DoubleLine Core Fixed Income Fund

Schedule of Investments

December 31, 2019 (Unaudited)

Principal Amount         $/Shares	Security Description	Rate			Maturity	Value $
Asset Backed Obligations - 2.6%
6,409,650	AASET Ltd., Series 2019-2-A		3.38%	^	10/16/2039		6,425,629
7,000,000	Applebee’s Funding LLC, Series 2019-1A-A2I		4.19%	^	06/07/2049		7,105,070
4,083,333	CAL Funding Ltd., Series 2018-1A-A		3.96%	^	02/25/2043		4,097,003
6,493,649	Castlelake Aircraft Securitization Trust, Series 2016-1-A		4.45%		08/15/2041		6,656,113
4,220,045	Castlelake Aircraft Securitization Trust, Series 2017-1-A		3.97%		07/15/2042		4,266,187
4,211,882	Castlelake Aircraft Securitization Trust, Series 2018-1-A		4.13%	^	06/15/2043		4,317,272
7,522,516	Castlelake Aircraft Securitization Trust, Series 2019-1A-A		3.97%	^	04/15/2039		7,660,848
4,341,197	CLI Funding LLC, Series 2017-1A-A		3.62%	^	05/18/2042		4,314,195
10,718,298	CLI Funding LLC, Series 2018-1A-A		4.03%	^	04/18/2043		10,801,858
7,999,974	CLI Funding LLC, Series 2019-1A-A		3.71%	^	05/18/2044		8,030,064
5,160,906	CLUB Credit Trust, Series 2018-P3-A		3.82%	^	01/15/2026		5,211,285
9,884,519	College Ave Student Loans LLC, Series 2018-A-A1 (1 Month LIBOR USD + 1.20%)		2.99%	^	12/26/2047		9,695,096
1,492,500	DB Master Finance LLC, Series 2019-1A-A2I		3.79%	^	05/20/2049		1,528,387
5,300,000	Element Rail Leasing LLC, Series 2014-1A-A2		3.67%	^	04/19/2044		5,314,288
5,000,000	GAIA Aviation Ltd., Series 2019-1-A		3.97%	^§	12/15/2044		5,012,665
14,965,200	Global SC Finance Ltd., Series 2018-1A-A		4.29%	^	05/17/2038		15,391,166
5,400,000	GLS Auto Receivables Trust, Series 2018-2A-B		3.71%	^	03/15/2023		5,458,228
10,633,827	Harbour Aircraft Investments Ltd., Series 2017-1-A		4.00%		11/15/2037		10,655,722
8,817,777	Helios Issuer LLC, Series 2017-1A-A		4.94%	^	09/20/2049		9,194,171
3,901,807	HERO Funding Trust, Series 2016-1A-A		4.05%	^	09/20/2041		4,029,209
14,065,774	Horizon Aircraft Finance Ltd., Series 2019-2-A		3.43%	^	11/15/2039		14,015,165
4,887,500	Jimmy Johns Funding LLC, Series 2017-1A-A2II		4.85%	^	07/30/2047		5,008,608
2,810,960	JOL Air Ltd., Series 2019-1-A		3.97%	^	04/15/2044		2,854,589
17,222,787	MACH 1 Cayman 2019-1 Ltd., Series 2019-1-A		3.47%	^	10/15/2039		17,265,999
2,059,862	Mosaic Solar Loan Trust, Series 2018-1A-A		4.01%	^	06/22/2043		2,116,595
3,000,000	Mosaic Solar Loan Trust, Series 2019-2A-B		3.28%	^	09/20/2040		2,985,605
7,500,000	Navient Private Education Loan Trust, Series 2018-A-B		3.68%	^	02/18/2042		7,640,807
9,769,348	NP SPE LLC, Series 2016-1A-A1		4.16%	^	04/20/2046		10,092,193
5,000,000	NP SPE LLC, Series 2019-1A-A2		3.64%	^	09/20/2049		5,030,694
4,821,429	Pioneer Aircraft Finance Ltd., Series 2019-1-A		3.97%	^	06/15/2044		4,855,579
20,000,000	Primose Funding LLC, Series 2019-1A-A2		4.48%	^	07/30/2049		20,298,020
6,000,000	SBA Tower Trust		3.17%	^	04/11/2022		6,064,630
5,000,000	SERVPRO Master Issuer LLC, Series 2019-1A-A2		3.88%	^	10/25/2049		5,032,655
5,408,902	Shenton Aircraft Investment Ltd., Series 2015-1A-A		4.75%	^	10/15/2042		5,528,439
380,661	SoFi Consumer Loan Program LLC, Series 2016-2-A		3.09%	^	10/27/2025		382,049
470,821	SoFi Consumer Loan Program LLC, Series 2017-1-A		3.28%	^	01/26/2026		472,325
171,911	SoFi Consumer Loan Program LLC, Series 2017-2-A		3.28%	^	02/25/2026		172,605
3,721,381	SoFi Consumer Loan Program LLC, Series 2017-5-A2		2.78%	^	09/25/2026		3,735,632
500,000	SoFi Consumer Loan Program Trust, Series 2017-1-B		4.73%	#^	01/26/2026		512,420
2,938,502	SoFi Professional Loan Program LLC, Series 2016-A-A2		2.76%	^	12/26/2036		2,948,825
5,000,000	SoFi Professional Loan Program, Series 2017-B-BFX		3.70%	#^	05/25/2040		5,166,377
2,000,000	SoFi Professional Loan Program, Series 2017-C-C		4.21%	#^	07/25/2040		2,087,925
529,615	Spruce Asset Backed Securities Trust, Series 2016-E1-A		4.32%	^	06/15/2028		540,276
3,000,000	Stack Infrastructure Issuer LLC, Series 2019-2A-A2		3.08%	^	10/25/2044		2,997,927
3,736,017	STARR Ltd., Series 2018-1-A		4.09%	^	05/15/2043		3,818,135
3,785,714	START Ireland, Series 2019-1-A		4.09%	^	03/15/2044		3,864,264
4,880,186	Sunnova Helios II Issuer LLC, Series 2018-1A-A		4.87%	^	07/20/2048		5,109,679
5,000,000	Sunrun Atlas Issuer LLC, Series 2019-2-A		3.61%	^	02/01/2055		4,978,150
2,277,707	Textainer Marine Containers Ltd., Series 2017-1A-A		3.72%	^	05/20/2042		2,286,911
9,466,667	Textainer Marine Containers Ltd., Series 2019-1A-A		3.96%	^	04/20/2044		9,540,386
3,495,739	USQ Rail LLC, Series 2018-1-A1		3.78%	^	04/25/2048		3,588,139
12,761,667	Vantage Data Centers Issuer LLC, Series 2018-1A-A2		4.07%	^	02/16/2043		13,163,412
5,000,000	VB-S1 Issuer LLC, Series 2018-1A-C		3.41%	^	02/15/2048		5,047,000
13,258,350	Wave LLC, Series 2019-1-A		3.60%	^	09/15/2044		13,092,607
5,646,036	Wildcat LLC, Series 2017-1A-A		4.12%	Þ	06/30/2027		5,645,472
Total Asset Backed Obligations (Cost $328,895,258)							333,104,550
Bank Loans - 2.5%
3,038,671	1011778 B.C. Unlimited Liability Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		11/19/2026		3,045,872
805,754	Acadia Healthcare Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.30%		02/16/2023		808,848
1,303,678	Access CIG LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.44%		02/27/2025		1,304,766
878,363	Achilles Acquisition LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%)		5.81%		10/13/2025		888,793
7,394	Acrisure LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 1.00% Floor)		5.69%		11/22/2023		7,415
1,930,822	Acrisure LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%, 1.00% Floor)		6.19%		11/22/2023		1,939,269
524,643	Advanced Drainage Systems, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%)		4.00%		07/31/2026		530,327
923,025	Agiliti Health, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.75%		01/05/2026		929,948
1,310,504	Air Medical Group Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 1.00% Floor)		5.04%		04/28/2022		1,287,774
1,573,394	Air Methods Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 1.00% Floor)		5.44%		04/22/2024		1,382,950
249,361	Albertson’s LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		11/17/2025		251,914
809,495	Albertson’s LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		08/17/2026		817,805
2,020,000	Aldevron LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%, 1.00% Floor)		6.19%		10/13/2026		2,045,250
819,439	Alera Group Intermediate Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%)		6.30%		08/01/2025		824,561
1,599,687	Aleris International, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.75%)		6.55%		02/27/2023		1,603,686
1,252,690	AlixPartners LLP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 1.00% Floor)		4.55%		04/04/2024		1,261,791
1,774,075	Alliant Holdings Intermediate LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		4.99%		05/09/2025		1,779,841
140,541	Allied Universal Holdco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%)		6.05%		07/10/2026		141,565
1,419,459	Allied Universal Holdco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%)		6.05%		07/10/2026		1,429,807
1,652,695	Almonde, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.50%, 1.00% Floor)		5.70%		06/13/2024		1,644,663
325,000	Almonde, Inc., Senior Secured Second Lien Term Loan (6 Month LIBOR USD + 7.25%, 1.00% Floor)		9.45%		06/16/2025		318,849
2,243,055	Alterra Mountain Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.55%		07/31/2024		2,265,485
697,806	American Airlines, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.74%		12/15/2023		701,201
909,264	American Tire Distributors, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 7.50%, 1.00% Floor, 8.00% PIK)		9.30%		09/02/2024		816,065
1,995,723	Applied Systems, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 1.00% Floor)		5.19%		09/19/2024		2,005,542
730,000	Aramark Services, Inc., Senior Secured First Lien Term Loan		3.66%	±	12/09/2026		734,792
1,895,000	Aramark Services, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.45%		03/11/2025		1,905,659
653,175	Arctic Glacier U.S.A., Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor)		5.30%		03/20/2024		632,489
2,085,045	Ascend Learning LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.80%		07/12/2024		2,101,340
2,083,585	AssuredPartners, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.30%		10/22/2024		2,093,222
465,095	Asurion LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.50%)		8.30%		08/04/2025		471,897
1,837,797	Asurion, LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.80%		11/03/2023		1,850,928
1,565,488	Athenahealth, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%)		6.40%		02/11/2026		1,575,922
1,885,736	Auris Luxembourg III Sarl, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.55%		02/27/2026		1,898,314
728,347	Avantor, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.80%		11/21/2024		735,932
1,165,927	Avaya, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%)		5.99%		12/16/2024		1,147,564
743,138	Azalea TopCo, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.30%		07/24/2026		748,365
464,066	Bass Pro Group LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 0.75% Floor)		6.80%		09/25/2024		463,583
1,423,750	Bausch Health Companies, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.49%		11/27/2025		1,433,097
