELLIS BORROWER</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-27</maturityDt>
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      <invstOrSec>
        <name>JPMorgan US Government Money M</name>
        <lei>549300NQ5E5B7ZV4T516</lei>
        <title>JPMorgan US Government Money Market Fund</title>
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          <isin value="US4812C22704"/>
          <ticker value="MGMXX"/>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Lehman Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Lehman Mortgage Trust 2007-4</title>
        <cusip>52521LAC8</cusip>
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          <isin value="US52521LAC81"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Lehman Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Lehman Mortgage Trust 2007-10</title>
        <cusip>52522QAA0</cusip>
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          <isin value="US52522QAA04"/>
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        <balance>217046.100000000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LendingPoint Asset Securitizat</name>
        <lei>N/A</lei>
        <title>Lendingpoint 2022-B Asset Securitization Trust</title>
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          <isin value="US52606WAB46"/>
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        <balance>1000000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ALEN 2021-ACEN Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Alen 2021-ACEN Mortgage Trust</title>
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          <isin value="US01449NAL01"/>
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        <curCd>USD</curCd>
        <valUSD>1393448.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>MF1 Multifamily Housing Mortga</name>
        <lei>N/A</lei>
        <title>MF1 2021-FL6 Ltd</title>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ENFRAGEN ENERGIA SUR SA</name>
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        <title>EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>549300Y5E22C3P2S6J52</lei>
        <title>Barings Clo Ltd 2015-II</title>
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          <isin value="US06759FAG19"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
          <annualizedRt>8.200430000000</annualizedRt>
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        <name>Babson CLO Ltd</name>
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          <annualizedRt>12.120290000000</annualizedRt>
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        <name>JBS USA/FOOD/FINANCE</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRAND INDUSTRIAL SERVICE</name>
        <lei>549300B658W2BPDQMW42</lei>
        <title>Brand Industrial Services Inc</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>KEANE GROUP HOLDINGS LLC</name>
        <lei>549300OCQZFA8RVVSE79</lei>
        <title>Keane Group Holdings LLC</title>
        <cusip>48667GAB3</cusip>
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          <isin value="US48667GAB32"/>
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        <balance>457200.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>458535.020000000020</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>DELTA TOPCO INC</name>
        <lei>N/A</lei>
        <title>Delta Topco Inc</title>
        <cusip>24780DAE7</cusip>
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        <balance>200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>184334.000000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CONNECT FINCO SARL</name>
        <lei>2594001KNYIQ456J2792</lei>
        <title>Connect Finco SARL</title>
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          <isin value="XAL2000DAD65"/>
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        <curCd>USD</curCd>
        <valUSD>232945.500000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-12</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>ION TRADING FINANCE LTD</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="XAL5582BAV98"/>
          <other otherDesc="BBGID" value="BBG00ZR57XK9"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>LERETA LLC</name>
        <lei>549300VK5GMZ4QV5U417</lei>
        <title>Lereta LLC</title>
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          <isin value="US52675EAJ38"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-06</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ASURION LLC</name>
        <lei>549300KNQVXGIOXWK278</lei>
        <title>Asurion LLC</title>
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          <isin value="US04649VBA70"/>
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        <balance>450000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>378643.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PAR PETROLEUM LLC</name>
        <lei>984500CCF05C2FB39F45</lei>
        <title>Par Petroleum LLC</title>
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          <isin value="US69889PAD78"/>
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        <curCd>USD</curCd>
        <valUSD>364912.500000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-28</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BCPE EMPIRE HOLDINGS INC</name>
        <lei>549300O2G0VI2955B626</lei>
        <title>BCPE Empire Holdings Inc</title>
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          <isin value="US05550HAM79"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-23</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BANCO GNB SUDAMERIS SA</name>
        <lei>549300SO7QUETMQD9D84</lei>
        <title>Banco GNB Sudameris SA</title>
        <cusip>BP0859119</cusip>
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          <isin value="USP1265VAH52"/>
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        <balance>800000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>657472.230000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-16</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Bcapb LLC Trust</name>
        <lei>N/A</lei>
        <title>BCAPB LLC Trust 2007-AB1</title>
        <cusip>05529DAE2</cusip>
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          <isin value="US05529DAE22"/>
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        <curCd>USD</curCd>
        <valUSD>3810955.230000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CD 2017-CD6 Mortgage Trust</title>
        <cusip>125039AG2</cusip>
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          <isin value="US125039AG28"/>
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        <balance>15667707.820000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>389171.760000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.015553000000</annualizedRt>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF 2016-KF25 Mortgage Trust</title>
        <cusip>30295WAD2</cusip>
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          <isin value="US30295WAD20"/>
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        <balance>543954.690000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2023-10-25</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31398MX92</cusip>
        <identifiers>
          <isin value="US31398MX925"/>
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        <balance>413834.240000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20071.620000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>.000100000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38377JPL1</cusip>
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          <isin value="US38377JPL16"/>
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        <balance>48594.220000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2491.970000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-03-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JP Morgan ReRemic</name>
        <lei>N/A</lei>
        <title>JP Morgan Resecuritization Trust Series 2011-1</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2037-06-26</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MARB BONDCO PLC</name>
        <lei>254900PVA1EU6QM1JN57</lei>
        <title>MARB BondCo PLC</title>
        <cusip>BN5536097</cusip>
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          <isin value="USG5825AAC65"/>
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        <balance>200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>143321.800000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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      <invstOrSec>
        <name>MC BRAZIL DWNSTRM</name>
        <lei>213800T2A7R9TYNXZI63</lei>
        <title>MC Brazil Downstream Trading SARL</title>
        <cusip>BQ5328001</cusip>
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          <isin value="USL626A6AA24"/>
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        <balance>386500.640000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>261426.060000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</annualizedRt>
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      <invstOrSec>
        <name>HYLAND SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>Hyland Software Inc</title>
        <cusip>44908XAV0</cusip>
        <identifiers>
          <isin value="US44908XAV01"/>
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        <balance>378000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>365242.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-10</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>FLYNN AMERICA LP</name>
        <lei>254900LBNMCVT9S9EC07</lei>
        <title>Flynn America LP</title>
        <cusip>N/A</cusip>
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          <other otherDesc="BBGID" value="BBG011MNPPB6"/>
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        <balance>179218.750000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>166225.390000000010</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.375000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
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        <title>CSMC 2021-B33</title>
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      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
        <title>Canyon CLO 2018-1 Ltd</title>
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          <isin value="US13877AAA88"/>
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          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.010290000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategi</name>
        <lei>N/A</lei>
        <title>CARLYLE US CLO 2021-1 LTD</title>
        <cusip>14317LAA0</cusip>
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          <isin value="US14317LAA08"/>
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          <maturityDt>2034-04-15</maturityDt>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38383DR26</cusip>
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          <isin value="US38383DR269"/>
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        <balance>12660881.780000000000</balance>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>Greenwood Park CLO, Ltd</name>
        <lei>N/A</lei>
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        <cusip>39729TAA2</cusip>
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          <isin value="US39729TAA25"/>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2013-C14</title>
        <cusip>46640LAL6</cusip>
        <identifiers>
          <isin value="US46640LAL62"/>
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        <balance>8316233.120000000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>LSTAR Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>LSTAR Commercial Mortgage Trust 2016-4</title>
        <cusip>50219QAY0</cusip>
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          <isin value="US50219QAY08"/>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>254900Q2IOW6JYPYIV98</lei>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>254900YXXBTCF4NGD347</lei>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXIV Ltd</title>
        <cusip>55820HAE4</cusip>
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      <invstOrSec>
        <name>Marble Point CLO XXI Ltd.</name>
        <lei>N/A</lei>
        <title>Marble Point CLO XXI Ltd</title>
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          <maturityDt>2034-10-17</maturityDt>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2017-ASHF</title>
        <cusip>61691KAS0</cusip>
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          <maturityDt>2034-11-15</maturityDt>
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      <invstOrSec>
        <name>Octagon Investment Partners 44</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 44 Ltd</title>
        <cusip>67577LAQ8</cusip>
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        <balance>1000000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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          <annualizedRt>8.510290000000</annualizedRt>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
        <title>RALI Series 2006-QS7 Trust</title>
        <cusip>748940AC7</cusip>
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        <assetCat>ABS-MBS</assetCat>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>549300RVQJTKIK3XGD11</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2018-C43</title>
        <cusip>95001LAV4</cusip>
        <identifiers>
          <isin value="US95001LAV45"/>
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        <balance>46838457.640000000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DEXKO GLOBAL INC</name>
        <lei>549300SMZ4OV1KBH1M19</lei>
        <title>Dexko Global Inc</title>
        <cusip>25213YBB0</cusip>
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          <other otherDesc="BBGID" value="BBG01BTZP515"/>
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        <curCd>USD</curCd>
        <valUSD>820913.550000000050</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INEOS US FINANCE LLC</name>
        <lei>5493008MHJ4R367SNK31</lei>
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        <curCd>USD</curCd>
        <valUSD>477900.000000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.753440000000</annualizedRt>
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      <invstOrSec>
        <name>BRF SA</name>
        <lei>254900MTXR9LUVQFU480</lei>
        <title>BRF SA</title>
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          <isin value="USP1905CAJ91"/>
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        <balance>250000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>167208.950000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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      <invstOrSec>
        <name>COSAN OVERSEAS LTD</name>
        <lei>222100V5GTJGKUH55655</lei>
        <title>Cosan Overseas Ltd</title>
        <cusip>EI4473803</cusip>
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          <isin value="XS0556373347"/>
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        <balance>300000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>298549.480000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PETVET CARE CENTERS LLC</name>
        <lei>549300V0HK8MSXZNOM91</lei>
        <title>PetVet Care Centers LLC</title>
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          <isin value="US70476XAF24"/>
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        <balance>720000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>661500.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.403710000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LEALAND FINANCE CO BV</name>
        <lei>N/A</lei>
        <title>Lealand Finance Co BV</title>
        <cusip>N5200EAB7</cusip>
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          <isin value="XAN5200EAB73"/>
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        <balance>4991.220000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2911.560000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.153710000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LEALAND FINANCE CO BV</name>
        <lei>N/A</lei>
        <title>Lealand Finance Co BV</title>
        <cusip>N5200EAC5</cusip>
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          <isin value="XAN5200EAC56"/>
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        <balance>6256.770000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5005.420000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.153710000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>POLAR US BORROWER LLC</name>
        <lei>549300VWTN2NKZWJ5F70</lei>
        <title>Polar US Borrower LLC</title>
        <cusip>80643UAB4</cusip>
        <identifiers>
          <isin value="US80643UAB44"/>
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        <balance>26913.680000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21351.430000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.787758438000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TRAVELPORT FINANCE LUXEM</name>
        <lei>2221005SGFWYZHL40F77</lei>
        <title>Travelport Finance Luxembourg Sarl</title>
        <cusip>L9308UAT7</cusip>
        <identifiers>
          <isin value="XAL9308UAU42"/>
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        <balance>100554.899999999990</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99172.770000000004</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.653710000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>VERSCEND HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Verscend Holding Corp</title>
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          <isin value="US92531HAD98"/>
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        <balance>287355.250000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>287623.929999999990</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.153710000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SKILLSOFT FINANCE II INC</name>
        <lei>549300LDUD35NU8F0G43</lei>
        <title>Skillsoft Finance II Inc</title>
        <cusip>83066YAB8</cusip>
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          <isin value="US83066YAB83"/>
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        <balance>149921.269999999990</balance>
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        <curCd>USD</curCd>
        <valUSD>132040.160000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.419430000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>SOUTHERN VETERINARY PART</name>
        <lei>549300DT78GYJYRK0R74</lei>
        <title>Southern Veterinary Partners LLC</title>
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          <isin value="US84410HAF73"/>
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        <balance>125000.000000000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-05</maturityDt>
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      <invstOrSec>
        <name>GRAB HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Grab Holdings Inc</title>
        <cusip>N/A</cusip>
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          <other otherDesc="BBGID" value="BBG00YRG73S6"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-29</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DG INVESTMENT INTERMEDI</name>
        <lei>N/A</lei>
        <title>DG Investment Intermediate Holdings 2 Inc</title>
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          <isin value="US23344MAF59"/>
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        <balance>280000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>249375.000000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.017920000000</annualizedRt>
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      <invstOrSec>
        <name>RENTPATH STUB T/L (CURRENT FACE)</name>
        <lei>N/A</lei>
        <title>RENTPATH STUB T/L (CURRENT FACE)</title>
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          <other otherDesc="BBGID" value="BBG0107FRC38"/>
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        <balance>21563.800000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WWEX UNI TOPCO HOLDINGS</name>
        <lei>254900XFGYPZZSG8I385</lei>
        <title>WWEX Uni Topco Holdings LLC</title>
        <cusip>00435UAE8</cusip>
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          <isin value="US00435UAE82"/>
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        <balance>50000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40250.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.159940000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VT TOPCO INC</name>
        <lei>5493007T812R37X02Y38</lei>
        <title>VT Topco Inc</title>
        <cusip>91838LAE0</cusip>
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          <isin value="US91838LAE02"/>
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        <balance>160000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>152800.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>ORAVEL STAYS SINGAPORE</name>
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        <name>MITCHELL INTERNATIONAL</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>CAP SA</name>
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        <name>YPF SOCIEDAD ANONIMA</name>
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        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
        <title>RALI Series 2007-QS6 Trust</title>
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      <invstOrSec>
        <name>Structured Adjustable Rate Mor</name>
        <lei>N/A</lei>
        <title>Structured Adjustable Rate Mortgage Loan Trust Series 2006-1</title>
        <cusip>863579P28</cusip>
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          <isin value="US863579P285"/>
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        <balance>429589.570000000000</balance>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Wind River CLO Ltd</name>
        <lei>254900ZK5ODN8CA7YX85</lei>
        <title>Wind River 2014-3 CLO Ltd</title>
        <cusip>88432DBL7</cusip>
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          <isin value="US88432DBL73"/>
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      <invstOrSec>
        <name>Velocity Commercial Capital Lo</name>
        <lei>N/A</lei>
        <title>Velocity Commercial Capital Loan Trust 2018-1</title>
        <cusip>92257AAF1</cusip>
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          <isin value="US92257AAF12"/>
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        <balance>375824.000000000000</balance>
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          <maturityDt>2048-04-25</maturityDt>
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      <invstOrSec>
        <name>Velocity Commercial Capital Lo</name>
        <lei>N/A</lei>
        <title>Velocity Commercial Capital Loan Trust 2018-1</title>
        <cusip>92257AAJ3</cusip>
        <identifiers>
          <isin value="US92257AAJ34"/>
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        <balance>394813.210000000000</balance>
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          <maturityDt>2048-04-25</maturityDt>
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      <invstOrSec>
        <name>Voya CLO Ltd</name>
        <lei>N/A</lei>
        <title>Voya CLO 2020-1 Ltd</title>
        <cusip>92918EAS6</cusip>
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          <isin value="US92918EAS63"/>
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        <balance>1000000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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          <maturityDt>2034-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.360290000000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>549300S7ENI2U7O0XH56</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2015-C28</title>
        <cusip>94989JAC0</cusip>
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          <isin value="US94989JAC09"/>
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        <balance>23293000.000000000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>5493007OD9MH69ES1S63</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2016-LC24</title>
        <cusip>95000HBM3</cusip>
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        <balance>1000000.000000000000</balance>
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          <maturityDt>2049-10-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Atrium CDO Corp</name>
        <lei>549300UTF8S11AHH4P70</lei>
        <title>Atrium IX</title>
        <cusip>04964KAU5</cusip>
        <identifiers>
          <isin value="US04964KAU51"/>
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        <balance>1000000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2030-05-28</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BCAP LLC Trust</name>
        <lei>N/A</lei>
        <title>BCAP LLC 2010-RR6 Trust</title>
        <cusip>05533CDC9</cusip>
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          <isin value="US05533CDC91"/>
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        <balance>494015.940000000000</balance>
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      <invstOrSec>
        <name>Bain Capital Credit CLO, Limit</name>
        <lei>N/A</lei>
        <title>Bain Capital Credit CLO 2022-5 Ltd</title>
        <cusip>05685JAG4</cusip>
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        <balance>4000000.000000000000</balance>
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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2020-BNK26</title>
        <cusip>06540JAC6</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Trust 2017-APPL</title>
        <cusip>12433PAQ9</cusip>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE23 Mortgage Trust</title>
        <cusip>12593AAG0</cusip>
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          <isin value="US12593AAG04"/>
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        <balance>27394000.000000000000</balance>
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          <maturityDt>2048-05-10</maturityDt>
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      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>549300W778MFSPI8C872</lei>
        <title>Canyon Capital CLO 2014-1 Ltd</title>
        <cusip>13875LAU2</cusip>
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          <isin value="US13875LAU26"/>
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        <assetCat>ABS-CBDO</assetCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
        <title>Canyon Capital CLO 2017-1 Ltd</title>
        <cusip>13876GAQ1</cusip>
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        <balance>1000000.000000000000</balance>
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      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
        <title>Canyon Capital CLO 2017-1 Ltd</title>
        <cusip>13876HAA4</cusip>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carbon Capital VI Commercial M</name>
        <lei>N/A</lei>
        <title>Carbon Capital VI Commercial Mortgage 2019-FL2 Trust</title>
        <cusip>140817AC1</cusip>
        <identifiers>
          <isin value="US140817AC11"/>
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        <balance>516671.450000000000</balance>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>5493008NBEE3C4AF3K95</lei>
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        <balance>500000.000000000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3136BFQ55</cusip>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Floating</couponKind>
          <annualizedRt>.000100000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137A3MT3</cusip>
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          <isin value="US3137A3MT36"/>
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        <balance>1939742.840000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>168477.530000000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>.806710000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31394FVD4</cusip>
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          <isin value="US31394FVD40"/>
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        <balance>303890.160000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4381.090000000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.599570000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396YN99</cusip>
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          <isin value="US31396YN990"/>
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        <balance>1703095.800000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>118004.270000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>.849570000000</annualizedRt>
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      <invstOrSec>
        <name>First American Government Obli</name>
        <lei>549300R5MYM6VZF1RM44</lei>
        <title>First American Government Obligations Fund</title>
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          <isin value="US31846V2117"/>
          <ticker value="FGUXX"/>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2014-C23</title>
        <cusip>46643ABL6</cusip>
        <identifiers>
          <isin value="US46643ABL61"/>
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        <balance>925000.000000000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2047-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2015-C29</title>
        <cusip>46644RAG0</cusip>
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          <isin value="US46644RAG02"/>
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        <balance>20920000.000000000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.427179000000</annualizedRt>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
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        <title>J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP</title>
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          <isin value="US46651MAS52"/>
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      <invstOrSec>
        <name>Octagon Investment Partners XX</name>
        <lei>549300XIS9D4AHDX5A35</lei>
        <title>Octagon Investment Partners XXI Ltd</title>
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        <balance>4000000.000000000000</balance>
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      <invstOrSec>