500,095	Bausch Health Companies, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.74%		06/02/2025		503,585
380,000	BellRing Brands LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 1.00% Floor)		6.80%		10/21/2024		384,989
235,867	Berry Global, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.72%		10/03/2022		237,046
2,323,325	Berry Global, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.22%		07/01/2026		2,332,851
1,639,297	BJ’s Wholesale Club, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.49%		02/02/2024		1,652,616
1,888,533	Blackhawk Network Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.80%		06/16/2025		1,892,074
1,960,150	Blackstone CQP Holdco LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%)		5.41%		09/30/2024		1,973,175
862,278	Boxer Parent Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%)		6.05%		10/02/2025		854,539
1,661,961	Brazos Delaware LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%)		5.79%		05/21/2025		1,429,287
763,988	Bright Bidco B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 1.00% Floor)		5.44%		06/28/2024		454,573
376,292	(1 Month LIBOR USD + 3.50%, 1.00% Floor)		5.30%		06/28/2024		223,894
1,177,544	Brookfield WEC Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor)		5.30%		08/01/2025		1,187,476
1,095,000	Buckeye Partners LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.44%		11/02/2026		1,106,257
2,598,372	Caesars Resort Collection LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		12/23/2024		2,606,764
219,450	Calpine Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.30%		08/12/2026		221,079
1,990,000	Calpine Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%)		4.20%		04/06/2026		2,004,427
1,580,000	Camelot US Acquisition Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		10/30/2026		1,592,245
1,918,433	Canyon Valor Companies, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		06/16/2023		1,925,033
1,986,461	Capri Acquisitions BidCo Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%)		4.93%		11/01/2024		1,971,314
963,094	Catalent Pharma Solutions, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%)		4.05%		05/18/2026		968,511
1,386,107	Cengage Learning, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 1.00% Floor)		6.05%		06/07/2023		1,329,055
2,533,299	CEOC LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.80%		10/04/2024		2,554,110
785,993	Change Healthcare Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 1.00% Floor)		4.30%		03/01/2024		789,923
393,025	Charter NEX US, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.30%		05/16/2024		396,218
819,132	CHG Healthcare Services, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.80%		06/07/2023		825,787
1,591,918	CHG PPC Parent LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		03/31/2025		1,599,878
804,809	Cincinnati Bell, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 1.00% Floor)		5.05%		10/02/2024		810,680
319,200	Clear Channel Outdoor Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.30%		08/21/2026		321,508
1,014,004	ClubCorporationHoldings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%)		4.69%		09/18/2024		963,623
1,541,213	Compass Power Generation LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor)		5.30%		12/20/2024		1,540,573
768,168	Covia Holdings Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 1.00% Floor)		6.04%		06/02/2025		596,352
834,929	CPM Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.55%		11/17/2025		829,085
1,179,105	CSC Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%)		3.99%		07/17/2025		1,182,872
526,025	CSC Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%)		3.99%		01/15/2026		527,472
1,436,400	CSC Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.24%		04/15/2027		1,445,076
1,335,280	CSM Bakery Solutions LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 1.00% Floor)		6.03%		07/03/2020		1,298,560
1,638,190	Cvent, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 1.00% Floor)		5.55%		11/29/2024		1,639,418
488,729	Cyanco Intermediate Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.30%		03/17/2025		490,867
1,339,294	Cyxtera DC Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.74%		05/01/2024		1,190,304
1,307,751	Deerfield Holdings Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 1.00% Floor)		5.05%		02/13/2025		1,306,463
3,067,901	Dell International LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%, 0.75% Floor)		3.80%		09/19/2025		3,093,226
893,258	Delta 2 SARL, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 1.00% Floor)		4.30%		02/01/2024		898,983
1,267,307	DentalCorporationPerfect Smile ULC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 1.00% Floor)		5.55%		06/06/2025		1,263,081
1,170,000	Diamond BC B.V.,Guaranteed Senior Secured First Lien Term Loan		4.91%	±	09/06/2024		1,149,232
359,100	Diamond Sports Group LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.03%		08/24/2026		359,400
707,828	Digicel International Finance Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%)		5.16%		05/27/2024		635,983
1,220,000	DigiCert Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%)		5.80%		10/16/2026		1,226,100
437,889	Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%)		5.94%		04/06/2026		441,479
235,424	Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%)		5.94%		04/06/2026		237,354
560,987	Dynatrace LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		4.55%		08/22/2025		565,719
1,488,769	E.W. Scripps Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.30%		05/01/2026		1,496,912
1,901,388	EAB Global, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.75%, 1.00% Floor)		5.74%		11/15/2024		1,907,330
677,915	Edgewater Generation LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.55%		12/12/2025		652,070
828,855	EG America LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%)		5.96%		02/06/2025		827,218
1,342,136	Envision Healthcare Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.55%		10/10/2025		1,151,439
1,919,029	Equinox Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.80%		03/08/2024		1,929,651
850,883	ESH Hospitality, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.80%		09/18/2026		858,975
1,879,641	Excelitas Technologies Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 1.00% Floor)		5.44%		12/02/2024		1,878,475
331,965	Exgen Renewables IV LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 1.00% Floor)		4.91%		11/29/2024		328,783
529,304	Explorer Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 1.00% Floor)		5.60%		05/02/2023		534,597
1,909,626	Filtration Group Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.80%		03/31/2025		1,919,976
1,609,374	Financial & Risk US Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.05%		10/01/2025		1,625,066
835,000	Flex Acquisition Company, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%)		5.35%		06/30/2025		830,825
820,000	Flex Acquisition, Senior Secured First Lien Term Loan		4.91%	±	12/29/2023		815,387
785,558	Flexential Intermediate Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%)		5.44%		08/01/2024		657,202
1,883,371	Flexera Software LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 1.00% Floor)		5.30%		02/26/2025		1,891,611
2,394,784	Foresight Energy LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.75%, 1.00% Floor)		7.66%	W	03/28/2022		1,062,254
1,588,950	Forest City Enterprises L.P., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.30%		12/08/2025		1,599,874
1,019,409	Forterra Finance, LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.80%		10/25/2023		999,872
859,140	Frontdoor, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.31%		08/18/2025		868,805
801,484	Frontera Generation Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 1.00% Floor)		5.99%		05/02/2025		693,284
535,000	Gavilan Resources LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.00%, 1.00% Floor)		7.80%		03/01/2024		214,000
1,160,000	Genesee & Wyoming, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.00%)		3.91%		11/06/2026		1,172,632
1,928,464	Genesys Telecommunications Laboratories, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		12/01/2023		1,937,499
1,924,012	Gentiva Health Services, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.56%		07/02/2025		1,936,643
1,011,227	Getty Images, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%)		6.31%		02/19/2026		1,015,651
1,801,647	Go Daddy Operating Company LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.55%		02/15/2024		1,813,709
1,630,397	GOBP Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.24%		10/22/2025		1,653,499
710,612	Golden Nugget, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.75% Floor)		4.72%		10/04/2023		714,005
30,896	(1 Month LIBOR USD + 2.75%, 0.75% Floor)		4.55%		10/04/2023		31,044
803,300	(3 Month LIBOR USD + 2.75%, 0.75% Floor)		4.68%		10/04/2023		807,136
1,815,923	GoodRX, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		10/10/2025		1,830,296
1,479,755	GrafTech Finance, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor)		5.30%		02/12/2025		1,477,905
2,420,332	Gray Television, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.20%		01/02/2026		2,439,053
55,000	Grifols Worldwide Operations USA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.74%		11/15/2027		55,536