        <name>Octagon Investment Partners 29</name>
        <lei>5493003U22XL00FIHD56</lei>
        <title>Octagon Investment Partners 29 Ltd</title>
        <cusip>67591KAE9</cusip>
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        <name>OCTAGON INVESTMENT PARTNERS 30</name>
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        <title>Octagon Investment Partners 30 Ltd</title>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Pnmac Gmsr Issuer Trust</name>
        <lei>N/A</lei>
        <title>PNMAC FMSR ISSUER TRUST 2018-FT1</title>
        <cusip>69346MAA7</cusip>
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          <isin value="US69346MAA71"/>
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        <balance>5800000.000000000000</balance>
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          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.500430000000</annualizedRt>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>Petroleos Mexicanos</title>
        <cusip>71654QBR2</cusip>
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          <isin value="US71654QBR20"/>
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        <balance>800000.000000000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
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          <maturityDt>2045-01-23</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF SOUTH AFRICA</name>
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          <isin value="US836205AX27"/>
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        <balance>350000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
        <cusip>91087BAN0</cusip>
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        <balance>500000.000000000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
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        <name>BANCO DO BRASIL (CAYMAN)</name>
        <lei>QE0Q0253K88YAGNPE356</lei>
        <title>Banco do Brasil SA/Cayman</title>
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          <isin value="USG07402DP58"/>
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        <balance>200000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
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      <invstOrSec>
        <name>EG AMERICA LLC</name>
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      <invstOrSec>
        <name>EDELMAN FINANCIAL CENTER</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>PG&amp;E CORP</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FINTHRIVE SOFTWARE INTER</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CIRCOR INTERNATIONAL INC</name>
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          <other otherDesc="BBGID" value="BBG013VTFV63"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2028-12-20</maturityDt>
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      <invstOrSec>
        <name>BAUSCH + LOMB CORP</name>
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        <title>Bausch + Lomb Corp</title>
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        <assetCat>LON</assetCat>
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        <invCountry>CA</invCountry>
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          <maturityDt>2027-05-10</maturityDt>
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      <invstOrSec>
        <name>VANTAGE SPEC CHEM</name>
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        <title>Vantage Specialty Chemicals Inc</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>CAMPOSOL SA</name>
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        <title>Camposol SA</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>PE</invCountry>
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          <maturityDt>2027-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC</name>
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        <title>Dominican Republic International Bond</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>EMPRESAS PUBLIC MEDELLIN</name>
        <lei>549300SU25TO8EMXB434</lei>
        <title>Empresas Publicas de Medellin ESP</title>
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        <invCountry>CO</invCountry>
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        <name>UEP PENNONOME II SA</name>
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        <title>UEP Penonome II SA</title>
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        <name>Government National Mortgage A</name>
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        <name>Government National Mortgage A</name>
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        <name>Government National Mortgage A</name>
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        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>J.P. Morgan Alternative Loan T</name>
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        <name>JP Morgan Chase Commercial Mor</name>
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        <name>JPMBB Commercial Mortgage Secu</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Jimmy John's Funding LLC</name>
        <lei>N/A</lei>
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        <name>MSILF Government Portfolio</name>
        <lei>549300BI6Y5SI6BYPB26</lei>
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          <ticker value="MVRXX"/>
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        <name>Octagon Investment Partners XX</name>
        <lei>549300XIS9D4AHDX5A35</lei>
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        <name>KAWASAN INDUSTRI JABABEK</name>
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        <title>Kawasan Industri Jababeka Tbk PT</title>
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        <name>Residential Accredit Loans, In</name>
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        <name>RBSGC Mortgage Pass Through Ce</name>
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        <name>RR LTD</name>
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        <name>Residential Asset Securitizati</name>
        <lei>N/A</lei>
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        <name>Social Professional Loan Progr</name>
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        <name>Summit Midstream Partners LP</name>
        <lei>N/A</lei>
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        <name>Trimaran Advisors CAVU 2019-1</name>
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        <title>Trimaran Cavu 2019-1 Ltd</title>
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        <name>UBS-Barclays Commercial Mortga</name>
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        <title>UBS-Barclays Commercial Mortgage Trust 2013-C5</title>
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        <name>Washington Mutual Mortgage Pas</name>
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        <title>Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust</title>
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        <name>Wells Fargo Commercial Mortgag</name>
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        <title>Wells Fargo Commercial Mortgage Trust 2016-C34</title>
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        <name>SELECT MEDICAL CORP</name>
        <lei>549300X05KS0JKR8CB50</lei>
        <title>Select Medical Corp</title>
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        <name>POWERTEAM SERVICES LLC</name>
        <lei>549300J2G34D0WX8Z443</lei>
        <title>Artera Services LLC</title>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TITAN ACQUISITION LTD</name>
        <lei>N/A</lei>
        <title>Titan Acquisition Ltd/Canada</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-28</maturityDt>
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      <invstOrSec>
        <name>MLN US HOLDCO LLC</name>
        <lei>549300QKU7NPW6O86862</lei>
        <title>MLN US Holdco LLC</title>
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          <isin value="US55292HAE36"/>
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        <curCd>USD</curCd>
        <valUSD>29450.000000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-11-30</maturityDt>
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          <annualizedRt>12.502140000000</annualizedRt>
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      <invstOrSec>
        <name>MINOTAUR ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>Minotaur Acquisition Inc</title>
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          <isin value="US60441EAC49"/>
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        <balance>422400.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>416461.060000000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2026-03-29</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PRAIRIE ECI ACQUIROR LP</name>
        <lei>549300EXIECHUG4F3335</lei>
        <title>Prairie ECI Acquiror LP</title>
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        <identifiers>
          <isin value="US73955HAB06"/>
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        <curCd>USD</curCd>
        <valUSD>248503.799999999990</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-11</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WATERBRIDGE MIDSTREAM OP</name>
        <lei>549300DVU86VSP486341</lei>
        <title>WaterBridge Midstream Operating LLC</title>
        <cusip>94120XAB1</cusip>
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          <isin value="US94120XAB10"/>
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        <curCd>USD</curCd>
        <valUSD>480352.880000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.005140000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GROUPE SOLMAX INC</name>
        <lei>549300UUEKZ3HF9FNI46</lei>
        <title>Groupe Solmax Inc</title>
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          <isin value="XAC4127PAB76"/>
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        <curCd>USD</curCd>
        <valUSD>58291.000000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.479860000000</annualizedRt>
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      <invstOrSec>
        <name>PUG LLC</name>
        <lei>N/A</lei>
        <title>Pug LLC</title>
        <cusip>74530DAG0</cusip>
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          <isin value="US74530DAG07"/>
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        <balance>628405.060000000060</balance>
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        <curCd>USD</curCd>
        <valUSD>570277.589999999970</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.274570000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies Inc</title>
        <cusip>90351JAH7</cusip>
        <identifiers>
          <isin value="US90351JAH77"/>
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        <balance>53786.769999999997</balance>
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        <curCd>USD</curCd>
        <valUSD>53850.779999999999</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.869870000000</annualizedRt>
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      <invstOrSec>
        <name>OLYMPUS WTR US HLDG CORP</name>
        <lei>549300YU2GGVCBN3MY89</lei>
        <title>Olympus Water US Holding Corp</title>
        <cusip>68163YAE5</cusip>
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          <isin value="US68163YAE59"/>
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        <curCd>USD</curCd>
        <valUSD>402290.630000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-09</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MINEJESA CAPITAL BV</name>
        <lei>549300KS7ERCP10BKC35</lei>
        <title>Minejesa Capital BV</title>
        <cusip>AO6253857</cusip>
        <identifiers>
          <isin value="USN57445AB99"/>
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        <balance>400000.000000000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HUNT OIL CO OF PERU</name>
        <lei>549300SVO0550J3IKN50</lei>
        <title>Hunt Oil Co of Peru LLC Sucursal Del Peru</title>
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          <isin value="USP5300PAB96"/>
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        <curCd>USD</curCd>
        <valUSD>320320.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2018-B4 Mortgage Trust</title>
        <cusip>08161HAQ3</cusip>
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          <isin value="US08161HAQ39"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>5493004GWEVMOU8S3L34</lei>
        <title>COMM 2014-UBS4 Mortgage Trust</title>
        <cusip>12591QAF9</cusip>
        <identifiers>
          <isin value="US12591QAF90"/>
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        <balance>1288300.000000000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC Mortgage-Backed Trust 2006-9</title>
        <cusip>126380AB0</cusip>
        <identifiers>
          <isin value="US126380AB00"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Countrywide Alternative Loan T</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust 2005-85CB</title>
        <cusip>12668BEK5</cusip>
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          <isin value="US12668BEK52"/>
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        <balance>635137.520000000000</balance>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Countrywide Alternative Loan T</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust 2005-85CB</title>
        <cusip>12668BEL3</cusip>
        <identifiers>
          <isin value="US12668BEL36"/>
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        <balance>134131.010000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust Inc</title>
        <cusip>17310CAD4</cusip>
        <identifiers>
          <isin value="US17310CAD48"/>
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        <balance>274116.830000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>227756.660000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.498817000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>254900I0IPNA482LDS44</lei>
        <title>Dryden 37 Senior Loan Fund</title>
        <cusip>26249MAW7</cusip>
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        <name>JO-ANN STORES INC</name>
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        <name>EISNER ADVISORY GROUP LL</name>
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        <name>CASTLELAKE AVIATION ONE</name>
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        <name>CLYDESDALE ACQUISITION</name>
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        <name>ADANI PORTS AND SPECIAL</name>
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        <name>BX Trust</name>
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        <name>Babson CLO Ltd</name>
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        <name>BENCHMARK Mortgage Trust</name>
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        <name>Bluemountain CLO Ltd</name>
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        <name>Government National Mortgage A</name>
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        <name>JPMBB Commercial Mortgage Secu</name>
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        <name>JPMBB Commercial Mortgage Secu</name>
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        <name>Residential Accredit Loans, In</name>
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        <name>SMR 2022-IND Mortgage Trust</name>
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      <invstOrSec>
        <name>Wind River CLO Ltd</name>
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        <name>THAIOIL TRSRY CENTER</name>
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        <name>Wind River CLO Ltd</name>
        <lei>N/A</lei>
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        <name>Upstart Pass Through Trust</name>
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        <name>Venture CDO Ltd</name>
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        <name>Wind River CLO Ltd</name>
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        <name>UPL CORP LTD</name>
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        <name>SOUND INPATIENT PHYSICIA</name>
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        <name>NEW CONSTELLIS BORROWER</name>
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      <invstOrSec>
        <name>GAINWELL ACQUISITION COR</name>
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      <invstOrSec>
        <name>VIRGIN MEDIA BRISTOL LLC</name>
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        <name>GULF FINANCE LLC</name>
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        <name>Dryden Senior Loan Fund</name>
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        <name>Fannie Mae</name>
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        <name>Fannie Mae</name>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
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        <name>Government National Mortgage A</name>
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        <name>FINASTRA USA INC</name>
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      <invstOrSec>
        <name>DIRECTV FINANCING LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>ARES CLO Ltd</name>
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          <isin value="US04014XAE31"/>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>N/A</lei>
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          <isin value="US04942CAL00"/>
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      <invstOrSec>
        <name>BX Trust 2019-OC11</name>
        <lei>N/A</lei>
        <title>BX Trust 2019-OC11</title>
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        <curCd>USD</curCd>
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          <maturityDt>2041-12-09</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>549300E3PEQVSTJ5DD11</lei>
        <title>Barings CLO Ltd 2019-I</title>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>549300TE5WUQQTRVZ282</lei>
        <title>Barings CLO Ltd 2017-I</title>
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          <isin value="US06760BAL62"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Beechwood Park CLO Ltd.</name>
        <lei>N/A</lei>
        <title>Beechwood Park CLO Ltd</title>
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          <maturityDt>2035-01-17</maturityDt>
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      <invstOrSec>
        <name>BSST Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Beast 2021-1818 Mortgage Trust</title>
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      <invstOrSec>
        <name>CSAIL Commercial Mortgage Trus</name>
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        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
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        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
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        <name>Carlyle Global Market Strategi</name>
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        <name>Citigroup Commercial Mortgage</name>
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        <name>Deutsche Bank Commercial Mortg</name>
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        <name>FREMF Mortgage Trust</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.256710000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>31397RVH6</cusip>
        <identifiers>
          <isin value="US31397RVH64"/>
        </identifiers>
        <balance>108168.300000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5072.680000000000</valUSD>
        <pctVal>0.0021459191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>.456710000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38382M5P0</cusip>
        <identifiers>
          <isin value="US38382M5P00"/>
        </identifiers>
        <balance>7908762.960000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1002700.650000000000</valUSD>
        <pctVal>0.4241770545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-08-29</ncom:dateSigned>
      <ncom:nameOfApplicant>DoubleLine Opportunistic Credit Fund</ncom:nameOfApplicant>
      <ncom:signature>/s/ Henry V Chase</ncom:signature>
      <ncom:signerName>DoubleLine Opportunistic Credit Fund</ncom:signerName>
      <ncom:title>Treasurer and Principal Financial and Accounting Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>dbl.htm
<TEXT>
<HTML><HEAD>
<TITLE>Form 8-K</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE" STYLE="line-height:Normal">
 <P STYLE="font-size:1pt;margin-top:12pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="line-height:1.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><B>DoubleLine Opportunistic Credit Fund </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Schedule of
Investments </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2023 (Unaudited) </P> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="99%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Times New Roman" ALIGN="center"><B>Principal Amount<BR>$/Shares</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Times New Roman" ALIGN="center"><B>Security Description</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><B>Rate</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Times New Roman" ALIGN="center"><B>Maturity</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Value $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Asset Backed Obligations - 1.6%</B></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Times New Roman"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Blue Stream Issuer LLC, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2023-1A-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.90</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/20/2053</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">453,970</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,144,750</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Jimmy Johns Funding LLC, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-1A-A2II</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.85</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/30/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,059,749</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">LendingPoint Asset Securitization Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2022-B-B</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.99</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">959,457</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">20,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">SoFi Professional Loan Program LLC, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-A-R1</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(b)(c)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2042</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">310,106</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,930</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">SoFi Professional Loan Program LLC, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-A-R2</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(b)(c)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2042</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">91,947</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Upstart Pass-Through Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-ST5-CERT</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(b)(c)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/20/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">225,914</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">735,720</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Willis Engine Structured Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-A-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.39</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/15/2046</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">604,070</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total Asset Backed Obligations </B>(Cost $4,287,573)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,705,213</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Bank Loans - 11.7%</B></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Times New Roman"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">370,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">AAdvantage Loyalty IP Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/20/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">378,392</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">476,439</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Acrisure LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.65</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/16/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">463,720</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">120,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Acuris Finance, Inc., Senior Secured First Lien Term Loan (3&nbsp;Month Secured Overnight Financing Rate + 4.10%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.05</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/16/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">118,789</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">700,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Almonde, Inc., Senior Secured Second Lien Term Loan (2 Month LIBOR USD + 7.25%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.08</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/16/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">638,008</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">424,625</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">American Tire Distributors, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 6.51%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.61</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/20/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">370,436</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Applied Systems, Inc., Senior Secured Second Lien Term Loan</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,213,142</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(3 Month Secured Overnight Financing Rate + 6.75%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.99</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/17/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,216,556</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">16,858</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(3 Month LIBOR USD + 6.75%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.17</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/17/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">16,906</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Artera Services LLC, Senior Secured Second Lien Term Loan (3&nbsp;Month LIBOR USD + 7.25%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.98</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/06/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">341,875</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">230,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Ascend Learning LLC, Senior Secured Second Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 5.85%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/10/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">196,938</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">180,704</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Astra Acquisition Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.25%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.40</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/25/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">127,340</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">110,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Asurion LLC, Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.35%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.40</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/31/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">94,016</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">450,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Asurion LLC, Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.35%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.27</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/19/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">378,644</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">455,700</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Atlas Purchaser, Inc., Senior Secured First Lien Term Loan (3&nbsp;Month LIBOR USD + 5.25%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.68</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/08/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">309,236</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">825,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Aveanna Healthcare LLC, Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 7.00%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/10/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">514,594</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">134,322</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Bausch&nbsp;&amp; Lomb Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.35%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.59</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/10/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">130,628</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">119,690</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BCPE Empire Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.75%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.84</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/11/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">119,560</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">428,714</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Boxer Parent Company, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.86%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.90</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/02/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">425,808</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Brand Industrial Services, Inc., Senior Secured First Lien Term Loan</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">217,111</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(1 Month LIBOR USD + 