995,229	GTT Communications, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		06/02/2025		837,416
580,005	Gulf Finance LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.25%, 1.00% Floor)		7.20%		08/25/2023		456,806
987,576	(1 Month LIBOR USD + 5.25%, 1.00% Floor)		6.95%		08/25/2023		777,805
804,004	Harbor Freight Tools USA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 0.75% Floor)		4.30%		08/18/2023		802,195
483,811	Hayward Industries, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.30%		08/05/2024		481,392
1,815,000	HC Group Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%		6.30%		08/06/2026		1,810,081
666,563	HD Supply, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		10/17/2023		671,975
776,100	Hexion, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%)		5.60%		07/01/2026		780,951
840,000	H-Food Holdings LLC, Senior Secured First Lien Term Loan		5.60%	±	05/17/2025		834,120
3,148,995	Hilton Worldwide Finance LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.54%		06/22/2026		3,174,124
832,886	Houston Foods, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.55%		07/21/2025		812,064
1,915,851	Hyland Software, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.75% Floor)		5.30%		07/01/2024		1,929,473
488,254	Hyland Software, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.00%, 0.75% Floor)		8.80%		07/07/2025		495,883
441,350	IAA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%)		4.00%		06/29/2026		445,488
639,024	IHeartCommunications, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%)		5.69%		05/01/2026		645,280
1,561,132	Informatica LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		08/05/2022		1,569,772
800,000	Inmarsat PLC, Senior Secured First Lien Term Loan		6.41%	±	09/23/2026		805,936
794,533	Intelsat Jackson Holdings S.A., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.75%, 1.00% Floor)		5.68%		11/27/2023		797,298
689,762	ION Trading Technologies SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 1.00% Floor)		6.06%		11/21/2024		662,172
1,826,316	IQVIA, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.00%)		3.69%		01/17/2025		1,837,731
2,086,745	IRB Holding Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 1.00% Floor)		5.22%		02/05/2025		2,102,834
786,836	IRI Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%)		6.30%		12/01/2025		773,723
2,578,439	Iron Mountain Information Management LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		01/02/2026		2,576,015
1,844,790	Jaguar Holding Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 1.00% Floor)		4.30%		08/18/2022		1,857,159
2,466,363	JBS USA Lux S.A., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		3.80%		05/01/2026		2,492,050
1,154,045	Jo-Ann Stores LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.00%, 1.00% Floor)		6.93%		10/20/2023		811,444
583,277	KAR Auction Services, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%)		4.06%		09/19/2026		588,200
1,245,842	KBR, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.55%		04/25/2025		1,258,301
1,430,000	Kestrel Bidco, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.72%		12/11/2026		1,444,686
795,216	Kindred Healthcare, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%)		6.81%		07/02/2025		802,174
885,191	Klockner-Pentaplast of America, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%, 1.00% Floor)		6.18%		06/30/2022		800,434
1,676,199	Kronos Acquisition Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 1.00% Floor)		5.79%		05/15/2023		1,650,218
1,861,388	Kronos, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 1.00% Floor)		4.91%		11/01/2023		1,873,319
499,245	Level 3 Financing Inc, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		03/01/2027		501,587
1,846,304	Life Time Fitness, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 1.00% Floor)		4.66%		06/10/2022		1,854,095
446,454	Lions Gate Capital Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%)		4.05%		03/24/2025		446,456
1,572,346	Lower Cadence Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%)		5.80%		05/22/2026		1,559,578
1,632,551	Lucid Energy Group II Borrower LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.80%		02/18/2025		1,518,272
997,463	Marriott Ownership Resorts, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		08/29/2025		1,004,943
145,026	Mavis Tire Express Services Corporation, Senior Secured First Lien Delayed-Draw Term Loan (1 Month LIBOR USD + 3.25%)		5.05%	&	03/20/2025		141,763
1,137,954	Mavis Tire Express Services Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		03/20/2025		1,112,350
553,128	McDermott International, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.00%, 1.00% Floor)		6.94%	W	05/12/2025		328,558
150,777	MED ParentCo LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%)		6.05%	&	08/31/2026		151,036
602,633	MED ParentCo LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%)		6.05%		08/31/2026		603,669
644,488	Messer Industries LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%)		4.44%		03/02/2026		648,829
1,266,302	MGM Growth Properties Operating Partnership LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.80%		03/21/2025		1,273,773
2,509,434	Millennium Trust Company LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%)		6.80%		03/27/2026		2,478,066
76,997	Mister Car Wash Holdings, Inc., Senior Secured First Lien Term Loan		5.41%	&±	05/14/2026		77,447
1,532,248	Mister Car Wash Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%)		5.41%		05/14/2026		1,541,189
1,488,369	Mitchell International, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		11/29/2024		1,479,304
816,081	MLN US HoldCo LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%)		6.19%		11/28/2025		774,596
446,338	Motion Finco LLC, Senior Secured First Lien Term Loan		5.16%	±	11/30/2026		451,987
58,662	Motion Finco LLC, Senior Secured First Lien Term Loan		5.16%	±	11/30/2026		59,404
1,372,840	MPH Acquisition Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 1.00% Floor)		4.69%		06/07/2023		1,356,901
770,782	Nascar Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.49%		10/19/2026		780,421
538,650	NCR Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.30%		08/28/2026		545,383
1,361,250	NEP Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		10/20/2025		1,340,831
1,950,000	Nexstar Broadcasting, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.45%		09/18/2026		1,963,630
967,064	Numericable U.S. LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%)		5.74%		08/14/2026		970,792
533,663	ON Semiconductor Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.80%		09/18/2026		538,100
396,000	Outcomes Group Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%)		5.41%		10/24/2025		390,389
646,614	Panther BF Aggregator 2 LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.30%		04/30/2026		650,051
834,628	Parexel International Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		09/27/2024		821,065
515,960	PCI Gaming Authority, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.30%		05/29/2026		520,206
1,292,682	Penn National Gaming, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%, 0.75% Floor)		4.05%		10/15/2025		1,299,792
1,986,514	PetSmart, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		5.74%		03/11/2022		1,969,231
816,172	Pike Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		07/24/2026		821,868
810,420	Pisces Midco, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.49%		04/12/2025		811,174
826,628	Playa Resorts Holding B.V., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 1.00% Floor)		4.55%		04/29/2024		826,628
1,856,304	PODS LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 1.00% Floor)		4.49%		12/06/2024		1,868,193
959,380	PowerTeam Services LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 1.00% Floor)		5.19%		03/06/2025		864,401
911,625	Prairie ECI Acquiror LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%)		6.69%		03/11/2026		907,067
1,150,000	Pregis Topco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%)		5.80%		07/31/2026		1,152,697
1,211,963	Prime Security Services Borrower LLC, Senior Secured First Lien Term Loan		4.94%	±	09/23/2026		1,217,192
973,976	Pro Mach Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.54%		03/07/2025		967,587
2,109,304	Project Alpha Intermediate Holding, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.50%, 1.00% Floor)		5.49%		04/26/2024		2,117,224
1,260,281	Radiate Holdco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 0.75% Floor)		4.80%		02/01/2024		1,266,664
688,801	Radiology Partners, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 4.75%, 1.00% Floor) (6 Month LIBOR USD + 4.75%, 1.00% Floor)		6.71%		07/09/2025		693,395
808,592	(12 Month LIBOR USD + 4.75%, 1.00% Floor)		6.62%		07/09/2025		813,985
1,259,535	RegionalCare Hospital Partners Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%)		6.20%		11/14/2025		1,271,343
1,589,815	Renaissance Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		05/30/2025		1,585,841
1,629,122	RentPath, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 1.00% Floor)		6.66%	W	12/17/2021		907,128
1,255,195	Reynolds Group Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		02/06/2023		1,260,693
1,169,166	RPI Finance Trust, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.80%		03/27/2023		1,180,314
1,633,500	Science Applications International Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		10/31/2025		1,640,900
1,520,740	Scientific Games International, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.45%		08/14/2024		1,526,975
380,185	(1 Month LIBOR USD + 2.75%)		4.55%		08/14/2024		381,744
1,765,650	Securus Technologies Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%, 1.00% Floor)		6.30%		11/01/2024		1,323,046
1,928,279	Sedgwick Claims Management Services, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		12/31/2025		1,931,895
1,945,278	Select Medical Corporation, Senior Secured First Lien Term Loan (6 Month LIBOR USD + 2.50%)		4.58%		03/06/2025		1,951,969
505,000	ServiceMaster Company LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.56%		11/05/2026		507,947
1,583,774	Severin Acquisition LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%)		4.89%		08/01/2025		1,579,316
2,563,575	Sinclair Television Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.24%		09/30/2026		2,575,995
600,000	SIWF Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%)		6.16%		06/13/2025		599,499
1,557,175	Six Flags Theme Parks, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		04/17/2026		1,566,518
1,213,411	SMG US Midco 2, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.80%		01/23/2025		1,220,242
1,535,671	SolarWinds Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		02/05/2024		1,547,803
806,732	Solenis International LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%)		5.91%		06/26/2025		800,278
1,276,552	Solera LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		03/03/2023		1,280,643
1,796,313	Sophia LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 1.00% Floor)		5.19%		09/30/2022		1,802,735
1,270,000	Sotera Health Holdings LLC, Senior Secured First Lien Term Loan		6.29%	±	12/11/2026		1,276,750
2,195,138	Sound Inpatient Physicians, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		06/27/2025		2,211,601
752,378	Southern Graphics, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		12/30/2022		470,842
1,298,521	Speedcast International Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%)		4.69%		05/15/2025		1,005,276
1,912,517	Sprint Communications, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 0.75% Floor)		4.31%		02/02/2024		1,899,130
1,841,433	SS&C Technologies, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%)		4.05%		04/16/2025		1,856,128
978,177	Staples, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%)		6.69%		04/16/2026		963,568
784,369	Starfruit US Holdco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		4.96%		10/01/2025		786,004
846,239	Stars Group Holdings B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%)		5.44%		07/10/2025		854,900
460,000	Sunshine Luxembourg VII SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%)		6.19%		10/01/2026		464,968
261,000	Syncreon Group Holdings B.V., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%)		6.80%		10/01/2024		250,996
465,705	Syncreon Group Holdings B.V., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 6.00%)		7.80%		04/01/2025		401,670
553,014	TAMKO Building Products LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.16%		05/29/2026		558,544
105,336	(1 Month LIBOR USD + 3.25%)		5.05%		05/29/2026		106,389
450,000	Team Health Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 1.00% Floor)		4.66%		02/06/2024		366,469
1,000,000	Telesat Canada, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%)		4.63%		12/07/2026		1,006,460
2,317,487	Tempo Acquisition LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.55%		05/01/2024		2,335,355
550,000	Terrier Media Buyer, Inc., Senior Secured First Lien Term Loan		6.15%	±	12/17/2026		556,190
1,255,947	The Dun & Bradstreet Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%)		6.79%		02/06/2026		1,268,507
1,864,494	The Edelman Financial Center LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.04%		07/21/2025		1,878,282
1,167,619	Titan Acquisition Ltd., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%)		4.80%		03/28/2025		1,151,143
1,921,266	TKC Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 1.00% Floor)		5.55%		02/01/2023		1,791,580
462,842	Trans Union LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		11/13/2026		465,288
2,545,637	Transdigm, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.30%		06/09/2023		2,558,098
1,914	Transdigm, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.30%		05/30/2025		1,922
783,013	Travel Leaders Group LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%)		5.79%		01/25/2024		787,906
1,057,034	Travelport Finance SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.00%)		6.94%		05/29/2026		991,498
827,888	Trident TPI Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.80%		10/17/2024		806,437
64,666	Uber Technologies, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.30%		07/13/2023		64,723
1,082,292	Uber Technologies, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 1.00% Floor)		5.74%		04/04/2025		1,083,450
2,552,836	UFC Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		04/29/2026		2,573,220
795,613	UGI Energy Services LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.55%		08/13/2026		801,581
847,875	Ultimate Software Group, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.55%		05/04/2026		854,633
775,000	United Natural Foods, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%)		6.05%		10/22/2025		666,016
829,500	United Rentals, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		10/31/2025		835,871
335,000	Univar Solutions USA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.80%		07/01/2026		336,884
623,700	Universal Health Services, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.55%		10/31/2025		629,937
495,000	Univision Communications, Inc., Guaranteed Senior Secured First Lien Term Loan		4.66%	±	03/15/2024		489,882
680,000	Upstream Newco, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%)		6.30%		11/20/2026		685,950
490,384	US Anesthesia Partners, Inc., Senior Secured 1st Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.80%		06/24/2024		489,771
2,563,575	US Foods, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%, 0.75% Floor)		3.80%		09/14/2026		2,578,405
1,251,384	USIC Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 1.00% Floor)		5.05%		12/08/2023		1,249,044
458,434	Vantage Specialty Chemicals, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 1.00% Floor)		5.43%		10/28/2024		429,019
496,637	(1 Month LIBOR USD + 3.50%, 1.00% Floor)		5.30%		10/28/2024		464,770
2,041,831	Verscend Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%)		6.30%		08/27/2025		2,060,544
1,989,957	Vertafore, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		5.05%		07/02/2025		1,971,301
2,569,644	VICI Properties 1 LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%)		3.79%		12/20/2024		2,585,331
623,127	Victory Capital Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%)		5.35%		07/01/2026		628,287
500,000	Virgin Media Bristol LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%)		4.24%		01/31/2028		503,782
597,431	Vistra Operations Company LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%)		3.49%		12/31/2025		601,843
2,546,942	(1 Month LIBOR USD + 1.75%)		3.55%		12/31/2025		2,565,751
801,545	Vizient, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%)		4.55%		05/06/2026		806,367
1,338,275	Wand NewCo 3, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%)		5.30%		02/05/2026		1,351,243
801,356	Web.Com Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%)		5.49%		10/10/2025		801,873
1,291,763	Whatabrands LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%)		4.94%		08/03/2026		1,300,760
1,900,062	Wink Holdco, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor)		4.80%		12/02/2024		1,906,009
1,950,834	WP CPP Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 1.00% Floor)		5.68%		04/30/2025		1,941,080
485,000	Zelis Cost Management Buyer, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.75%)		6.55%		09/30/2026		488,286
Total Bank Loans (Cost $327,105,210)							322,886,047
Collateralized Loan Obligations - 2.7%
875,000	Adams Mill Ltd., Series 2014-1A-D1 (3 Month LIBOR USD + 3.50%)		5.50%	^	07/15/2026		875,872
1,000,000	AIMCO, Series 2018-AA-D (3 Month LIBOR USD + 2.55%)		4.55%	^	04/17/2031		932,391
3,000,000	ALM LLC, Series 2013-7RA-CR (3 Month LIBOR USD + 4.04%)		6.04%	^	10/15/2028		3,001,015
3,800,000	ALM LLC, Series 2013-8A-CR (3 Month LIBOR USD + 3.95%, 3.95% Floor)		5.95%	^	10/15/2028		3,801,685
7,500,000	Anchorage Capital LLC, Series 2019-13A-B (3 Month LIBOR USD + 2.00%, 2.00% Floor)		4.00%	^	04/15/2032		7,511,791
1,000,000	Apidos Ltd., Series 2013-12A-DR (3 Month LIBOR USD + 2.60%)		4.60%	^	04/15/2031		958,678
11,360	Apidos Ltd., Series 2013-16A-A1R (3 Month LIBOR USD + 0.98%)		2.95%	^	01/19/2025		11,364
2,950,000	Apidos Ltd., Series 2013-16A-BR (3 Month LIBOR USD + 1.95%)		3.92%	^	01/19/2025		2,954,555
1,500,000	Apidos Ltd., Series 2015-20A-CR (3 Month LIBOR USD + 2.95%)		4.95%	^	07/16/2031		1,464,637
5,000,000	Atrium Corporation, Series 9A-DR (3 Month LIBOR USD + 3.60%)		5.51%	^	05/28/2030		5,003,511