4.25%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.40</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/21/2024</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">214,758</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">50,866</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(1 Month LIBOR USD + 4.25%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.47</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/21/2024</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">50,315</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,433</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(3 Month LIBOR USD + 4.25%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.79</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/21/2024</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,418</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">477,570</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Castlelake Aviation LLC, Senior Secured First Lien Term Loan (3&nbsp;Month LIBOR USD + 2.75%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.30</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/22/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">476,130</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">599,325</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Cengage Learning, Inc., Senior Secured First Lien Term Loan (6&nbsp;Month LIBOR USD + 4.75%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.88</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/14/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">588,576</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">230,932</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CIRCOR International, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.50%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.65</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/15/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">232,111</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">124,354</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Clear Channel Outdoor Holdings, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.76%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.81</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/21/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">119,002</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">222,750</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.28%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.43</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/13/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">219,621</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">232,200</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Connect US Finco LLC, Senior Secured First Lien Term Loan (1&nbsp;Month LIBOR USD + 3.50%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/11/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">232,345</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Delta Topco, Inc., Senior Secured Second Lien Term Loan (3&nbsp;Month Secured Overnight Financing Rate + 7.25%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.16</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/01/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">184,334</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">832,913</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">DexKo Global, Inc., Senior Secured First Lien Term Loan (3&nbsp;Month Secured Overnight Financing Rate + 6.50%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.40</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/04/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">818,861</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">280,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">DG Investment Intermediate Holdings, Inc., Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 6.86%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.02</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/29/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">249,375</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">158,029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">DirectTV Financing LLC, Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 5.00%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/02/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">154,846</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">33,679</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.60%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/06/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">33,448</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">62,643</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.60%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/06/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">62,213</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">508,563</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Eagle Parent Corporation, Senior Secured First Lien Term Loan (3&nbsp;Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/02/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">497,331</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">268,034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">EG Group Ltd., Senior Secured First Lien Term Loan (Daily Secured Overnight Financing Rate + 4.11%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.16</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/06/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">264,461</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">299,665</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Eisner Advisory Group LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.36%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.52</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/28/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">299,665</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">419,885</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">EnergySolutions LLC, Senior Secured First Lien Term Loan (3&nbsp;Month LIBOR USD + 3.75%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.91</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/09/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">413,389</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">356,125</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Flynn Canada Ltd., Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 4.61%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.38</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/21/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">330,306</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">88,034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Foresight Energy LLC, Senior Secured First Lien Term Loan (3&nbsp;Month Secured Overnight Financing Rate + 8.10%, 1.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.73</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(c)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/30/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">88,034</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Getty Images, Inc., Senior Secured First Lien Term Loan</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,462</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(1 Month Secured Overnight Financing Rate + 4.50%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/19/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,466</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">111,150</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(3 Month Secured Overnight Financing Rate + 4.50%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.84</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/19/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">111,289</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">69,520</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">GIP II Blue Holding LP, Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 4.61%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/29/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">69,843</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">367,298</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Grab Holdings, Inc., Senior Secured First Lien Term Loan (1&nbsp;Month LIBOR USD + 4.50%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/29/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">367,682</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">547,222</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Gray Television, Inc., Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 3.11%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.27</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/01/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">535,722</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">323,719</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Groupe Solmax, Inc., Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 4.75%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.48</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/30/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">306,371</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Gulf Finance LLC, Senior Secured First Lien Term Loan</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">188,558</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(1 Month Secured Overnight Financing Rate + 6.86%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.97</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/25/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">183,871</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">336,557</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(1 Month Secured Overnight Financing Rate + 6.86%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/25/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">328,190</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">378,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Hyland Software, Inc., Senior Secured Second Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 6.25%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.27</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/07/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">365,243</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">480,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Ineos US Finance LLC, Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 3.60%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/19/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">477,900</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">475,638</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Intelsat Jackson Holdings S.A., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.50%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.44</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/01/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">474,321</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">122,500</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">ION Trading Technologies SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.91</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/31/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">120,400</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">78,600</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="white-space:nowrap">Jo-Ann</FONT> Stores LLC, Senior Secured First Lien Term Loan (3&nbsp;Month LIBOR USD + 4.75%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.02</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/07/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">41,330</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">457,200</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Keane Group Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.38</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/26/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">458,535</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">205,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Kenan Advantage Group, Inc., Senior Secured First Lien Term Loan (6 Month Secured Overnight Financing Rate + 4.43%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.55</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/24/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">205,128</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">290,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">LBM Acquisition LLC, Senior Secured First Lien Term Loan (1&nbsp;Month LIBOR USD + 3.75%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.90</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/17/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">279,276</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">84,684</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Lealand Finance Company B.V., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.00%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.22</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/30/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">49,399</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">6,257</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Lealand Finance Company B.V., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/30/2024</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5,005</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">117,431</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Lereta LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.36%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.52</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/27/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">108,036</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">178,125</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">LSF9 Atlantis Holdings LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 7.25%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/31/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">176,566</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">235,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">MedAssets Software Intermediate Holdings, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.90</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/17/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">141,147</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">199,875</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Milano Acquisition Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.10%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/01/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">197,127</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">84,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Mileage Plus Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.25%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.76</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/21/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">87,413</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">421,300</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Minotaur Acquisition, Inc., Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 4.85%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/27/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">415,377</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">205,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Mitchell International, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.50%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.65</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">181,938</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">155,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">MLN US HoldCo LLC, Senior Secured Second Lien Term Loan (3&nbsp;Month Secured Overnight Financing Rate + 8.85%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/30/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">29,450</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">110,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">NEP Group, Inc., Senior Secured Second Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 7.11%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.27</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/19/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">80,621</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">71,509</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">New Constellis Borrower LLC, Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 11.36%, 1.00% Floor) (1 Month LIBOR USD + 11.36% + 1.00% PIK)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">16.51</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/27/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">36,589</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">456,495</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">NortonLifeLock, Inc., Senior Secured First Lien (1 Month Secured Overnight Financing Rate + 2.10%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/12/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">454,786</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">415,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Olympus Water US Holding Corporation, Term Loan</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.09</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(d)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/09/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">402,291</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">117,600</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">OYO Hospitality Netherlands B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 8.25%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">13.27</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/23/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">100,842</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">369,075</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Par Petroleum, LLC, Senior Secured First Lien Term Loan (3&nbsp;Month Secured Overnight Financing Rate + 4.35%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.82</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/28/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">364,000</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">527,337</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Penn National Gaming, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.85%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/03/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">526,293</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">720,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">PetVet Care Centers LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.25%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.40</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/13/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">661,500</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">119,385</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">PG&amp;E Corporation, Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 3.00%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.88</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/23/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">119,512</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">183,613</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">PMHC, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.40%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.30</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/23/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">162,371</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Polar US Borrower LLC, Senior Secured First Lien Term Loan</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">31,491</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(6 Month Secured Overnight Financing Rate + 4.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.7</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">24,983</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">26,914</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(3 Month Secured Overnight Financing Rate + 4.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.83</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">21,351</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">87,975</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Potters Borrower LP, Senior Secured First Lien Term Loan (3&nbsp;Month Secured Overnight Financing Rate + 4.00%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.73</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/14/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">88,168</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">251,331</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Prairie ECI Acquiror LP, Senior Secured First Lien Term Loan (1&nbsp;Month LIBOR USD + 4.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.90</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/11/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">248,504</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Pretium PKG Holdings, Inc., Senior Secured Second Lien Term Loan</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">155,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(3 Month LIBOR USD + 6.75%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.26</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/30/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">83,895</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">155,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(3 Month LIBOR USD + 6.75%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.97</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/30/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">83,894</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">626,810</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Pug LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.35%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.27</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/13/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">568,830</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">477,582</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">QUIKRETE Holdings, Inc., Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 3.00%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/18/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">478,644</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Radiology Partners, Inc., Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 4.36%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.88</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/09/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">379,220</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">455,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">RegionalCare Hospital Partners Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.58</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/14/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">422,520</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">21,564</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Rentpath, Inc., Senior Secured First Lien Term Loan (Prime Rate)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2024</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">323</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">234,152</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Riverbed Technology, Inc., Senior Secured First Lien Term Loan (3&nbsp;Month LIBOR USD + 6.00%, 1.00% Floor) (3 Month LIBOR USD + 6.00% + 2.00% PIK)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.33</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(e)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/07/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">63,572</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">76,101</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Securus Technologies Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/01/2024</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">68,660</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">530,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Select Medical Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.60%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/06/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">529,536</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">149,921</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Skillsoft Finance, Inc., Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 5.36%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.42</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/14/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">132,040</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">190,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Sound Inpatient Physicians, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.58</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/26/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">102,600</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">125,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Southern Veterinary Partners LLC, Senior Secured Second Lien Term Loan</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.94</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(d)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/22/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">115,938</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">70,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">SRS Distribution, Inc., Senior Secured First Lien Term Loan (1&nbsp;Month LIBOR USD + 3.50%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.65</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/02/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">68,168</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">535,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">The Edelman Financial Engines Centre LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.90</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/20/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">518,348</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">182,689</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Think&nbsp;&amp; Learn Private Ltd., Senior Secured First Lien Term Loan (3&nbsp;Month LIBOR USD + 8.00%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.93</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/24/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">116,464</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">119,370</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Titan Acquisition Ltd., Senior Secured First Lien Term Loan (6&nbsp;Month LIBOR USD + 3.00%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/28/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">116,808</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">179,550</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Transdigm, Inc., Senior Secured First Lien Term Loan (3&nbsp;Month Secured Overnight Financing Rate + 3.25%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/24/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">179,654</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">559,444</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Travelport Finance (Luxembourg) SARL, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 1.10%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.54</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/28/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">551,755</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Uber Technologies Inc, Senior Secured First Lien Term Loan</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">125,448</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(3 Month Secured Overnight Financing Rate + 2.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.03</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/04/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">125,597</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">53,652</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">(3 Month Secured Overnight Financing Rate + 2.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.99</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/04/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">53,716</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">90,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">UKG, Inc., Senior Secured Second Lien Term Loan (3 Month Secured Overnight Financing Rate + 5.35%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.03</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/03/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">87,525</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">79,600</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Vantage Specialty Chemicals, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.75%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.81</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/26/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">77,491</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">286,624</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Verscend Holding Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.11%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/27/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">286,892</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">683,685</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Viad Corporation, Senior Secured First Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 5.11%, 0.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.27</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/31/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">666,593</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">480,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Virgin Media Bristol LLC, Senior Secured First Lien Term Loan (1&nbsp;Month LIBOR USD + 3.25%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.36</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/31/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">478,627</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">160,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">VT Topco, Inc., Senior Secured Second Lien Term Loan (1&nbsp;Month Secured Overnight Financing Rate + 6.86%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.02</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/31/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">152,800</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">481,250</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">WaterBridge Midstream Operating LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.75%, 1.