4,500,000	Avery Point Ltd., Series 2015-7A-DR (3 Month LIBOR USD + 3.60%)		5.60%	^	01/15/2028		4,503,765
5,000,000	Babson Ltd., Series 2015-2A-DR (3 Month LIBOR USD + 2.95%)		4.92%	^	10/20/2030		4,886,361
3,400,000	Babson Ltd., Series 2015-IA-DR (3 Month LIBOR USD + 2.60%, 2.60% Floor)		4.57%	^	01/20/2031		3,244,494
3,250,000	Babson Ltd., Series 2017-1A-D (3 Month LIBOR USD + 3.60%)		5.60%	^	07/18/2029		3,251,015
2,000,000	Barings Ltd., Series 2018-1A-C (3 Month LIBOR USD + 2.60%)		4.60%	^	04/15/2031		1,860,038
5,100,000	Barings Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.90%)		4.87%	^	07/20/2029		4,912,361
2,000,000	Barings Ltd., Series 2018-4A-D (3 Month LIBOR USD + 2.90%, 2.90% Floor)		4.90%	^	10/15/2030		1,948,719
3,000,000	Barings Ltd., Series 2019-1A-D (3 Month LIBOR USD + 3.85%, 3.85% Floor)		5.85%	^	04/15/2031		3,008,223
2,250,000	Barings Ltd., Series 2019-2A-C (3 Month LIBOR USD + 3.85%, 3.85% Floor)		5.85%	^	04/15/2031		2,252,798
3,000,000	BlueMountain Ltd., Series 2013-1A-CR (3 Month LIBOR USD + 4.15%, 4.15% Floor)		6.12%	^	01/20/2029		2,941,634
4,000,000	BlueMountain Ltd., Series 2015-3A-CR (3 Month LIBOR USD + 2.60%)		4.57%	^	04/20/2031		3,726,185
2,000,000	BlueMountain Ltd., Series 2016-3A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor)		5.01%	^	11/15/2030		1,872,623
2,000,000	Bristol Park Ltd., Series 2016-1A-D (3 Month LIBOR USD + 4.10%)		6.10%	^	04/15/2029		2,000,929
4,500,000	Canyon Capital Ltd., Series 2012-1RA-D (3 Month LIBOR USD + 3.00%)		5.00%	^	07/15/2030		4,415,102
2,750,000	Canyon Capital Ltd., Series 2014-1A-CR (3 Month LIBOR USD + 2.75%, 2.75% Floor)		4.69%	^	01/30/2031		2,514,267
1,500,000	Canyon Capital Ltd., Series 2014-2A-DR (3 Month LIBOR USD + 3.65%)		5.65%	^	04/15/2029		1,500,460
3,000,000	Canyon Capital Ltd., Series 2016-1A-DR (3 Month LIBOR USD + 2.80%)		4.80%	^	07/15/2031		2,899,010
1,500,000	Canyon Capital Ltd., Series 2017-1A-D (3 Month LIBOR USD + 3.60%)		5.60%	^	07/15/2030		1,500,467
4,000,000	Canyon Capital Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.90%, 2.90% Floor)		4.90%	^	07/15/2031		3,887,043
2,500,000	Carlyle US Ltd., Series 2016-4A-CR (3 Month LIBOR USD + 2.80%, 2.80% Floor)		4.77%	^	10/20/2027		2,293,550
10,000,000	CBAM Ltd., Series 2019-10A-A1A (3 Month LIBOR USD + 1.42%, 1.42% Floor)		3.39%	^	04/20/2032		10,040,445
3,250,000	Cook Park Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.60%)		4.60%	^	04/17/2030		3,099,900
2,150,000	CRMN Mortgage Trust, Series 2016-1A-C (3 Month LIBOR USD + 3.85%)		5.85%	^	01/18/2029		2,152,157
10,000,000	CVP Ltd., Series 2017-1A-A (3 Month LIBOR USD + 1.34%)		3.31%	^	07/20/2030		10,017,677
10,000,000	Dryden Senior Loan Fund, Series 2014-33A-DR2 (3 Month LIBOR USD + 3.85%, 3.85% Floor)		5.85%	^	04/15/2029		10,006,596
3,000,000	Dryden Senior Loan Fund, Series 2015-40A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor)		5.01%	^	08/15/2031		2,969,553
2,200,000	Dryden Senior Loan Fund, Series 2016-43A-DRR (3 Month LIBOR USD + 3.55%, 3.55% Floor)		5.52%	^	07/20/2029		2,202,017
2,000,000	Dryden Senior Loan Fund, Series 2018-57A-D (3 Month LIBOR USD + 2.55%, 2.55% Floor)		4.46%	^	05/15/2031		1,898,080
10,000,000	Elmwood Ltd., Series 2019-2A-B (3 Month LIBOR USD + 2.10%, 2.10% Floor)		4.07%	^	04/20/2031		10,041,959
2,250,000	Fillmore Park Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.90%)		4.90%	^	07/15/2030		2,193,289
2,000,000	Gilbert Park Ltd., Series 2017-1A-D (3 Month LIBOR USD + 2.95%)		4.95%	^	10/15/2030		1,961,180
4,000,000	Gilbert Park Ltd., Series 2017-1A-E (3 Month LIBOR USD + 6.40%)		8.40%	^	10/15/2030		4,029,868
2,000,000	GoldenTree Loan Management Ltd., Series 2017-1A-D (3 Month LIBOR USD + 3.35%)		5.32%	^	04/20/2029		2,002,463
5,000,000	GoldenTree Loan Management Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.85%)		4.82%	^	04/20/2030		4,845,717
3,500,000	GoldenTree Loan Opportunities Ltd., Series 2015-11A-DR2 (3 Month LIBOR USD + 2.40%)		4.40%	^	01/18/2031		3,310,045
2,000,000	Grippen Park Ltd., Series 2017-1A-D (3 Month LIBOR USD + 3.30%)		5.27%	^	01/20/2030		1,992,615
740,000	Halcyon Loan Advisors Funding Ltd., Series 2013-2A-C (3 Month LIBOR USD + 2.70%)		4.61%	^	08/01/2025		738,805
1,500,000	Halcyon Loan Advisors Funding Ltd., Series 2014-3A-D (3 Month LIBOR USD + 3.65%)		5.60%	^	10/22/2025		1,499,740
5,000,000	Hayfin Kingsland Ltd., Series 2018-9A-BR (3 Month LIBOR USD + 1.80%)		3.74%	^	04/28/2031		4,987,135
9,250,000	Hayfin Kingsland Ltd., Series 2019-1A-B1 (3 Month LIBOR USD + 2.25%, 2.25% Floor)		4.19%	^	04/28/2031		9,264,863
1,481,500	Highbridge Loan Management Ltd., Series 4A-2014-A2R (3 Month LIBOR USD + 1.50%)		3.44%	^	01/28/2030		1,454,117
2,500,000	Highbridge Loan Management Ltd., Series 8A-2016-DR (3 Month LIBOR USD + 2.90%, 2.90% Floor)		4.87%	^	07/20/2030		2,345,762
1,500,000	HPS Loan Management Ltd., Series 13A-18-D (3 Month LIBOR USD + 3.00%, 3.00% Floor)		5.00%	^	10/15/2030		1,426,232
4,000,000	LCM LP, Series 14A-DR (3 Month LIBOR USD + 2.75%)		4.72%	^	07/20/2031		3,748,793
2,000,000	LCM LP, Series 19A-D (3 Month LIBOR USD + 3.45%, 3.45% Floor)		5.45%	^	07/15/2027		1,963,124
2,000,000	LCM LP, Series 20A-DR (3 Month LIBOR USD + 2.80%, 2.80% Floor)		4.77%	^	10/20/2027		1,914,705
3,250,000	LCM Ltd., Series 28A-D (3 Month LIBOR USD + 2.95%, 2.95% Floor)		4.92%	^	10/20/2030		3,034,725
4,000,000	LCM Ltd., Series 30A-D (3 Month LIBOR USD + 3.75%, 3.75% Floor)		5.72%	^	04/20/2031		4,000,568
4,000,000	Madison Park Funding Ltd., Series 2014-14A-DRR (3 Month LIBOR USD + 2.95%, 2.95% Floor)		4.90%	^	10/22/2030		3,910,689
2,000,000	Madison Park Funding Ltd., Series 2014-15A-CR (3 Month LIBOR USD + 3.45%)		5.39%	^	01/27/2026		2,005,440
1,250,000	Madison Park Funding Ltd., Series 2014-15A-DR (3 Month LIBOR USD + 5.44%)		7.38%	^	01/27/2026		1,240,685
1,000,000	Madison Park Funding Ltd., Series 2015-16A-D (3 Month LIBOR USD + 5.50%)		7.47%	^	04/20/2026		978,957
5,000,000	Madison Park Funding Ltd., Series 2015-18A-DR (3 Month LIBOR USD + 2.95%)		4.92%	^	10/21/2030		4,868,752
3,750,000	Madison Park Funding Ltd., Series 2019-34A-D (3 Month LIBOR USD + 3.70%, 3.70% Floor)		5.64%	^	04/25/2031		3,766,573
4,000,000	Magnetite Ltd., Series 2015-14RA-D (3 Month LIBOR USD + 2.85%)		4.85%	^	10/18/2031		3,883,761
1,500,000	Magnetite Ltd., Series 2016-18A-DR (3 Month LIBOR USD + 2.70%)		4.61%	^	11/15/2028		1,469,433
2,500,000	Marble Point Ltd., Series 2017-1A-B (3 Month LIBOR USD + 1.80%)		3.80%	^	10/15/2030		2,492,502
2,000,000	MDPK, Series 2018-32A-D (3 Month LIBOR USD + 4.10%, 4.10% Floor)		6.05%	^	01/22/2031		2,005,467
1,000,000	Myers Park Ltd., Series 2018-1A-D (3 Month LIBOR USD + 3.05%, 3.05% Floor)		5.02%	^	10/20/2030		980,822
3,500,000	Neuberger Berman Loan Advisers Ltd., Series 2016-23A-DR (3 Month LIBOR USD + 2.90%, 2.90% Floor)		4.90%	^	10/17/2027		3,379,059
2,500,000	Neuberger Berman Loan Advisers Ltd., Series 2018-29A-D (3 Month LIBOR USD + 3.10%, 3.10% Floor)		5.07%	^	10/19/2031		2,389,844
2,000,000	Neuberger Berman Loan Advisers Ltd., Series 2019-32A-D (3 Month LIBOR USD + 3.85%, 3.85% Floor)		5.82%	^	01/19/2032		2,001,710
4,000,000	Newark BSL Ltd., Series 2016-1A-C (3 Month LIBOR USD + 4.00%)		5.94%	^	12/21/2029		4,001,789
2,000,000	Newark BSL Ltd., Series 2017-1A-C (3 Month LIBOR USD + 3.65%)		5.59%	^	07/25/2030		2,000,608
6,000,000	Oak Hill Credit Partners Ltd., Series 2014-10RA-D (3 Month LIBOR USD + 3.15%, 3.15% Floor)		5.12%	^	12/12/2030		5,918,353
5,600,000	Octagon Investment Partners Ltd., Series 2012-1A-CR (3 Month LIBOR USD + 4.00%)		6.00%	^	07/15/2029		5,602,170
2,000,000	Octagon Investment Partners Ltd., Series 2013-1A-DR (3 Month LIBOR USD + 3.00%, 3.00% Floor)		5.00%	^	07/17/2030		1,913,884
6,900,000	Octagon Investment Partners Ltd., Series 2013-1A-DR (3 Month LIBOR USD + 3.70%)		5.67%	^	07/19/2030		6,913,574
2,250,000	Octagon Investment Partners Ltd., Series 2014-1A-CRR (3 Month LIBOR USD + 3.95%, 3.95% Floor)		5.86%	^	02/14/2031		2,255,758
2,500,000	Octagon Investment Partners Ltd., Series 2014-1A-ERR (3 Month LIBOR USD + 5.45%, 5.45% Floor)		7.40%	^	01/22/2030		2,245,227
2,193,659	Octagon Investment Partners Ltd., Series 2016-1A-D (3 Month LIBOR USD + 4.25%)		6.19%	^	01/24/2028		2,195,326
10,000,000	Octagon Investment Partners Ltd., Series 2016-1A-DR (3 Month LIBOR USD + 2.95%)		4.95%	^	07/15/2030		9,664,755
4,000,000	Octagon Investment Partners Ltd., Series 2017-1A-C (3 Month LIBOR USD + 3.50%)		5.47%	^	03/17/2030		4,000,916
1,760,000	Octagon Investment Partners Ltd., Series 2017-1A-D (3 Month LIBOR USD + 6.20%)		8.17%	^	03/17/2030		1,739,192
2,500,000	Octagon Investment Partners Ltd., Series 2018-2A-C (3 Month LIBOR USD + 2.85%)		4.79%	^	07/25/2030		2,379,021
2,000,000	OHA Credit Funding Ltd., Series 2018-1A-D (3 Month LIBOR USD + 3.05%, 3.05% Floor)		5.02%	^	10/20/2030		1,961,713
10,000,000	Stewart Park Ltd., Series 2015-1A-DR (3 Month LIBOR USD + 2.60%, 2.60% Floor)		4.60%	^	01/15/2030		9,379,781
3,000,000	Symphony Ltd., Series 2015-16A-DR (3 Month LIBOR USD + 3.05%, 3.05% Floor)		5.05%	^	10/15/2031		2,942,966
2,500,000	Symphony Ltd., Series 2016-17A-DR (3 Month LIBOR USD + 2.65%)		4.65%	^	04/15/2028		2,477,054
2,387,318	Taconic Park Ltd., Series 2016-1A-C (3 Month LIBOR USD + 4.05%)		6.02%	^	01/20/2029		2,388,880
2,000,000	Thacher Park Ltd., Series 2014-1A-D1R (3 Month LIBOR USD + 3.40%)		5.37%	^	10/20/2026		2,002,674
1,000,000	VERDE, Series 2019-1A-D (3 Month LIBOR USD + 3.80%, 3.80% Floor)		5.80%	^	04/15/2032		1,001,244
3,000,000	Voya Ltd., Series 2014-1A-CR2 (3 Month LIBOR USD + 2.80%)		4.80%	^	04/18/2031		2,839,463
2,000,000	Voya Ltd., Series 2017-3A-C (3 Month LIBOR USD + 3.55%)		5.52%	^	07/20/2030		2,000,638
4,000,000	Voya Ltd., Series 2018-2A-D (3 Month LIBOR USD + 2.75%, 2.75% Floor)		4.75%	^	07/15/2031		3,853,189
2,250,000	Wind River Ltd., Series 2014-1A-DRR (3 Month LIBOR USD + 3.00%, 3.00% Floor)		5.00%	^	07/18/2031		2,015,378
1,000,000	Wind River Ltd., Series 2014-2A-ER (3 Month LIBOR USD + 5.75%, 5.75% Floor)		7.75%	^	01/15/2031		819,032
3,000,000	Wind River Ltd., Series 2016-1A-DR (3 Month LIBOR USD + 2.85%)		4.84%	^	07/15/2028		2,898,236
3,000,000	Wind River Ltd., Series 2017-1A-D (3 Month LIBOR USD + 3.75%)		5.75%	^	04/18/2029		3,002,359
3,000,000	Wind River Ltd., Series 2017-3A-D (3 Month LIBOR USD + 3.15%)		5.15%	^	10/15/2030		2,854,323
4,000,000	Wind River Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.90%)		4.90%	^	07/15/2030		3,725,350
2,500,000	Wind River Ltd., Series 2018-2A-D (3 Month LIBOR USD + 3.00%)		5.00%	^	07/15/2030		2,294,231
3,000,000	Wind River Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.95%, 2.95% Floor)		4.92%	^	01/20/2031		2,748,343
10,000,000	Wind River Ltd., Series 2019-3A-B (3 Month LIBOR USD + 2.10%)		4.10%	^	04/15/2031		10,005,065
Total Collateralized Loan Obligations (Cost $349,384,279)							342,490,859
Foreign Corporate Bonds - 11.9%
3,900,000	Adani Ports & Special Economic Zone Ltd.		3.95%		01/19/2022		3,996,951
437,000	Adecoagro S.A.		6.00%		09/21/2027		438,355
16,915,000	AerCap Global Aviation Trust		3.50%		01/15/2025		17,434,952
200,000	Aeropuerto Internacional de Tocumen S.A.		5.63%		05/18/2036		236,252
6,200,000	AES Andres B.V.		7.95%	^	05/11/2026		6,597,466
5,850,000	AES Dominicana		7.95%		05/11/2026		6,225,029
1,700,000	AES Gener S.A.		5.00%		07/14/2025		1,771,591
2,600,000	AES Gener S.A. (5 Year CMT Rate + 4.92%)		6.35%	^	10/07/2079		2,668,900
9,300,000	AES Gener S.A. (5 Year Swap Rate USD + 4.64%)		7.13%	^	03/26/2079		9,777,004
3,900,000	AES Gener S.A. (5 Year Swap Rate USD + 4.64%)		7.13%		03/26/2079		4,100,034
4,200,000	AES Gener S.A. (5 Year Swap Rate USD + 4.92%)		6.35%		10/07/2079		4,311,300
4,250,000	AI Candelaria Spain SLU		7.50%	^	12/15/2028		4,777,414
5,700,000	AI Candelaria Spain SLU		7.50%		12/15/2028		6,407,356
1,700,000	AJE Corporation B.V.		6.50%		05/14/2022		1,675,880
1,170,000	Aker BP ASA		4.75%	^	06/15/2024		1,216,788
1,750,000	Alcoa Nederland Holding B.V.		6.13%	^	05/15/2028		1,897,612
2,275,000	Altice France S.A.		7.38%	^	05/01/2026		2,446,740
14,120,000	Anglo American Capital PLC		4.50%	^	03/15/2028		15,127,965
540,000	ARD Finance S.A. (7.25% PIK)		6.50%	^	06/30/2027		559,332
1,445,000	Ardagh Packaging Finance, Inc.		6.00%	^	02/15/2025		1,519,056
490,000	Ardagh Packaging Finance, Inc.		4.13%	^	08/15/2026		503,168
975,000	Ardagh Packaging Finance, Inc.		5.25%	^	08/15/2027		1,028,011
11,249,000	AstraZeneca PLC		6.45%		09/15/2037		15,899,338
1,775,000	Avation Capital S.A.		6.50%	^	05/15/2021		1,848,929
2,305,000	Avolon Holdings Funding Ltd.		5.25%	^	05/15/2024		2,522,811
10,955,000	Avolon Holdings Funding Ltd.		3.95%	^	07/01/2024		11,429,899
9,000,000	Axiata SPV2 BHD		3.47%		11/19/2020		9,077,670
4,300,000	Banco Bradesco S.A.		5.75%		03/01/2022		4,542,185
15,500,000	Banco BTG Pactual S.A. (5 Year CMT Rate + 5.26%)		7.75%	^	02/15/2029		16,439,455
2,400,000	Banco de Bogota S.A.		5.38%		02/19/2023		2,543,004
5,000,000	Banco de Credito e Inversiones		4.00%		02/11/2023		5,177,785
1,000,000	Banco de Reservas de la Republica Dominicana		7.00%	^	02/01/2023		1,055,010
4,100,000	Banco de Reservas de la Republica Dominicana		7.00%		02/01/2023		4,325,541
1,000,000	Banco del Estado de Chile		2.67%	^	01/08/2021		1,003,360
17,500,000	Banco do Brasil S.A. (10 Year CMT Rate + 4.40%)		6.25%	†	04/15/2024		17,788,925
1,000,000	Banco General S.A.		4.13%		08/07/2027		1,052,858
1,000,000	Banco International del Peru S.A.A. (3 Month LIBOR USD + 6.74%)		8.50%		04/23/2070		1,013,760
2,247,000	Banco Macro S.A. (5 Year Swap Rate USD + 5.46%)		6.75%	^	11/04/2026		1,826,468
10,203,000	Banco Macro S.A. (5 Year Swap Rate USD + 5.46%)		6.75%		11/04/2026		8,293,483
2,521,000	Banco Mercantil de Norte S.A. (10 Year CMT Rate + 5.47%)		7.50%	^†	06/27/2029		2,694,344
13,423,000	Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.35%)		7.63%	†	01/10/2028		14,369,791
1,000,000	Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.47%)		7.50%	†	06/27/2029		1,068,760
2,500,000	Banco Mercantil del Norte S.A. (5 Year CMT Rate + 4.45%)		5.75%		10/04/2031		2,591,519
6,100,000	Banco Mercantil del Norte S.A. (5 Year CMT Rate + 5.04%)		6.88%	†	07/06/2022		6,395,515
500,000	Banco Nacional de Costa Rica		5.88%	^	04/25/2021		512,705
5,000,000	Banco Nacional de Desenvolvimento Economico e Social		4.75%		05/09/2024		5,320,875
350,000	Banco Safra S.A.		4.13%		02/08/2023		359,774
300,000	Banco Santander		3.88%		09/20/2022		309,911
13,400,000	Banco Santander (3 Month LIBOR USD + 1.09%)		3.00%		02/23/2023		13,492,850
3,000,000	Banco Santander (5 Year CMT Rate + 3.00%)		5.95%	^	10/01/2028		3,222,322
5,842,000	Bancolombia S.A. (5 Year CMT Rate + 2.93%)		4.88%		10/18/2027		5,978,411
6,500,000	Bancolombia S.A. (5 Year CMT Rate + 2.94%)		4.63%		12/18/2029		6,605,625
2,500,000	Banistmo S.A.		3.65%	^	09/19/2022		2,532,055
1,500,000	Banistmo S.A.		3.65%		09/19/2022		1,519,233
12,510,000	Bank of Montreal (5 Year Swap Rate USD + 1.43%)		3.80%		12/15/2032		13,058,563
16,320,000	Bank of New Zealand		3.50%	^	02/20/2024		17,058,258
12,070,000	Bank of Nova Scotia		3.40%		02/11/2024		12,645,416
1,250,000	Bantrab Senior Trust		9.00%		11/14/2020		1,300,012
17,510,000	Barclays PLC (3 Month LIBOR USD + 1.38%)		3.28%		05/16/2024		17,719,010
1,800,000	BBVA Banco Continental S.A.		5.00%		08/26/2022		1,913,080
21,500,000	BBVA Bancomer S.A. (5 Year CMT Rate + 2.65%)		5.13%		01/18/2033		21,742,628
1,200,000	BBVA Bancomer S.A. (5 Year CMT Rate + 3.00%)		5.35%		11/12/2029		1,215,429
700,000	BBVA Bancomer S.A. (5 Year CMT Rate + 4.31%)		5.88%	^	09/13/2034		734,195
5,650,000	BBVA Colombia S.A.		4.88%		04/21/2025		6,054,964
1,000,000	BDO Unibank, Inc.		2.63%		10/24/2021		1,001,386
16,900,000	BDO Unibank, Inc.		2.95%		03/06/2023		17,071,148
2,100,000	Bharat Petroleum Corporation Ltd.		4.63%		10/25/2022		2,183,895
500,000	Bharat Petroleum Corporation Ltd.		4.00%		05/08/2025		515,013
16,195,000	BNP Paribas S.A.		3.38%	^	01/09/2025		16,815,838
13,405,000	BOC Aviation Ltd. (3 Month LIBOR USD + 1.13%)		3.07%	^	09/26/2023		13,492,602
1,010,000	Bombardier, Inc.		6.00%	^	10/15/2022		1,012,222
1,120,000	Bombardier, Inc.		7.88%	^	04/15/2027		1,155,028
8,400,000	BPRL International Singapore Pte Ltd.		4.38%		01/18/2027		8,747,436
7,000,000	Braskem Idesa SAPI		7.45%	^	11/15/2029		7,470,820
2,450,000	C&W Senior Financing DAC		7.50%		10/15/2026		2,658,697
2,000,000	C&W Senior Financing DAC		7.50%	^	10/15/2026		2,170,365
15,500,000	C&W Senior Financing DAC		6.88%		09/15/2027		16,610,614
1,000,000	Cable Onda S.A.		4.50%	^	01/30/2030		1,054,850
425,000	Calfrac Holdings LP		8.50%	^	06/15/2026		175,323
400,000	Camelot Finance S.A.		4.50%	^	11/01/2026		411,750
11,400,000	Canacol Energy Ltd.		7.25%		05/03/2025		12,048,945
1,200,000	Canacol Energy Ltd.		7.25%	^	05/03/2025		1,268,310
5,300,000	Celulosa Arauco y Constitucion S.A.		5.50%	^	04/30/2049		5,517,008
7,021,000	Cenovus Energy, Inc.		5.40%		06/15/2047		8,192,863
1,085,000	CIMB Bank BHD (3 Month LIBOR USD + 0.78%)		2.79%		10/09/2024		1,088,022
5,000,000	CK Hutchison International Ltd.		3.50%	^	04/05/2027		5,187,457
13,100,000	CNOOC Finance Ltd.		3.00%		05/09/2023		13,331,927
6,700,000	CNOOC Finance Ltd.		3.50%		05/05/2025		7,007,224
900,000	CNPC General Capital Ltd.		3.95%		04/19/2022		932,211
2,000,000	CNPC Overseas Capital Ltd.		4.50%		04/28/2021		2,056,099
1,900,000	Colombia Telecomunicaciones S.A. (5 Year Swap Rate USD + 6.96%)		8.50%	†	03/30/2020		1,925,546
4,100,000	Comcel Trust		6.88%		02/06/2024		4,211,089
20,349,000	Cometa Energia S.A. de C.V.		6.38%		04/24/2035		22,199,436
14,755,000	Commonwealth Bank of Australia		4.32%	^	01/10/2048		15,972,742
2,475,000	Connect Finco LLC		6.75%	^	10/01/2026		2,638,969
5,000,000	Controladora Mabe S.A. de C.V.		5.60%		10/23/2028		5,514,238
6,610,000	Cosan Overseas Ltd.		8.25%	†	02/05/2020		6,888,909
15,665,000	Credit Agricole S.A.		3.75%	^	04/24/2023		16,386,549
15,120,000	Credit Suisse Group AG (3 Month LIBOR USD + 1.24%)		3.13%	^	06/12/2024		15,308,757
8,800,000	Credito Real S.A.B. de C.V.		9.50%	^	02/07/2026		10,041,966
6,550,000	Credito Real S.A.B. de C.V. (5 Year CMT Rate + 7.03%)		9.13%	†	11/29/2022		6,908,252
5,593,000	CSN Islands Corporation		7.00%	†	03/23/2020		5,157,837
3,800,000	CSN Resources S.A.		7.63%		02/13/2023		4,058,761
500,000	CSN Resources S.A.		7.63%		04/17/2026		533,423
6,800,000	CSN Resources S.A.		7.63%	^	04/17/2026		7,254,546
3,200,000	DBS Group Holdings Ltd. (3 Month LIBOR USD + 0.62%)		2.56%		07/25/2022		3,215,987
2,000,000	DBS Group Holdings Ltd. (5 Year Mid Swap Rate USD + 1.59%)		4.52%		12/11/2028		2,130,458
12,650,000	DBS Group Holdings Ltd. (5 Year Swap Rate USD + 2.39%)		3.60%	†	09/07/2021		12,769,163
785,000	Delek & Avner Tamar Bond Ltd.		5.08%	^	12/30/2023		819,045