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.01</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/22/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">479,108</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">50,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">WWEX UNI TopCo Holdings LLC, Senior Secured Second Lien Term Loan (3 Month Secured Overnight Financing Rate + 7.26%, 0.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.16</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/26/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">40,250</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">154,440</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Zelis Cost Management Buyer, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.65</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/30/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">154,493</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total Bank Loans </B>(Cost $29,585,505)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">27,567,782</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt" BGCOLOR="#cceeff">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Collateralized Loan Obligations - 36.4%</B></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Times New Roman"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Allegany Park Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-1A-ER</FONT></FONT> (Secured Overnight Financing Rate 3 Month + 6.40%, 6.40% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.45</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/20/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">866,563</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">ARES Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-1A-SUB</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)(f)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/17/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">100</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,700,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Atlas Senior Loan Fund Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-14A-D</FONT></FONT> (3 Month LIBOR USD + 3.90%, 3.90% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/20/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,471,322</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Atrium Corporation, <FONT STYLE="white-space:nowrap">Series&nbsp;9A-DR</FONT> (3 Month LIBOR USD + 3.60%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.06</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/28/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">956,234</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Bain Capital Credit Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-3A-DR</FONT></FONT> (3 Month LIBOR USD + 3.10%, 3.10% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.36</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/21/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">449,889</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Bain Capital Credit Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2022-5A-D</FONT></FONT> (Secured Overnight Financing Rate 3 Month + 4.39%, 4.39% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.46</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/24/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,963,062</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Barings Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-2A-DR</FONT></FONT> (3 Month LIBOR USD + 2.95%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.20</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/20/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">938,924</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Barings Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-1A-D</FONT></FONT> (3 Month LIBOR USD + 3.60%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.86</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/18/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">982,117</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Barings Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-3A-D</FONT></FONT> (3 Month LIBOR USD + 2.90%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/20/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">482,714</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Barings Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-3A-E</FONT></FONT> (3 Month LIBOR USD + 5.75%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/20/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">897,617</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Barings Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-1A-DR</FONT></FONT> (3 Month LIBOR USD + 3.65%, 3.65% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.91</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,350,814</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Barings Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-1A-ER</FONT></FONT> (3 Month LIBOR USD + 6.86%, 6.86% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.12</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,366,610</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Barings Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-2A-CR</FONT></FONT> (3 Month LIBOR USD + 3.40%, 3.40% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">946,232</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Beechwood Park Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-1A-DR</FONT></FONT> (Secured Overnight Financing Rate 3 Month + 3.10%, 3.10% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.09</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/17/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4,668,247</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BlueMountain Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2013-2A-DR</FONT></FONT> (3 Month LIBOR USD + 2.90%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.17</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/22/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">860,238</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,700,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Canyon Capital Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-1A-CR</FONT></FONT> (3 Month LIBOR USD + 2.75%, 2.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.05</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/30/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,558,311</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Canyon Capital Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-1A-DR</FONT></FONT> (3 Month LIBOR USD + 3.00%, 3.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.26</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">936,634</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Canyon Capital Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-1A-E</FONT></FONT> (3 Month LIBOR USD + 6.25%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.51</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">831,932</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Canyon Capital Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-1A-E</FONT></FONT> (3 Month LIBOR USD + 5.75%, 5.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.01</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,200,568</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,550,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Canyon Capital Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-1A-DR</FONT></FONT> (3 Month LIBOR USD + 3.10%, 3.10% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.36</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,438,498</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Canyon Capital Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-1A-ER</FONT></FONT> (3 Month LIBOR USD + 7.15%, 7.15% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.41</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">885,831</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,250,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Canyon Capital Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-1A-E</FONT></FONT> (3 Month LIBOR USD + 6.41%, 6.41% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.67</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,004,642</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Carlyle Global Market Strategies Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2013-1A-CR</FONT></FONT> (3&nbsp;Month LIBOR USD + 3.35%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.67</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/14/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,850,071</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Carlyle Global Market Strategies Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-5A-DR</FONT></FONT> (3&nbsp;Month LIBOR USD + 6.70%, 6.70% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/20/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,185,169</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Carlyle Global Market Strategies Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-1A-D</FONT></FONT> (3 Month LIBOR USD + 6.00%, 6.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.26</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">903,991</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Cathedral Lake Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-8A-C</FONT></FONT> (3 Month LIBOR USD + 2.62%, 2.62% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.87</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/20/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">488,444</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Dewolf Park Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-1A-DR</FONT></FONT> (3 Month LIBOR USD + 2.85%, 2.85% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.11</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">465,607</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Dryden Senior Loan Fund, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-37A-ER</FONT></FONT> (3 Month LIBOR USD + 5.15%, 5.15% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.41</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,180,286</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Dryden Senior Loan Fund, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-38A-ER</FONT></FONT> (3 Month LIBOR USD + 5.60%, 5.60% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.86</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">982,063</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Dryden Senior Loan Fund, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-40A-ER</FONT></FONT> (3 Month LIBOR USD + 5.75%, 5.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.07</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/15/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,681,209</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,750,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Dryden Senior Loan Fund, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-42A-ER</FONT></FONT> (3 Month LIBOR USD + 5.55%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.81</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,453,741</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Dryden Senior Loan Fund, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-50A-D</FONT></FONT> (3 Month LIBOR USD + 3.25%, 3.25% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.51</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">472,547</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Gilbert Park Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-1A-E</FONT></FONT> (3 Month LIBOR USD + 6.40%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,702,545</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Goldentree Loan Management Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-3A-D</FONT></FONT> (3&nbsp;Month LIBOR USD + 2.85%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.10</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/20/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">473,666</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Greenwood Park Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-1A-E</FONT></FONT> (3 Month LIBOR USD + 4.95%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.21</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">795,911</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">775,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Grippen Park Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-1A-D</FONT></FONT> (3 Month LIBOR USD + 3.30%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.55</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/20/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">746,485</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Highbridge Loan Management Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;11A-17-E</FONT></FONT> (3 Month LIBOR USD + 6.10%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.42</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/06/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">800,879</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Highbridge Loan Management Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2013-2A-CR</FONT></FONT> (3&nbsp;Month LIBOR USD + 2.90%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.15</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/20/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">913,461</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">LCM LP, <FONT STYLE="white-space:nowrap">Series&nbsp;26A-E</FONT> (3 Month LIBOR USD + 5.30%, 5.30% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.55</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/20/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,612,784</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">850,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Madison Park Funding Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-14A-ER</FONT></FONT> (3 Month LIBOR USD + 5.80%, 5.80% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.07</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/22/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">747,030</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Madison Park Funding Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-22A-ER</FONT></FONT> (3 Month LIBOR USD + 6.70%, 6.70% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.96</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2033</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,336,460</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Madison Park Funding Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-34A-ER</FONT></FONT> (3 Month LIBOR USD + 6.65%, 6.65% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.91</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">966,506</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Magnetite Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-24A-DR</FONT></FONT> (Secured Overnight Financing Rate 3 Month + 3.05%, 3.05% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.04</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,418,555</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Magnetite Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-24A-ER</FONT></FONT> (Secured Overnight Financing Rate 3 Month + 6.40%, 6.40% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.39</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">922,966</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Marble Point Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-3A-D1</FONT></FONT> (3 Month LIBOR USD + 3.50%, 3.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.76</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/17/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">474,336</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Neuberger Berman Loan Advisers Ltd., <FONT STYLE="white-space:nowrap">Series&nbsp;2017-16SA-ER</FONT> (3&nbsp;Month LIBOR USD + 6.25%, 6.25% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.51</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">902,892</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Neuberger Berman Loan Advisers Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-25A-DR</FONT></FONT> (3&nbsp;Month LIBOR USD + 2.85%, 2.85% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.11</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/18/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">955,898</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Neuberger Berman Loan Advisers Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-32A-DR</FONT></FONT> (3&nbsp;Month LIBOR USD + 2.70%, 2.70% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.97</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/20/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,882,141</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-1A-CR3</FONT></FONT> (3&nbsp;Month LIBOR USD + 2.75%, 2.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.07</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/14/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,304,020</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-1A-CRR</FONT></FONT> (3&nbsp;Month LIBOR USD + 1.90%, 1.90% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.17</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/22/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">963,557</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-1A-DRR</FONT></FONT> (3&nbsp;Month LIBOR USD + 7.00%, 7.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.32</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/14/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,400,999</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-1A-DR</FONT></FONT> (3&nbsp;Month LIBOR USD + 2.85%, 2.85% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.11</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">881,957</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-1A-ER</FONT></FONT> (3&nbsp;Month LIBOR USD + 7.25%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.52</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/24/2033</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,796,643</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-1A-FR</FONT></FONT> (3&nbsp;Month LIBOR USD + 8.09%, 8.09% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">13.35</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">772,068</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-1A-CR</FONT></FONT> (3&nbsp;Month LIBOR USD + 3.30%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.55</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/17/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">451,620</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-1A-SUB</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(b)(c)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/17/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">496,874</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-1A-D</FONT></FONT> (3 Month LIBOR USD + 5.20%, 5.20% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.45</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/20/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,181,951</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">900,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-3A-E</FONT></FONT> (3 Month LIBOR USD + 5.75%, 5.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/20/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">754,456</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-1A-DR</FONT></FONT> (3&nbsp;Month LIBOR USD + 3.25%, 3.25% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.51</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">910,291</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Octagon Investment Partners Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-4A-E</FONT></FONT> (3 Month LIBOR USD + 6.80%, 6.80% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.14</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/12/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">437,051</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">OHA Credit Funding Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-9A-D</FONT></FONT> (3 Month LIBOR USD + 2.95%, 2.95% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.22</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/19/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">484,152</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">RR Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-2A-DR</FONT></FONT> (3 Month LIBOR USD + 5.80%, 5.80% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.06</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">444,626</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">RR Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-4A-C</FONT></FONT> (3 Month LIBOR USD + 2.95%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.21</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">910,326</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">RR Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-6A-DR</FONT></FONT> (3 Month LIBOR USD + 5.85%, 5.85% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.11</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">860,925</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Sound Point Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-2A-DR</FONT></FONT> (3 Month LIBOR USD + 3.30%, 3.30% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.56</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,206,490</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">THL Credit Wind River Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-2A-ER</FONT></FONT> (3 Month LIBOR USD + 5.75%, 5.75% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.01</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,728,101</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">THL Credit Wind River Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-3A-DR2</FONT></FONT> (3 Month LIBOR USD + 3.40%, 3.40% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.67</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/22/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">845,721</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">THL Credit Wind River Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-3A-DR</FONT></FONT> (3 Month LIBOR USD + 3.85%, 3.85% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.11</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">907,937</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,040,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">THL Credit Wind River Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-4A-D</FONT></FONT> (3 Month LIBOR USD + 2.65%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.03</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/20/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">982,707</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">THL Credit Wind River Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-3A-D</FONT></FONT> (3 Month LIBOR USD + 3.35%, 3.35% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.60</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/20/2033</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">898,921</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,250,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Trimaran CAVU LLC, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-1A-D</FONT></FONT> (3 Month LIBOR USD + 4.15%, 4.15% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.40</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/20/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,136,938</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Trimaran CAVU LLC, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-2A-C</FONT></FONT> (3 Month LIBOR USD + 4.72%, 4.72% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.98</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/26/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">479,983</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Venture Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-30A-C</FONT></FONT> (3 Month LIBOR USD + 1.95%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.21</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">480,150</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Voya Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-1A-DR</FONT></FONT> (3 Month LIBOR USD + 3.10%, 3.10% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.36</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/16/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">917,358</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total Collateralized Loan Obligations </B>(Cost $97,811,997)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">86,008,564</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Foreign Corporate Bonds - 3.3%</B></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Times New Roman"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">ABM Investama Tbk PT</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/05/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">181,800</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">183,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Adani International Container Terminal Private Ltd.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/16/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">143,962</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Adani Ports&nbsp;&amp; Special Economic Zone Ltd.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/02/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">133,532</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">250,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">AI Candelaria Spain S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/15/2033</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">185,521</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Alibaba Group Holding Ltd.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/09/2061</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">123,873</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Aris Mining Corporation</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.88</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/09/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">147,144</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">400,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Banco Davivienda S.A. (10 Year CMT Rate + 5.10%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.65</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(g)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/22/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">294,747</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">800,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Banco GNB Sudameris S.A. (5 Year CMT Rate + 6.66%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/16/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">657,472</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.03%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.63</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(g)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/24/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">154,800</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">250,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Braskem Idesa SAPI</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.99</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/20/2032</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">162,172</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">250,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BRF S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/21/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">167,209</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">150,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Camposol S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/03/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">103,657</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CAP S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.90</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/27/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">145,770</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Coruripe Netherlands B.V.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/10/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">127,340</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">300,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Cosan Overseas Ltd.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(g)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/05/2023</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">298,550</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">450,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Empresas Publicas de Medellin ESP</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.38</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/15/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">337,626</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">800,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Frigorifico Concepcion S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.70</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/21/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">624,101</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">332,800</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Hunt Oil Company of Peru LLC Sucursal Del Peru</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.38</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/01/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">320,320</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JBS USA Finance, Inc.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.38</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/02/2052</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">140,469</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">140,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Kawasan Industri Jababeka Tbk PT</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/15/2027</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">93,890</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">330,840</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">LLPL Capital Pte Ltd.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.88</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/04/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">297,324</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">MARB BondCo PLC</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/29/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">143,322</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">386,501</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">MC Brazil Downstream Trading SARL</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/30/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">261,426</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">400,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Minejesa Capital B.V.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.63</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/10/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">314,455</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Movida Europe S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/08/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">162,620</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Prime Energia S.p.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.38</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/30/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">325,375</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Sasol Financing USA LLC</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/18/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">157,675</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">400,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">SierraCol Energy Andina LLC</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/15/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">294,510</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">400,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Simpar Europe S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.20</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/26/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">317,903</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Thaioil Treasury Center Company Ltd.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/18/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">133,883</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">272,268</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">UEP Penonome S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/01/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">204,782</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">400,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Unigel Luxembourg S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/01/2026</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">131,500</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">400,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">UPL Corporation Ltd. (5 Year CMT Rate + 3.87%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(g)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/27/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">331,620</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Vedanta Resources Ltd.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.13</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/09/2024</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">149,891</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total Foreign Corporate Bonds </B>(Cost $8,698,443)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7,770,241</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt" BGCOLOR="#cceeff">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored
Corporations - 1.3%</B></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Times New Roman"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Banco do Brasil S.A. (10 Year CMT Rate + 4.40%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(g)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2024</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">178,171</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">800,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Colombia Government International Bond</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/15/2045</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">558,936</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">250,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Dominican Republic International Bond</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.30</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/21/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">196,493</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">250,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Ecopetrol S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.88</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/28/2045</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">171,521</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">250,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Ecopetrol S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.88</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/02/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">165,681</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Indonesia Asahan Aluminium Persero PT</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.80</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/15/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">176,661</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Mexico Government International Bond</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.77</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/24/2061</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">341,210</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Panama Government International Bond</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.87</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/23/2060</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">133,065</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">80,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Petrobras Global Finance B.V.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/10/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">63,040</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">600,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Petroleos del Peru S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.63</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/19/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">387,560</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">800,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Petroleos Mexicanos</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.38</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/23/2045</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">492,159</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">350,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Republic of South Africa Government Bond</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.65</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/27/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">248,442</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Ukraine Government International Bond</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(e)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/01/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">50,077</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">YPF S.A.</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/27/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">170,480</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored
Corporations </B>(Cost&nbsp;$4,169,050)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,333,496</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt" BGCOLOR="#cceeff">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Commercial Mortgage Backed
Obligations - 22.6%</B></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Times New Roman"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Alen Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2021-ACEN-F</FONT> (1 Month LIBOR USD&nbsp;+ 5.00%, 5.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.19</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,393,448</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">AREIT Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2019-CRE3-D</FONT> (Secured Overnight Financing Rate 1 Month + 2.76%, 2.76% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.87</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/14/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,814,064</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,843,520</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BANK, <FONT STYLE="white-space:nowrap">Series&nbsp;2020-BN26-XF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/15/2063</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">425,437</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">72,690,831</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BANK, <FONT STYLE="white-space:nowrap">Series&nbsp;2023-5YR1-XA</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.48</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2056</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">946,798</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Beast Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2021-1818-G</FONT> (Secured Overnight Financing Rate 1 Month + 6.11%, 6.25% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.19</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">638,573</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">13,241,057</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Benchmark Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-B1-XA</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.68</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">243,146</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,398,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Benchmark Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-B4-D</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">880,279</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,012,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BF Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-NYT-F</FONT></FONT> (1 Month LIBOR USD + 3.00%, 3.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.19</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/15/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">473,737</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">532,316</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BX Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2017-APPL-F</FONT> (1 Month LIBOR USD + 4.38%, 4.25% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.57</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">528,425</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,200,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BX Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-IMC-G</FONT></FONT> (1 Month LIBOR USD + 3.60%, 3.60% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.79</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4,061,822</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BX Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2019-OC11-E</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.08</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/09/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">805,815</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">516,671</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Carbon Capital Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-FL2-B</FONT></FONT> (1&nbsp;Month LIBOR USD + 2.85%, 2.85% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.04</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">439,016</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">15,667,708</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CD Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-CD6-XA</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.02</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/13/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">389,172</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">269,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Citigroup Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2015-GC27-D</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.57</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/10/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">217,042</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,656,010</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Citigroup Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2015-GC27-XA</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.45</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/10/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">52,739</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">182,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Citigroup Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2016-GC36-D</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.85</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/10/2049</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">71,923</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">26,400,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Commercial Mortgage Pass-Through Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-UBS3-XC</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.40</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/10/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">238,938</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,288,300</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Commercial Mortgage Pass-Through Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-UBS4-F</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/10/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">258,183</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,162,181</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Commercial Mortgage Pass-Through Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-UBS4-G</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/10/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">77,817</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Commercial Mortgage Pass-Through Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-UBS4-V</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/10/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">27,394,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Commercial Mortgage Pass-Through Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-CR23-XD</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.21</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)(h)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/10/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">502,718</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,297,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Commercial Mortgage Pass-Through Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-CR26-XD</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.36</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/10/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">127,415</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">67,905,112</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Commercial Mortgage Pass-Through Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-LC21-XA</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.79</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/10/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">687,064</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">885,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CSAIL Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-C5-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.80</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">795,093</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,222,549</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CSAIL Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-C6-XA</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.02</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2049</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">164,996</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CSAIL Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2018-CX12-C</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.88</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/15/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,607,600</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,232,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CSWF Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-B33-A2</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.17</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/10/2043</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">914,010</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">400,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">DBJPM Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-C9-B</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.57</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/15/2053</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">295,292</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">DOLP Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-NYC-F</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.70</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/10/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">492,837</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">DOLP Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-NYC-G</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.70</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/10/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">433,449</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">583,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">FIVE Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2023-V1-E</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.62</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/10/2056</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">444,777</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">750,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">FS Rialto, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2022-FL5-D</FONT></FONT> (Secured Overnight Financing Rate 1&nbsp;Month + 4.82%, 4.82% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.91</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/19/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">703,350</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Great Wolf Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2019-WOLF-F</FONT> (Secured Overnight Financing Rate 1 Month + 3.25%, 3.13% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.39</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,872,186</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">GS Mortgage Securities Corporation Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2021-ARDN-G</FONT> (1 Month LIBOR USD + 5.00%, 5.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.19</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">927,321</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,304,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">GS Mortgage Securities Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2014-GC26-D</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/10/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">826,237</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,744,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">GS Mortgage Securities Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2015-GC28-D</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.45</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/10/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,458,468</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">76,336,721</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">GS Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-GS9-XA</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.56</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/10/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,240,739</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JP Morgan Chase Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2011-C3-D</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.71</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/15/2046</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,439,453</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,175,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JP Morgan Chase Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-AON-F</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.77</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/05/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">317,691</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,153,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JP Morgan Chase Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-MFP-G</FONT></FONT> (1 Month LIBOR USD + 4.05%, 4.05% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.24</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,085,662</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,153,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JP Morgan Chase Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-MFP-XG</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,767</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">8,316,233</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2013-C14-XC</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.83</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/15/2046</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">156</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,488,650</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-C19-E</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)(f)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,798,708</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,938,200</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-C19-F</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,284,528</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,157,620</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Trust,&nbsp;Series&nbsp;2014-C19-NR</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">450,103</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">925,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-C23-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.63</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/15/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">860,441</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-C23-D</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.13</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/15/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,672,256</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,366,076</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-C26-XA</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.07</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">30,395</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-C27-D</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.94</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/15/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">293,977</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">180,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-C29-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.33</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/15/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">159,816</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">20,920,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-C29-XE</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.43</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/15/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">128,888</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">675,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-C32-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.81</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">467,029</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">16,358,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JPMBB Commercial Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-C32-XD</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">148,640</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,893,688</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">LSTAR Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-4-XA</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.84</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/10/2049</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">50,354</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">LSTAR Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-5-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.83</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/10/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">765,626</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,352,581</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">MF1 Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-FL6-C</FONT></FONT> (Secured Overnight Financing Rate 1&nbsp;Month + 1.96%, 1.96% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.07</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/16/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,301,279</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">500,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Morgan Stanley Bank of America Merrill Lynch Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-C19-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/15/2047</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">451,967</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,191,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Morgan Stanley Capital Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2017-ASHF-G</FONT> (1 Month LIBOR USD + 7.03%, 6.90% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.22</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2034</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,076,051</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,783,174</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">SMR Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2022-IND-G</FONT></FONT> (Secured Overnight Financing Rate 1 Month + 7.50%, 7.50% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.65</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/15/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,377,674</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">305,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">STWD Ltd., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-FL1-C</FONT></FONT> (Secured Overnight Financing Rate 1 Month + 2.06%, 1.95% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.17</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">292,256</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">874,667</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">TTAN, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-MHC-G</FONT></FONT> (1 Month LIBOR USD + 4.20%, 4.20% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.39</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/15/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">837,568</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">UBS Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-C12-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.11</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/15/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">807,201</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,420,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="white-space:nowrap">UBS-Barclays</FONT> Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2013-C5-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.87</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/10/2046</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,027,778</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">824,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="white-space:nowrap">UBS-Barclays</FONT> Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2013-C5-D</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.87</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/10/2046</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">520,940</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">23,293,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Wells Fargo Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-C28-XF</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.22</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/15/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">413,073</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">747,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Wells Fargo Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-NXS4-D</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.84</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/15/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">615,138</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,044,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Wells Fargo Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-C34-C</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.23</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/15/2049</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">803,763</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Wells Fargo Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2016-LC24-C</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.58</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2049</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">860,038</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Wells Fargo Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2017-RC1-D</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2060</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">691,569</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">46,838,458</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Wells Fargo Commercial Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-C43-XA</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.74</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/15/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,051,809</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Commercial Mortgage Backed
Obligations </B>(Cost $73,414,975)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">53,535,520</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Residential Collateralized
Mortgage Obligations - 16.3%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,239,083</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Adjustable Rate Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-1-2A1</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.87</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">680,095</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">494,016</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BCAP LLC Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-RR6-6A2</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9.30</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/26/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">263,615</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">8,912,518</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">BCAPB LLC Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-AB1-A5</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.59</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(i)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,810,955</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,274,467</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Chase Mortgage Finance Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-S1-A7</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">519,185</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,371,428</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Chase Mortgage Finance Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-S3-1A5</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">657,615</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,301,630</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CHL Mortgage Pass-Through Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-4-1A35</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x&nbsp;1&nbsp;Month</FONT> LIBOR USD + 6.70%, 6.70%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.55</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">200,728</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">274,117</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Citigroup Mortgage Loan Trust, Inc., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-8-A4</FONT></FONT> <FONT STYLE="white-space:nowrap">(-3&nbsp;x&nbsp;1&nbsp;Month</FONT> LIBOR USD + 19.66%,
19.66% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/25/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">227,757</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">635,138</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Countrywide Alternative Loan Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2005-85CB-2A5</FONT> (1&nbsp;Month LIBOR USD + 1.10%, 1.10% Floor, 7.00% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">488,912</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">134,131</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Countrywide Alternative Loan Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2005-85CB-2A6</FONT> <FONT STYLE="white-space:nowrap">(-4&nbsp;x&nbsp;1&nbsp;Month</FONT> LIBOR USD + 21.63%, 21.63% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">102,233</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,759,546</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Credit Suisse First Boston Mortgage Securities Corporation, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2005-11-7A1</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/25/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">988,392</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,165,605</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CSMC Mortgage-Backed Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-5-3A3</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">680,296</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">341,691</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CSMC Mortgage-Backed Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-9-2A1</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">291,934</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">146,567</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">CSMC Mortgage-Backed Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-9-6A14</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">117,860</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation STACR REMIC Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2020-HQA2-B2</FONT> (1 Month LIBOR USD + 7.60%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,196,027</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation STACR REMIC Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2021-HQA2-B2</FONT> (Secured Overnight Financing Rate 30 Day Average + 5.45%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.52</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/25/2033</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,836,766</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation STACR REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;2021-DNA2-B2</FONT> (Secured Overnight Financing Rate 30 Day Average + 6.00%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.07</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/25/2033</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,972,531</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation STACR REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;2021-DNA6-B2</FONT> (Secured Overnight Financing Rate 30 Day Average + 7.50%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.57</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/25/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,996,999</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">932,430</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">IndyMac INDX Mortgage Loan Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2005-AR23-6A1</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.51</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/25/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">822,005</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">63,437</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JP Morgan Alternative Loan Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-S1-2A5</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">47,025</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,061,363</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JP Morgan Resecuritization Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2011-1-2A10</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(c)(f)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/26/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">795,954</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">217,046</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Lehman Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-10-1A1</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/25/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">205,763</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,206,421</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Lehman Mortgage Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-4-1A3</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">600,001</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,800,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">PNMAC GMSR Issuer Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-FT1-A</FONT></FONT> (1 Month LIBOR USD + 3.35%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5,760,137</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">680,190</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">RBSGC Structured Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2008-B-A1</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">594,219</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">541,509</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Residential Accredit Loans, Inc., <FONT STYLE="white-space:nowrap">Series&nbsp;2005-QS14-3A1</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/25/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">471,957</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,315,348</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Residential Accredit Loans, Inc., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-QS7-A3</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,049,011</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">403,110</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Residential Accredit Loans, Inc., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-QS1-1A1</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">312,074</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">658,595</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Residential Accredit Loans, Inc., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-QS6-A1</FONT></FONT> (1 Month LIBOR USD + 0.33%, 0.33% Floor, 7.00% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.48</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">465,210</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">697,249</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Residential Accredit Loans, Inc., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-QS6-A102</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">549,015</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">150,031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Residential Accredit Loans, Inc., <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-QS6-A2</FONT></FONT> <FONT STYLE="white-space:nowrap">(-8&nbsp;x&nbsp;1&nbsp;Month</FONT> LIBOR USD + 55.58%,
55.58% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">150,236</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,655,868</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Residential Asset Securitization Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-A6-1A12</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x&nbsp;1&nbsp;Month</FONT> LIBOR USD + 7.10%,
7.10% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">212,357</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,637,232</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Residential Asset Securitization Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-A6-1A9</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">481,860</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">397,370</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Residential Funding Mortgage Securities Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-S2-A4</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">311,242</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">429,590</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Structured Adjustable Rate Mortgage Loan Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-1-2A2</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.18</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">355,542</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">375,824</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Velocity Commercial Capital Loan Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-1-M4</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.01</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">287,752</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">280,772</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Velocity Commercial Capital Loan Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-1-M5</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.26</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">214,228</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">394,813</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Velocity Commercial Capital Loan Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-1-M6</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.26</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">262,753</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">VOLT LLC, <FONT STYLE="white-space:nowrap">Series&nbsp;2021-NPL3-A2</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)(i)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/27/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4,486,543</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,150,361</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Washington Mutual Mortgage Pass-Through Certificates Trust, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-8-A4</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.16</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(i)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,176,828</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Residential Collateralized
Mortgage Obligations </B>(Cost $51,120,842)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">38,643,612</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>US Government and Agency Mortgage Backed Obligations - 23.1%</B></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Times New Roman"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">308,670</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3211-SI</FONT> <FONT STYLE="white-space:nowrap">(-4</FONT> x 1 Month LIBOR USD + 27.67%, 27.67% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.83</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">97,181</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">698,468</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3236-ES</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.70%, 6.70% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.51</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">57,806</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">455,120</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3256-S</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.69%, 6.69% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">39,432</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">228,478</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3292-SD</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.10%, 6.10% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.91</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/15/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">13,856</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,802,129</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3297-BI</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.76%, 6.76% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.57</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">254,422</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,365,106</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3311-BI</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.76%, 6.76% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.57</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/15/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">171,347</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,954,127</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3311-IA</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.41%, 6.41% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.22</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/15/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">175,889</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">410,070</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3314-SH</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.40%, 6.40% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.21</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">31,993</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">173,410</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3330-KS</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.55%, 6.55% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.36</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/15/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7,773</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">43,208</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3339-AI</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.55%, 6.55% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.36</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,479</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,436,870</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3339-TI</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.14%, 6.14% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/15/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">94,862</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">529,804</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3374-SD</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.45%, 6.45% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.26</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">32,713</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">113,043</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3382-SU</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.30%, 6.30% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.11</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5,861</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,549,884</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3404-SA</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.00%, 6.00% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.81</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">170,264</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">108,168</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3423-GS</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.65%, 5.65% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.46</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/15/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5,073</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,727,717</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3435-S</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.98%, 5.98% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.79</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/15/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">128,911</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">105,111</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3508-PS</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.65%, 6.65% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.46</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/15/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6,458</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">630,106</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3728-SV</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 4.45%, 4.45% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/15/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">17,579</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,379,380</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3736-SN</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.05%, 6.05% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.86</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/15/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">373,968</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,939,743</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3753-SB</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.00%, 6.00% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.81</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">168,478</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,211,007</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3780-SM</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.50%, 6.50% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.31</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/15/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">179,449</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">788,510</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3815-ST</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.85%, 5.85% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.66</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/15/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">56,795</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,174,966</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3905-SC</FONT> <FONT STYLE="white-space:nowrap">(-5</FONT> x 1 Month LIBOR USD + 22.75%, 22.75% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/15/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,056,440</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">826,968</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3924-SJ</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.00%, 6.00% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.81</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/15/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">59,538</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,529,700</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;3960-ES</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.95%, 5.95% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.76</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/15/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">100,520</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,646,318</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;4291-MS</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.90%, 5.90% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.71</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/15/2054</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">116,454</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">221,939</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;4610-IB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/15/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,426</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">12,636,948</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;5100-DS</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x Secured Overnight Financing Rate 30 Day Average + 2.50%, 2.50% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/25/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">115,888</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">10,523,692</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation REMICS, <FONT STYLE="white-space:nowrap">Series&nbsp;5112-SC</FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x Secured Overnight Financing Rate 30 Day Average + 2.50%, 2.50% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/25/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">109,108</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">31,933,839</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal Home Loan Mortgage Corporation, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-P009-X</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/25/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,421,493</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">43,231</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2005-72-WS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.75%, 6.75%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.60</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/25/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,053</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">303,890</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2005-90-SP</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.75%, 6.75%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.60</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/25/2035</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4,381</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">256,787</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-117-SQ</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.55%, 6.55%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.40</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">14,906</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">91,552</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-119-HS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.65%, 6.65%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6,946</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,511,119</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2006-123-CI</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.74%, 6.74%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.59</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">238,837</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,315,540</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-15-BI</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.70%, 6.70%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.55</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">97,907</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">233,630</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-20-S</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.74%, 6.74%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.59</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12,043</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">146,006</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-21-SD</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.48%, 6.48%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.33</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7,752</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">658,175</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-30-IE</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.74%, 6.74%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.59</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">65,729</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,501,319</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-32-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.10%, 6.10%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">105,509</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">533,149</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-40-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.10%, 6.10%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">31,462</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">104,286</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-48-SE</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.10%, 6.10%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4,740</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">159,646</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-64-LI</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.56%, 6.56%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.41</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11,191</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">75,312</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-68-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.65%, 6.65%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4,750</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,247,533</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2007-75-PI</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.54%, 6.54%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.39</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">260,047</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,703,096</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2008-33-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.00%, 6.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.85</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">118,004</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,446,964</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2008-42-SC</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.90%, 5.90%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.75</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/25/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">80,348</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">372,075</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2008-5-GS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.25%, 6.25%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.10</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">29,758</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">834,569</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2008-62-SD</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.05%, 6.05%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.90</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/25/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">46,266</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">660,577</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2008-68-SB</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.10%, 6.10%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/25/2038</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">38,549</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">85,436</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2009-111-SE</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.25%, 6.25%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.10</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/25/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7,465</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">534,219</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2009-12-CI</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.60%, 6.60%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.45</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">30,829</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">90,724</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2009-47-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.10%, 6.10%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/25/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5,845</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">118,350</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2009-48-WS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.95%, 5.95%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.80</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/25/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7,698</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">66,648</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2009-67-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.15%, 0.25%