1,760,000	Delek & Avner Tamar Bond Ltd.		5.41%	^	12/30/2025		1,856,567
11,157,526	Digicel Group Two Ltd. (7.13% Cash + 2.00% PIK)		9.13%	^	04/01/2024		1,735,163
5,400,000	Docuformas SAPI de C.V.		10.25%	^	07/24/2024		5,490,045
3,000,000	ECL S.A.		5.63%		01/15/2021		3,095,783
2,060,000	eG Global Finance PLC		8.50%	^	10/30/2025		2,190,470
3,000,000	El Puerto de Liverpool S.A.B. de C.V.		3.95%		10/02/2024		3,095,025
2,200,000	Embotelladora Andina S.A.		5.00%		10/01/2023		2,353,200
5,000,000	Empresa de Transmision Electrica S.A.		5.13%	^	05/02/2049		5,704,725
3,001,684	Empresa Electrica Angamos S.A.		4.88%		05/25/2029		3,097,639
8,500,000	Empresa Electrica Guacolda S.A.		4.56%		04/30/2025		7,746,193
2,141,000	Empresa Nacional de Telecomunicaciones S.A.		4.88%		10/30/2024		2,275,532
5,464,997	ENA Norte Trust		4.95%		04/25/2023		5,658,595
2,450,000	Energuate Trust		5.88%		05/03/2027		2,536,601
2,400,000	Engie Energia Chile S.A.		4.50%		01/29/2025		2,549,451
8,200,000	ENTEL Chile S.A.		4.75%		08/01/2026		8,695,474
4,100,000	Export Import Bank of Thailand (3 Month LIBOR USD + 0.85%)		2.76%		05/23/2024		4,124,404
1,682,000	Export Import Bank of Thailand (3 Month LIBOR USD + 0.90%)		2.80%		11/20/2023		1,692,835
2,900,000	Export-Import Bank of India		4.00%		01/14/2023		3,007,035
2,100,000	Fideicomiso Pacifico Tres		8.25%		01/15/2035		2,428,125
10,248,000	Freeport-McMoRan Copper & Gold, Inc.		5.40%		11/14/2034		10,758,581
13,252,000	Freeport-McMoRan Copper & Gold, Inc.		5.45%		03/15/2043		13,750,275
2,000,000	Fresnillo PLC		5.50%		11/13/2023		2,173,350
15,175,000	Geopark Ltd.		6.50%		09/21/2024		15,864,324
1,025,000	GFL Environmental, Inc.		5.38%	^	03/01/2023		1,058,312
1,535,000	GFL Environmental, Inc.		5.13%	^	12/15/2026		1,617,706
930,000	GFL Environmental, Inc.		8.50%	^	05/01/2027		1,024,720
4,250,000	Gilex Holding Sarl		8.50%		05/02/2023		4,575,869
1,600,000	Gilex Holding Sarl		8.50%	^	05/02/2023		1,722,680
1,500,000	Global Bank Corporation		4.50%	^	10/20/2021		1,548,615
3,400,000	Global Bank Corporation		4.50%		10/20/2021		3,510,194
11,550,000	Global Bank Corporation (3 Month LIBOR USD + 3.30%)		5.25%	^	04/16/2029		12,430,687
294,000	Globo Comunicacao e Participacoes S.A.		4.88%		04/11/2022		306,149
2,565,000	GNL Quintero S.A.		4.63%		07/31/2029		2,729,436
10,000,000	Gohl Capital Ltd.		4.25%		01/24/2027		10,501,840
10,498,000	Gran Tierra Energy International Holdings Ltd.		6.25%		02/15/2025		9,482,318
300,000	Gran Tierra Energy International Holdings Ltd.		6.25%	^	02/15/2025		270,975
3,500,000	Gran Tierra Energy, Inc.		7.75%	^	05/23/2027		3,282,501
200,000	Grupo Aval Ltd.		4.75%		09/26/2022		209,064
5,000,000	Grupo Bimbo S.A.B. de C.V. (5 Year CMT Rate + 3.28%)		5.95%	†	04/17/2023		5,313,000
3,600,000	Grupo Idesa S.A. de C.V.		7.88%		12/18/2020		3,006,036
2,490,000	Grupo Idesa S.A. de C.V.		7.88%	^	12/18/2020		2,079,175
2,873,618	Guanay Finance Ltd.		6.00%		12/15/2020		2,916,723
1,200,000	Guatemala Energuate Trust		5.88%	^	05/03/2027		1,242,417
2,136,000	GW Honos Security Corporation		8.75%	^	05/15/2025		2,226,759
21,080,000	HSBC Holdings PLC (3 Month LIBOR USD + 1.38%)		3.27%		09/12/2026		21,360,982
1,000,000	Hutchison Whampoa International Ltd.		3.25%		11/08/2022		1,025,051
8,000,000	Imperial Brands Finance PLC		3.50%	^	07/26/2026		8,049,693
3,908,000	Indian Oil Corporation Ltd.		5.63%		08/02/2021		4,090,399
12,867,000	Indian Oil Corporation Ltd.		5.75%		08/01/2023		13,995,629
5,084,000	Industrial Senior Trust		5.50%		11/01/2022		5,321,880
8,200,000	Inkia Energy Ltd.		5.88%		11/09/2027		8,563,752
1,585,000	Intelsat Jackson Holdings S.A.		5.50%		08/01/2023		1,364,883
1,485,000	Intelsat Jackson Holdings S.A.		8.50%	^	10/15/2024		1,355,679
3,732,775	Interoceanica Finance Ltd.		0.00%		11/30/2025		3,434,153
1,192,690	Invepar Holdings		0.00%	ÞW	12/30/2028		51,002
3,000,000	Inversiones CMPC S.A.		4.50%		04/25/2022		3,105,234
5,000,000	Inversiones CMPC S.A.		4.75%		09/15/2024		5,311,709
1,200,000	Israel Electric Corporation Ltd.		5.00%	^	11/12/2024		1,322,058
2,500,000	Itau Unibanco Holding S.A.		6.20%		12/21/2021		2,651,025
9,500,000	Itau Unibanco Holding S.A. (5 Year CMT Rate + 3.86%)		6.50%	†	03/19/2023		10,073,800
7,000,000	JBS Investments GMBH		7.00%	^	01/15/2026		7,627,550
2,500,000	JBS Investments GMBH		5.75%	^	01/15/2028		2,640,875
12,190,000	JSL Europe S.A.		7.75%		07/26/2024		13,172,453
1,395,000	Kronos Acquisition Holdings, Inc.		9.00%	^	08/15/2023		1,336,291
3,049,000	Latam Finance Ltd.		6.88%		04/11/2024		3,227,656
8,000,000	Latam Finance Ltd.		7.00%	^	03/01/2026		8,674,760
2,201,011	Lima Metro Finance Ltd.		5.88%		07/05/2034		2,553,960
15,040,000	Lloyds Banking Group PLC (3 Month LIBOR USD + 1.21%)		3.57%		11/07/2028		15,705,822
7,905,600	LLPL Capital Pte Ltd.		6.88%	^	02/04/2039		9,218,997
7,150,000	Macquarie Group Ltd. (3 Month LIBOR USD + 1.02%)		3.19%	^	11/28/2023		7,318,632
7,884,000	Macquarie Group Ltd. (3 Month LIBOR USD + 1.33%)		4.15%	^	03/27/2024		8,284,709
1,100,000	Malayan Banking BHD (3 Month LIBOR USD + 0.80%)		2.70%		08/16/2024		1,104,966
15,000,000	Malayan Banking BHD (5 Year Swap Rate USD + 2.54%)		3.91%		10/29/2026		15,265,650
400,000	MARB BondCo PLC		7.00%		03/15/2024		417,834
15,910,000	MARB BondCo PLC		6.88%		01/19/2025		16,923,706
1,060,000	MEG Energy Corporation		7.00%	^	03/31/2024		1,068,835
7,382,880	Mexico Generadora de Energia		5.50%		12/06/2032		7,994,607
3,000,000	Millicom International Cellular S.A.		6.00%		03/15/2025		3,117,495
1,300,000	Millicom International Cellular S.A.		6.63%	^	10/15/2026		1,441,895
1,900,000	Millicom International Cellular S.A.		6.63%		10/15/2026		2,107,385
4,500,000	Millicom International Cellular S.A.		5.13%		01/15/2028		4,731,109
7,250,000	Millicom International Cellular S.A.		6.25%	^	03/25/2029		8,010,090
8,715,000	Minejesa Capital B.V.		4.63%		08/10/2030		9,041,291
5,000,000	Minejesa Capital B.V.		5.63%		08/10/2037		5,446,629
7,000,000	Minerva Luxembourg S.A.		6.50%		09/20/2026		7,466,253
8,311,000	Minerva Luxembourg S.A.		5.88%		01/19/2028		8,742,008
16,165,000	Mitsubishi UFJ Financial Group, Inc. (3 Month LIBOR USD + 0.74%)		2.65%		03/02/2023		16,216,037
2,210,000	Multibank, Inc.		4.38%		11/09/2022		2,290,824
1,000,000	NBM US Holdings, Inc.		7.00%	^	05/14/2026		1,085,382
5,200,000	Network i2i Ltd. (5 Year CMT Rate + 4.28%)		5.65%	^†	01/15/2025		5,145,400
2,440,000	New Red Finance, Inc.		5.00%	^	10/15/2025		2,524,387
1,148,000	Nexa Resources Peru S.A.A.		4.63%		03/28/2023		1,192,973
14,315,000	Nutrien Ltd.		4.20%		04/01/2029		15,778,906
7,465,000	NXP Funding LLC		3.88%	^	06/18/2026		7,921,254
14,000,000	ONGC Videsh Ltd.		3.75%		07/27/2026		14,361,155
4,000,000	Orazul Energy Egenor S en C por A		5.63%		04/28/2027		4,126,390
3,000,000	Orbia Advance Corporation S.A.B. de C.V.		4.88%		09/19/2022		3,165,966
500,000	Oversea-Chinese Banking Corporation		4.25%		06/19/2024		532,298
11,900,000	Pampa Energia S.A.		7.50%		01/24/2027		10,180,789
150,000	Pampa Energia S.A.		9.13%		04/15/2029		129,802
7,129,423	Panama Metro Line SP		0.00%		12/05/2022		6,864,365
5,072,968	Panama Metro Line SP		0.00%	^	12/05/2022		4,884,365
1,160,000	Parkland Fuel Corporation		5.88%	^	07/15/2027		1,243,346
8,000,000	Pertamina Persero PT		4.30%		05/20/2023		8,451,818
11,000,000	Petrobras Global Finance B.V.		5.75%		02/01/2029		12,427,250
7,850,000	Petrobras Global Finance B.V.		6.90%		03/19/2049		9,221,984
7,800,000	Petronas Capital Ltd.		3.50%		03/18/2025		8,184,740
500,000	PSA International Ltd.		3.88%		02/11/2021		509,958
8,100,000	Radiant Access Ltd.		4.60%	†	05/18/2020		8,094,381
14,500,000	Reliance Holdings, Inc.		5.40%		02/14/2022		15,340,333
9,230,000	Royal Bank of Scotland Group PLC (3 Month LIBOR USD + 1.48%)		3.50%		05/15/2023		9,455,463
5,300,000	SACI Falabella		3.75%		04/30/2023		5,411,249
2,290,000	Scotiabank Peru S.A. (3 Month LIBOR USD + 3.86%)		4.50%		12/13/2027		2,370,969
12,339,000	Shire Acquisitions Investments Ireland DAC		2.88%		09/23/2023		12,572,469
5,000,000	Sinopec Capital Ltd.		3.13%		04/24/2023		5,093,791
5,000,000	Sinopec Group Overseas Development Ltd.		2.75%		09/29/2026		4,977,311
900,000	Sociedad Quimica y Minera S.A.		4.38%		01/28/2025		946,724
184,000	Star Energy Geothermal Wayang Windu Ltd.		6.75%	^	04/24/2033		195,125
11,490,800	Star Energy Geothermal Wayang Windu Ltd.		6.75%		04/24/2033		12,185,563
530,000	Starfruit Finco B.V.		8.00%	^	10/01/2026		563,138
2,165,000	Stars Group Holdings B.V.		7.00%	^	07/15/2026		2,350,324
9,829,971	Stoneway Capital Corporation		10.00%		03/01/2027		6,249,124
3,000,000	SUAM Finance B.V.		4.88%		04/17/2024		3,233,775
22,810,000	Sumitomo Mitsui Financial Group, Inc. (3 Month LIBOR USD + 0.74%)		2.74%		01/17/2023		22,929,845
2,805,000	Superior Plus LP		7.00%	^	07/15/2026		3,019,856
350,000	Sydney Airport Finance Company Pty Ltd.		3.63%	^	04/28/2026		366,769
550,000	Syngenta Finance N.V.		4.38%		03/28/2042		489,378
15,967,000	Syngenta Finance N.V.		5.68%		04/24/2048		16,629,981
500,000	Syngenta Finance N.V.		5.68%	^	04/24/2048		520,761
2,335,000	Takeda Pharmaceutical Ltd.		4.40%		11/26/2023		2,507,226
1,200,000	Tecnoglass, Inc.		8.20%		01/31/2022		1,301,774
2,650,000	Telefonica Celular del Paragu		5.88%	^	04/15/2027		2,839,733
4,000,000	Telefonica Chile S.A.		3.88%		10/12/2022		4,121,248