Floor, 5.15% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/25/2037</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,182</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">287,359</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2009-87-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.00%, 6.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.85</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/25/2049</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">25,941</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,320,284</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2009-90-QI</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.60%, 6.60%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.45</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">303,735</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">494,879</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2009-91-SD</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.15%, 6.15%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/25/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">34,182</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">95,963</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-115-SD</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.60%, 6.60%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.45</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/25/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7,457</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">116,908</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-11-SC</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 4.80%, 4.80%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4,213</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">149,109</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-134-SE</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.65%, 6.65%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/25/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">801</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,421,390</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-142-SC</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.60%, 6.60%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.45</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/25/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">361,234</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">572,447</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-15-SL</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 4.95%, 4.95%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">24,720</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">160,162</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-19-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.40%, 5.40%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9,639</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">413,834</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-31-SB</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.00%, 5.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">20,072</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">751,776</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-39-SL</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.67%, 5.67%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.52</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/25/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">37,388</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">101,937</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-8-US</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 4.80%, 4.80%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,907</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">115,690</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-9-GS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 4.75%, 4.75%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2040</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,840</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">617,683</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2011-114-S</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.00%, 6.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.85</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/25/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">49,196</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">803,216</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2011-146-US</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 7.00%, 7.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/25/2042</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">584,379</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">155,215</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2012-29-SG</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.00%, 6.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.85</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2042</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10,776</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,242,186</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2012-56-SN</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.05%, 6.05%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.90</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/25/2042</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">90,015</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,482,821</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2012-76-SC</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.00%, 6.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.85</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/25/2042</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">130,008</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,386,415</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2013-83-US</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.00%, 5.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/25/2043</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">930,390</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,126,552</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2016-64-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.00%, 6.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.85</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/25/2046</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">441,757</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,567,939</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-61-DI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/25/2060</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">562,739</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">15,871,080</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-17-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x Secured Overnight Financing Rate 30
Day Average + 2.00%, 2.00% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/25/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">173,185</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,215,399</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-3-KI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">709,087</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,577,483</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-56-WI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/25/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">533,649</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">14,586,121</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2019-M26-X1</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.73</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2030</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">399,017</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">14,453,174</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-M27-X1</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.95</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/25/2031</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">586,784</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">156,900</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Federal National Mortgage Association, <FONT STYLE="white-space:nowrap">Series&nbsp;374-19</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/25/2036</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">30,691</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">600,529</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">FREMF Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2015-KF07-B</FONT> (1 Month LIBOR USD + 4.95%)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.14</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/25/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">602,119</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">543,955</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">FREMF Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2016-KF25-B</FONT> (1 Month LIBOR USD + 5.00%, 5.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.19</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/25/2023</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">544,098</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,063,531</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">FREMF Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2018-KF56-C</FONT> (1 Month LIBOR USD + 5.80%, 5.80% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10.99</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/25/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">902,600</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,152,758</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">FREMF Mortgage Trust, <FONT STYLE="white-space:nowrap">Series&nbsp;2019-KF71-C</FONT> (1 Month LIBOR USD + 6.00%, 6.00% Floor)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.19</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(a)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/25/2029</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,096,960</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">12,660,882</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association REMICS, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-209-MI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,839,702</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">385,553</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2009-104-SD</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.35%, 6.35%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.19</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/16/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">25,697</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">48,594</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2010-98-IA</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.49</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/20/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,492</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">401,836</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2011-69-SB</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 5.35%, 5.35%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.20</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/20/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">24,058</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">671,563</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2011-71-SG</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 5.40%, 5.40%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.25</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/20/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">41,521</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">723,579</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2011-72-AS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 5.38%, 5.38%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.23</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/20/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">43,887</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">859,152</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2011-89-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 5.45%, 5.45%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.30</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/20/2041</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">53,146</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">6,055,476</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2012-26-SP</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 6.65%, 6.65%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.49</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/20/2042</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">693,216</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">472,751</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2012-34-LI</FONT></FONT> <FONT STYLE="white-space:nowrap">(-20&nbsp;x</FONT> 1 Month LIBOR USD + 122.00%, 6.00%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">6.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/16/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">88,438</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,504,534</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2013-119-TZ</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/20/2043</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4,019,547</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,692,651</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-39-SK</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 6.20%, 6.20%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.05</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/20/2044</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">231,958</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,636,740</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-59-DS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 6.25%, 6.25%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.09</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/16/2044</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">377,662</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,781,814</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-63-SD</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 5.55%, 5.55%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.40</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/20/2044</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">350,059</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">1,841,680</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2014-69-ST</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 6.10%, 6.10%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.94</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/16/2039</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">138,736</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,707,955</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-148-BS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 5.69%, 5.69%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.54</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10/20/2045</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">192,490</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">7,350,984</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2015-158-SK</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.20%, 6.20%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.04</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/20/2045</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">725,661</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">8,567,782</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-111-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 4.55%, 4.55%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/20/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">297,491</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">23,977,563</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2018-48-SD</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 3.90%, 3.90%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/20/2048</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">489,924</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">7,308,942</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-115-SC</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 4.20%, 4.20%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">271,236</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">10,329,257</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-129-IW</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,401,515</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">6,080,249</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-129-SE</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 3.75%, 3.75%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">84,976</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">17,564,209</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-138-IC</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,807,997</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">6,521,080</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-138-IL</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,048,922</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">10,906,175</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-173-MI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,428,425</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">8,170,878</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-175-KI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,114,086</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,147,637</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-187-SB</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 6.30%, 6.30%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.14</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">320,878</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,214,125</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2020-196-DI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">630,704</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">9,024,302</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-107-IL</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,373,378</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">7,139,813</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-107-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x 1 Month LIBOR USD + 3.75%, 3.75%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">265,453</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,488,858</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-116-XI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">717,537</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">3,881,981</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-125-AS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x Secured Overnight Financing Rate 30 Day
Average + 3.25%, 3.25% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">35,387</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">7,375,281</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-130-DI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">07/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,104,136</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">7,355,732</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-158-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x Secured Overnight Financing Rate 30 Day
Average + 3.70%, 3.70% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">09/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">177,094</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">19,006,230</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-194-IN</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,005,685</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">14,889,513</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-221-SC</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x Secured Overnight Financing Rate 30 Day
Average + 3.80%, 3.80% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">209,049</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">11,376,338</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-221-SD</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1</FONT> x Secured Overnight Financing Rate 30 Day
Average + 3.80%, 3.80% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">187,222</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">11,682,890</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-24-XI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,205,507</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">8,914,014</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-46-DS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 2.80%, 2.80%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">03/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">155,069</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">5,007,326</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-58-SJ</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> 1 Month LIBOR USD + 6.30%, 6.30%
Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.14</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">482,470</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">37,350,680</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-59-S</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x&nbsp;Secured</FONT> Overnight Financing Rate
30 Day Average + 2.60%, 2.60% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">443,539</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">16,203,707</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-73-LS</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> Secured Overnight Financing Rate 30
Day Average + 2.50%, 0.50% Floor, 2.50% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">04/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">426,026</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">8,373,297</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-77-IH</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">949,449</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">14,659,318</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-78-SC</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> Secured Overnight Financing Rate 30
Day Average + 2.60%, 2.60% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">162,280</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">7,908,763</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-7-IQ</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,002,701</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">15,805,633</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-97-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> Secured Overnight Financing Rate 30
Day Average + 2.60%, 2.60% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">06/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">209,815</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">28,510,099</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-9-MI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">01/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,661,153</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">9,747,181</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-H04-BI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.71</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/01/2071</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">516,792</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">11,050,729</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2021-H07-AI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.02</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(f)(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">05/20/2071</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">402,871</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">16,663,816</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2022-22-SA</FONT></FONT> <FONT STYLE="white-space:nowrap">(-1&nbsp;x</FONT> Secured Overnight Financing Rate 30
Day Average + 3.60%, 3.60% Cap)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)(j)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/20/2050</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">281,927</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">6,655,224</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2022-25-EI</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.00</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">02/20/2052</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">933,650</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">17,830,003</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Government National Mortgage Association, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Series&nbsp;2022-83-IO</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.50</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(h)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/20/2051</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,336,784</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total US Government and Agency Mortgage Backed Obligations
</B>(Cost&nbsp;$75,397,906)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">54,511,630</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>US Government and Agency Obligations - 4.1%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">10,000,000</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">United States Treasury Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.13</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">08/15/2025</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9,660,352</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total US Government and Agency Obligations </B>(Cost $9,912,272)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9,660,352</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt" BGCOLOR="#cceeff">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Common Stocks - 0.1%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">13,001</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Foresight Equity (c)(k)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">153,542</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">4,104</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Summit Midstream Partners LP (k)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">66,690</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total Common Stocks </B>(Cost $252,064)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">220,232</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt" BGCOLOR="#cceeff">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Preferred Stocks - 0.0% (m)</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">2,010</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Riverbed Technologies, Inc. (c)(k)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11/17/2028</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total Preferred Stocks </B>(Cost $42,848)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Short Term Investments - 0.9%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">671,813</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">First American Government Obligations Fund - Class&nbsp;U</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.03</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(l)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">671,813</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">671,813</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">JP Morgan U.S. Government Money Market Fund - Institutional Share Class</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.03</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(l)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">671,813</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" ALIGN="right">671,813</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Morgan Stanley Institutional Liquidity Funds Government Portfolio&nbsp;- Institutional Share Class</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">5.03</TD>
<TD NOWRAP VALIGN="bottom">%&nbsp;(l)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">671,813</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total Short Term Investments </B>(Cost $2,015,439)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,015,439</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt" BGCOLOR="#cceeff">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Total Investments - 121.4% </B>(Cost $356,708,914) (n)<B></B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">286,972,081</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3">Liabilities in Excess of Other Assets - (21.4)%</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(50,512,391</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>NET ASSETS - 100.0%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>$</B></TD>
<TD VALIGN="bottom" ALIGN="right"><B>236,459,690</B></TD>
<TD NOWRAP VALIGN="bottom"><B>&nbsp;</B></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>

 <P STYLE="font-size:1pt;margin-top:12pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold
in transactions exempt from registration to qualified institutional buyers. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Security pays interest at rates that represent residual cashflows available after more senior tranches have been
paid. The interest rate disclosed reflects the estimated rate in effect as of period end. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(c)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Value determined using significant unobservable inputs. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(d)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Coupon rate is variable or floats based on components including but not limited to reference rate and spread.
These securities may not indicate a reference rate and/or spread in their description. The rate disclosed is as of period end. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(e)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Security is in default or has failed to make a scheduled payment. Income is not being accrued. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(f)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the
weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of period end. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(g)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Perpetual maturity. The date disclosed is the next call date of the security. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(h)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Interest only security </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(i)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Step Bond; Coupon rate changes based on a predetermined schedule or event. The interest rate shown is the rate
in effect as of period end. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(j)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates.
Reference interest rates are typically based on a negative multiplier or slope. Interest rate may also be subject to a cap or floor. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(k)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left"><FONT STYLE="white-space:nowrap">Non-income</FONT> producing security </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(l)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left"><FONT STYLE="white-space:nowrap">Seven-day</FONT> yield as of period end </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(m)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Represents less than 0.05% of net assets </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(n)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">Under the Fund&#146;s credit agreement, the Lender, through their agent, have been granted a security interest
in all of the Fund&#146;s investments in consideration of the Fund&#146;s borrowing under the line of credit with the Lender. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">PIK</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left">A <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> security in
which the issuer may make interest or dividend payments in cash or additional securities. These additional securities generally have the same terms as the original holdings. </P></TD>
<TD WIDTH="32%">&nbsp;</TD></TR></TABLE>

 <P STYLE="font-size:1pt;margin-top:12pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B><U>SECURITY TYPE BREAKDOWN as a % of Net
Assets: </U></B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="89%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Collateralized Loan Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">36.4%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">US Government and Agency Mortgage Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">23.1%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Commercial Mortgage Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">22.6%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Residential Collateralized Mortgage
Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">16.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Bank Loans</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">11.7%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">US Government and Agency Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.1%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Foreign Corporate Bonds</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Asset Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.6%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Short Term Investments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.9%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.1%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Preferred Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.0%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;(m)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Other Assets and Liabilities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(21.4)%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>

 <P STYLE="font-size:1pt;margin-top:12pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B><U>INVESTMENT BREAKDOWN as a % of Net
Assets: </U></B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="89%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Collateralized Loan Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">36.4%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">US Government and Agency Mortgage Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">23.1%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Commercial Mortgage Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">22.6%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Residential Collateralized Mortgage
Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">16.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">US Government and Agency Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4.1%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Electronics/Electric</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.0%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Asset Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.6%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Energy</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.5%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Healthcare</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.4%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Business Equipment and Services</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.0%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Media</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.9%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Chemicals/Plastics</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.9%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Short Term Investments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.9%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Building and Development (including Steel/Metals)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.7%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Consumer Products</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.7%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Utilities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.7%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Financial Intermediaries</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.6%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Transportation</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.5%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Automotive</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.5%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Banking</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.5%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Retailers (other than Food/Drug)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.4%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Insurance</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.4%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Telecommunications</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Mining</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Aerospace&nbsp;&amp; Defense</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Leisure</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Hotels/Motels/Inns and Casinos</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.2%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Food Service</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.2%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Industrial Equipment</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.2%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Environmental Control</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.2%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Chemical Products</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.1%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Containers and Glass Products</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.1%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Cosmetics/Toiletries</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.1%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Technology</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.1%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Real Estate</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">0.0%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;(m)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Other Assets and Liabilities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(21.4)%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>

 <P STYLE="font-size:1pt;margin-top:12pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Notes to Schedule of Investments </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">June&nbsp;30, 2023 (Unaudited) </P> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>1.&nbsp;&nbsp;Organization </B></P> <P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">DoubleLine Opportunistic Credit
Fund (the &#147;Fund&#148;) was formed as a <FONT STYLE="white-space:nowrap">closed-end</FONT> management investment company registered under the Investment Company Act of 1940, as amended (the &#147;1940 Act&#148;), and originally classified as a <FONT
STYLE="white-space:nowrap">non-diversified</FONT> fund. The Fund is currently operating as a diversified fund. Currently under the 1940 Act, a diversified fund generally may not, with respect to 75% of its total assets, invest more than 5% of its
total assets in the securities of any one issuer or own more than 10% of the outstanding voting securities of such issuer (except, in each case, U.S. Government securities, cash, cash items and the securities of other investment companies). The
remaining 25% of a fund&#146;s total assets is not subject to this limitation. The Fund was organized as a Massachusetts business trust on July&nbsp;22, 2011 and commenced operations on January&nbsp;27, 2012. The Fund is listed on the New York Stock
Exchange (&#147;NYSE&#148;) under the symbol &#147;DBL&#148;. The Fund&#146;s investment objective is to seek high total investment return by providing a high level of current income and the potential for capital appreciation. </P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>2.&nbsp;&nbsp;Significant Accounting Policies </B></P> <P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">The Fund is
an investment company that applies the accounting and reporting guidance issued in Topic 946, &#147;Financial Services&#151;Investment Companies&#148;, by the Financial Accounting Standards Board (&#147;FASB&#148;). The following is a summary of the
significant accounting policies of the Fund. These policies are in conformity with accounting principles generally accepted in the United States of America (&#147;US GAAP&#148;). </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><B>A. Security Valuation. </B>The Fund has adopted US&nbsp;GAAP fair value accounting standards which establish a definition of fair value and set out a
hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion of changes in valuation techniques and related
inputs during the period. These inputs are summarized in the three broad levels listed below: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:8pt">Level 1&#151;Unadjusted quoted market prices in active markets for identical securities </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:8pt">Level 2&#151;Quoted prices for identical or similar assets in markets that are not active, or inputs derived from
observable market data </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:8pt">Level 3&#151;Significant unobservable inputs (including the reporting entity&#146;s estimates and assumptions)
</P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">Valuations for domestic and foreign fixed income securities are normally determined on the basis of evaluations provided by independent
pricing services. Vendors typically value such securities based on one or more inputs described in the following table which is not intended to be a complete list. The table provides examples of inputs that are commonly relevant for valuing
particular classes of fixed income securities in which the Fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income securities. Securities that use
similar valuation techniques and inputs as described in the following table are categorized as Level&nbsp;2 of the fair value hierarchy. To the extent the significant inputs are unobservable, the values generally would be categorized as
Level&nbsp;3. Assets and liabilities may be transferred between levels. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="42%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="57%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="bottom" NOWRAP STYLE="border-bottom:1.00pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Times New Roman">Fixed-income class</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="border-bottom:1.00pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Times New Roman">Examples of Inputs</P></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">All</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield
measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as &#147;standard inputs&#148;)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Corporate bonds and notes; convertible securities</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Standard inputs and underlying equity of the issuer</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">US bonds and notes of government and government agencies</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Standard inputs</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Residential and commercial mortgage-backed obligations; asset-backed obligations (including collateralized loan obligations)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information, trustee reports</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top">Bank loans</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Standard inputs</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">Investments in registered <FONT STYLE="white-space:nowrap">open-end</FONT> management investment companies will be valued based
upon the net asset value (&#147;NAV&#148;) of such investments and are categorized as Level&nbsp;1 of the fair value hierarchy. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">Common stocks,
exchange-traded funds and financial derivative instruments, such as futures contracts or options contracts, that are traded on a national securities or commodities exchange, are typically valued at the last reported sales price, in the case of
common stocks and exchange-traded funds, or, in the case of futures contracts or options contracts, the settlement price determined by the relevant exchange. To the extent these securities are actively traded and valuation adjustments are not
applied, they are categorized as Level&nbsp;1 of the fair value hierarchy. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Over-the-counter</FONT></FONT> financial derivative instruments, such as forward currency
exchange contracts, options contracts, or swap agreements, derive their values from underlying asset prices, indices, reference rates, other inputs or a combination of these factors. These instruments are normally valued on the basis of evaluations
provided by independent pricing services or broker dealer quotations. Depending on the instrument and the terms of the transaction, the value of the derivative instruments can be estimated by a pricing service provider using a series of techniques,
such as simulation pricing models. The pricing models use issuer details and other inputs that are observed from actively quoted markets such as indices, spreads, interest rates, curves, dividends and exchange rates. Derivatives that use similar
valuation techniques and inputs as described above are normally categorized as Level&nbsp;2 of the fair value hierarchy. </P>

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">The Fund&#146;s holdings in whole loans, securitizations and certain other types of alternative lending-related
instruments may be valued based on prices provided by a third-party pricing service. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">Senior secured floating rate loans for which an active secondary
market exists to a reliable degree will be valued at the mean of the last available bid/ask prices in the market for such loans, as provided by an independent pricing service. Where an active secondary market does not exist to a reliable degree in
the judgment of DoubleLine Capital LP (the &#147;Adviser&#148; or &#147;DoubleLine Capital&#148;), such loans will be valued at fair value based on certain factors. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">In respect of certain commercial real estate-related, residential real estate-related and certain other investments for which a limited market may exist, the
Fund may value such investments based on appraisals conducted by an independent valuation advisor or a similar pricing agent. However, an independent valuation firm may not be retained to undertake an evaluation of an asset unless the NAV, market
price and other aspects of an investment exceed certain significance thresholds. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">The Board of Trustees has adopted a pricing and valuation policy for use
by the Fund and its Valuation Designee (as defined below) in calculating the Fund&#146;s NAV. Pursuant to Rule <FONT STYLE="white-space:nowrap">2a-5</FONT> under the 1940 Act, the Fund has designated the Adviser as its &#147;Valuation Designee&#148;
to perform all of the fair value determinations as well as to perform all of the responsibilities that may be performed by the Valuation Designee in accordance with <FONT STYLE="white-space:nowrap">Rule&nbsp;2a-5.</FONT> The Valuation Designee is
authorized to make all necessary determinations of the fair values of portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent
pricing services are unreliable. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">The following is a summary of the fair valuations according to the inputs used to value the Fund&#146;s investments as of
June&nbsp;30, 2023: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="85%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="bottom" NOWRAP STYLE="border-bottom:1.00px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8pt; font-family:Times New Roman"><B>Category</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-bottom:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><B>Investments in Securities</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Level&nbsp;1</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Money Market Funds</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">2,015,439</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">66,690</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Total Level&nbsp;1</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,082,129</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Level&nbsp;2</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Collateralized Loan Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">83,011,421</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">US Government and Agency Mortgage Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">54,511,630</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Commercial Mortgage Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">48,666,181</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Residential Collateralized Mortgage
Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">37,847,658</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Bank Loans</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">27,479,748</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">US Government and Agency Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">9,660,352</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Foreign Corporate Bonds</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7,770,241</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,333,496</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Asset Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,473,176</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Total Level&nbsp;2</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">274,753,903</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Level&nbsp;3</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Commercial Mortgage Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">4,869,339</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Collateralized Loan Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,997,143</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Asset Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,232,037</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Residential Collateralized Mortgage
Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">795,954</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">153,542</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Bank Loans</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">88,034</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Preferred Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Total Level&nbsp;3</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">10,136,049</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Times New Roman">Total</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286,972,081</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman"><I>See the Schedule of Investments for further disaggregation of investment categories. </I></P>

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in
determining fair value: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:7pt" ALIGN="center">


<TR>

<TD WIDTH="33%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Fair Value<BR>as of<BR>September&nbsp;30,<BR>2022</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net<BR>Realized<BR>Gain<BR>(Loss)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net Change in<BR>Unrealized<BR>Appreciation<BR>(Depreciation)<SUP STYLE="font-size:75%; vertical-align:top">(c)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net Accretion<BR>(Amortization)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Purchases<SUP STYLE="font-size:75%; vertical-align:top">(a)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Sales<SUP STYLE="font-size:75%; vertical-align:top"> (b)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Transfers<BR>Into<BR>Level 3<SUP STYLE="font-size:75%; vertical-align:top">(d)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Transfers<BR>Out of<BR>Level 3<SUP STYLE="font-size:75%; vertical-align:top">(d)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Fair<BR>Value as<BR>of June&nbsp;30,<BR>2023</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net Change in<BR>Unrealized<BR>Appreciation<BR>(Depreciation)<BR>on securities<BR>held
at<BR>June&nbsp;30,<BR>2022<SUP STYLE="font-size:75%; vertical-align:top">(c)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman"><B>Investments in Securities</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Commercial Mortgage Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">4,907,534</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">36,238</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">(114,225</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">88,883</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">(49,091</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">4,869,339</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">(123,606</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Collateralized Loan Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,648,940</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(379,898</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,728,101</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,997,143</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(364,477</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Asset Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3,959,557</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(2,929,650</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,103,255</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">131,447</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(1,032,572</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1,232,037</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(369,078</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Residential Collateralized Mortgage
Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">795,954</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">795,954</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">242,328</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(48,721</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(39,617</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(448</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">153,542</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(87,108</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Bank Loans</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">88,856</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">258</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(3,062</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,804</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(822</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">88,034</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(2,787</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Preferred Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2,010</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(2,010</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">(2,010</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman"><B>Total</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">10,849,225</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">(2,941,875</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">564,443</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">91,687</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">131,447</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">(1,082,933</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">2,524,055</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">10,136,049</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">$</TD>
<TD VALIGN="bottom" ALIGN="right">(949,066</TD>
<TD NOWRAP VALIGN="bottom">)&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><I><SUP STYLE="font-size:75%; vertical-align:top">(a)</SUP>&nbsp;</I></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left"><I>Purchases include all purchases of securities, payups and corporate actions. </I></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><I><SUP STYLE="font-size:75%; vertical-align:top">(b)</SUP></I></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left"><I>Sales include all sales of securities, maturities, and paydowns. </I></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><I><SUP STYLE="font-size:75%; vertical-align:top">(c)</SUP></I></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left"><I>Any difference between Net Change in Unrealized Appreciation (Depreciation) and Net Change in Unrealized
Appreciation (Depreciation) on securities held at June&nbsp;30, 2023 may be due to a security that was not held or categorized as Level&nbsp;3 at either period end. </I></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><I><SUP STYLE="font-size:75%; vertical-align:top">(d)</SUP></I></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left"><I>Transfers into or out of Level&nbsp;3 can be attributed to changes in the availability of pricing sources
and/or in the observability of significant inputs used to measure the fair value of those instruments. </I></P></TD></TR></TABLE>

 <P STYLE="font-size:1px;margin-top:12px;margin-bottom:0px">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman">The following is a summary of quantitative
information about Level&nbsp;3 Fair Value Measurements: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:7pt" ALIGN="center">


<TR>

<TD WIDTH="26%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="8%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="10%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="23%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Fair<BR>Value as<BR>of<BR>June&nbsp;30,<BR>2023</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Valuation<BR>Techniques</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Unobservable<BR>Input</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Unobservable Input Values<BR>(Weighted Average)<SUP STYLE="font-size:75%; vertical-align:top">(e)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Impact to valuation from an<BR>increase to input</B></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Commercial<BR>Mortgage
Backed<BR>Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$</TD>
<TD VALIGN="top" ALIGN="right">4,869,339</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Comparables</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Quotes</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="white-space:nowrap">$0.01&nbsp;-&nbsp;$80.22&nbsp;($65.52)</FONT></TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Collateralized Loan Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$</TD>
<TD VALIGN="top" ALIGN="right">2,997,143</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Comparables</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Quotes</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="white-space:nowrap">$0.01&nbsp;-&nbsp;$77.21&nbsp;($63.86)</FONT></TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Asset Backed Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$</TD>
<TD VALIGN="top" ALIGN="right">1,232,037</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Comparables</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Quotes</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="white-space:nowrap">$22.59&nbsp;-&nbsp;$1,550.53&nbsp;($550.39)</FONT></TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Residential Collateralized Mortgage
Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$</TD>
<TD VALIGN="top" ALIGN="right">795,954</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Comparables</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Quotes</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right">$74.99&nbsp;($74.99)</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$</TD>
<TD VALIGN="top" ALIGN="right">153,542</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Comparables</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Quotes</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right">$11.81&nbsp;($11.81)</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Bank Loans</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">$</TD>
<TD VALIGN="top" ALIGN="right">88,034</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Comparables</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Quotes</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right">$100.00&nbsp;($100.00)</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:7pt; font-family:Times New Roman">Preferred Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="top">$</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Comparables</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Market Quotes</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right">$0.00&nbsp;($0.00)</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security</TD></TR>
</TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><I><SUP STYLE="font-size:75%; vertical-align:top">(e)</SUP>&nbsp;</I></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Times New Roman; " ALIGN="left"><I>Unobservable inputs were weighted by the relative fair value of the instruments. </I></P></TD></TR></TABLE>
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</SEC-DOCUMENT>