1,230,000	Telesat LLC		4.88%	^	06/01/2027		1,254,600
1,220,000	Telesat LLC		6.50%	^	10/15/2027		1,274,107
16,500,000	Temasek Financial Ltd.		2.38%		01/23/2023		16,717,991
3,350,000	Tervita Escrow Corporation		7.63%	^	12/01/2021		3,378,475
5,000,000	TransCanada PipeLines Ltd.		4.25%		05/15/2028		5,551,546
4,035,000	Transelec S.A.		4.63%		07/26/2023		4,278,815
500,000	Transelec S.A.		3.88%		01/12/2029		513,304
1,120,000	Trivium Packaging Finance BV		5.50%	^	08/15/2026		1,182,299
4,500,000	Unifin Financiera S.A.B. de C.V.		7.38%		02/12/2026		4,518,484
13,900,000	Unifin Financiera S.A.B. de C.V. (5 Year CMT Rate + 6.31%)		8.88%	†	01/29/2025		12,814,827
1,418,000	Union Bank of the Philippines		3.37%		11/29/2022		1,452,832
9,083,000	United Overseas Bank Ltd. (5 Year Swap Rate USD + 1.79%)		3.88%	†	10/19/2023		9,262,899
8,000,000	United Overseas Bank Ltd. (5 Year Swap Rate USD + 2.24%)		3.50%		09/16/2026		8,116,560
9,500,000	UPL Corporation		3.25%		10/13/2021		9,541,362
2,000,000	UPL Corporation Ltd.		4.50%		03/08/2028		2,033,144
5,600,000	Vedanta Resources Finance PLC		9.25%	^	04/23/2026		5,571,076
2,500,000	Vedanta Resources PLC		7.13%		05/31/2023		2,464,788
15,000,000	Vedanta Resources PLC		6.13%		08/09/2024		13,696,703
1,813,000	VTR Finance B.V.		6.88%	^	01/15/2024		1,857,573
13,129,000	VTR Finance B.V.		6.88%		01/15/2024		13,451,776
16,230,000	Westpac Banking Corporation (3 Month LIBOR USD + 0.72%)		2.63%		05/15/2023		16,348,415
9,950,000	YPF S.A.		8.50%		07/28/2025		9,382,104
4,200,000	YPF S.A.		6.95%		07/21/2027		3,749,960
1,000,000	YPF S.A.		8.50%	^	06/27/2029		912,847
1,010,000	Ziggo B.V.		4.88%	^	01/15/2030		1,044,979
Total Foreign Corporate Bonds (Cost $1,480,678,749)							1,531,315,728
Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.8%
2,000,000	Chile Government International Bond		3.13%		03/27/2025		2,093,080
15,800,000	CNOOC Finance Ltd.		3.75%		05/02/2023		16,447,171
7,800,000	Costa Rica Government International Bond		10.00%		08/01/2020		8,095,522
2,000,000	Indonesia Government International Bond		4.88%		05/05/2021		2,081,250
5,400,000	Israel Government International Bond		2.88%		03/16/2026		5,652,153
8,000,000	Malaysia Sovereign Sukuk BHD		3.04%		04/22/2025		8,292,118
500,000	Malaysia Sukuk Global BHD		3.18%		04/27/2026		518,884
7,121,000	Mexico Government International Bond		4.15%		03/28/2027		7,640,833
14,415,000	Mexico Government International Bond		3.75%		01/11/2028		15,002,411
8,000,000	Panama Government International Bond		4.00%		09/22/2024		8,584,000
1,825,000	Perusahaan Penerbit		3.40%		03/29/2022		1,868,198
8,614,000	Perusahaan Penerbit		3.75%		03/01/2023		8,971,266
5,000,000	Perusahaan Penerbit		4.15%	^	03/29/2027		5,373,300
3,000,000	Perusahaan Penerbit		4.15%		03/29/2027		3,223,980
14,000,000	Philippine Government International Bond		4.20%		01/21/2024		15,115,021
Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $105,065,722)							108,959,187
Municipal Bonds - 0.1%
3,290,000	Missouri Highway & Transportation Commission		5.06%		05/01/2024		3,672,758
4,430,000	State of California		7.55%		04/01/2039		7,114,403
Total Municipal Bonds (Cost $9,968,603)							10,787,161
Non-Agency Commercial Mortgage Backed Obligations - 6.3%
12,071,000	Atrium Hotel Portfolio Trust, Series 2018-ATRM-D (1 Month LIBOR USD + 2.30%, 2.30% Floor)		4.04%	^	06/15/2035		12,094,365
2,638,666	BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ-C		3.61%	#^	08/14/2034		2,700,941
4,259,000	Bancorp Commercial Mortgage Trust, Series 2019-CRE5-D (1 Month LIBOR USD + 2.35%, 2.35% Floor)		4.09%	^	03/15/2036		4,269,511
4,992,232	BANK, Series 2017-BNK8-XA		0.74%	#I/O	11/15/2050		243,991
1,821,000	BANK, Series 2018-BN10-B		4.08%	#	02/15/2061		1,931,863
405,000	BANK, Series 2018-BN13-B		4.55%	#	08/15/2061		447,022
2,511,000	BANK, Series 2019-BN17-C		4.52%	#	04/15/2052		2,710,464
1,508,000	Barclays Commercial Mortgage Securities LLC, Series 2017-DELC-C (1 Month LIBOR USD + 1.20%, 1.20% Floor)		2.94%	^	08/15/2036		1,502,837
1,719,000	Barclays Commercial Mortgage Securities LLC, Series 2017-DELC-D (1 Month LIBOR USD + 1.70%, 1.70% Floor)		3.44%	^	08/15/2036		1,722,334
3,464,000	Barclays Commercial Mortgage Securities LLC, Series 2017-DELC-E (1 Month LIBOR USD + 2.50%, 2.50% Floor)		4.24%	^	08/15/2036		3,475,289
3,451,000	Barclays Commercial Mortgage Securities LLC, Series 2017-DELC-F (1 Month LIBOR USD + 3.50%, 3.50% Floor)		5.24%	^	08/15/2036		3,463,526
14,174,000	Barclays Commercial Mortgage Trust, Series 2019-C3-AS		3.90%		05/15/2052		15,141,894
13,951,000	Barclays Commercial Mortgage Trust, Series 2019-C3-B		4.10%		05/15/2052		14,887,789
3,775,000	Bear Stearns Commercial Mortgage Securities, Inc., Series 2007-T26-AJ		5.45%	#	01/12/2045		3,249,898
8,011,000	BENCHMARK Mortgage Trust, Series 2019-B10-C		3.75%		03/15/2062		8,103,070
14,713,000	BFLD, Series 2019-DPLO-E (1 Month LIBOR USD + 2.24%, 2.24% Floor)		3.98%	^	10/15/2034		14,710,990
11,000,000	BHMS Trust, Series 2018-ATLS-C (1 Month LIBOR USD + 1.90%, 1.90% Floor)		3.64%	^	07/15/2035		11,008,182
3,283,000	BX Commercial Mortgage Trust, Series 2018-BIOA-D (1 Month LIBOR USD + 1.32%, 1.35% Floor)		3.06%	^	03/15/2037		3,289,831
8,207,000	BX Commercial Mortgage Trust, Series 2018-BIOA-E (1 Month LIBOR USD + 1.95%, 1.98% Floor)		3.69%	^	03/15/2037		8,212,886
3,163,700	BX Trust, Series 2017-SLCT-D (1 Month LIBOR USD + 2.05%, 2.05% Floor)		3.79%	^	07/15/2034		3,165,738
5,361,800	BX Trust, Series 2017-SLCT-E (1 Month LIBOR USD + 3.15%, 3.15% Floor)		4.89%	^	07/15/2034		5,382,872
12,349,000	BX Trust, Series 2019-OC11-E		4.08%	^	12/09/2041		11,954,635
72,595,174	CFCRE Commercial Mortgage Trust, Series 2016-C3-XA		1.03%	#I/O	01/10/2048		3,782,310
3,267,000	CFCRE Commercial Mortgage Trust, Series 2017-C8-B		4.20%	#	06/15/2050		3,490,012
7,196,000	CHT Mortgage Trust, Series 2017-CSMO-E (1 Month LIBOR USD + 3.00%, 3.00% Floor)		4.74%	^	11/15/2036		7,228,204
3,838,000	CHT Mortgage Trust, Series 2017-CSMO-F (1 Month LIBOR USD + 3.74%, 3.74% Floor)		5.48%	^	11/15/2036		3,860,778
7,298,817	Citigroup Commercial Mortgage Trust, Series 2012-GC8-XA		1.77%	#^I/O	09/10/2045		279,859
1,898,500	Citigroup Commercial Mortgage Trust, Series 2015-GC27-D		4.43%	#^	02/10/2048		1,803,679
4,001,785	Citigroup Commercial Mortgage Trust, Series 2015-GC27-XA		1.36%	#I/O	02/10/2048		214,449
7,840,000	Citigroup Commercial Mortgage Trust, Series 2015-GC35-C		4.50%	#	11/10/2048		8,022,810
72,068,744	Citigroup Commercial Mortgage Trust, Series 2015-GC35-XA		0.85%	#I/O	11/10/2048		2,399,060
6,030,000	Citigroup Commercial Mortgage Trust, Series 2016-GC36-D		2.85%	^	02/10/2049		5,229,572
45,133,888	Citigroup Commercial Mortgage Trust, Series 2016-P3-XA		1.69%	#I/O	04/15/2049		3,360,773
44,354,453	Citigroup Commercial Mortgage Trust, Series 2016-P4-XA		1.98%	#I/O	07/10/2049		4,161,388
82,257,717	Citigroup Commercial Mortgage Trust, Series 2016-P5-XA		1.52%	#I/O	10/10/2049		5,949,051
9,490,000	Citigroup Commercial Mortgage Trust, Series 2017-C4-B		4.10%	#	10/12/2050		9,962,839
321,000	Citigroup Commercial Mortgage Trust, Series 2018-B2-B		4.28%	#	03/10/2051		341,821
1,977,000	Citigroup Commercial Mortgage Trust, Series 2018-C5-C		4.72%	#	06/10/2051		2,092,485
21,853,433	Commercial Mortgage Pass-Through Certificates, Series 2012-CR3-XA		1.86%	#I/O	10/15/2045		908,209
8,626,000	Commercial Mortgage Pass-Through Certificates, Series 2012-CR4-D		4.59%	#^Þ	10/15/2045		3,618,495
3,260,865	Commercial Mortgage Pass-Through Certificates, Series 2012-LC4-XA		2.10%	#^I/O	12/10/2044		108,466
6,067,000	Commercial Mortgage Pass-Through Certificates, Series 2013-CR11-D		5.12%	#^	08/10/2050		6,121,166
3,500,000	Commercial Mortgage Pass-Through Certificates, Series 2014-CR20-C		4.51%	#	11/10/2047		3,670,362
56,836,003	Commercial Mortgage Pass-Through Certificates, Series 2015-CR26-XA		0.95%	#I/O	10/10/2048		2,541,092
4,310,000	Commercial Mortgage Pass-Through Certificates, Series 2015-LC21-C		4.30%	#	07/10/2048		4,501,240
5,579,000	Commercial Mortgage Pass-Through Certificates, Series 2015-LC23-C		4.65%	#	10/10/2048		5,911,466
5,997,000	Commercial Mortgage Pass-Through Certificates, Series 2016-CR28-C		4.65%	#	02/10/2049		6,452,489
3,786,000	Commercial Mortgage Pass-Through Certificates, Series 2016-DC2-C		4.64%	#	02/10/2049		3,935,257
57,691,247	Commercial Mortgage Pass-Through Certificates, Series 2016-DC2-XA		1.01%	#I/O	02/10/2049		2,794,177
9,383,000	Commercial Mortgage Pass-Through Certificates, Series 2016-GCT-E		3.46%	#^	08/10/2029		9,352,533
2,808,000	Commercial Mortgage Pass-Through Certificates, Series 2016-GCT-F		3.46%	#^	08/10/2029		2,778,908
12,424,000	Commercial Mortgage Pass-Through Certificates, Series 2018-HCLV-C (1 Month LIBOR USD + 1.70%, 1.70% Floor)		3.44%	^	09/15/2033		12,394,750
8,464,000	Core Mortgage Trust, Series 2019-CORE-E (1 Month LIBOR USD + 1.90%, 1.90% Floor)		3.64%	^	12/15/2031		8,473,200
2,064,000	Core Mortgage Trust, Series 2019-CORE-F (1 Month LIBOR USD + 2.35%, 2.35% Floor)		4.09%	^	12/15/2031		2,074,508
5,597,000	CSAIL Commercial Mortgage Trust, Series 2015-C4-C		4.58%	#	11/15/2048		5,905,913
3,461,000	CSAIL Commercial Mortgage Trust, Series 2016-C6-D		4.92%	#^	01/15/2049		3,462,929
44,759,702	CSAIL Commercial Mortgage Trust, Series 2016-C6-XA		1.90%	#I/O	01/15/2049		3,819,305
11,488,000	CSAIL Commercial Mortgage Trust, Series 2018-C14-C		4.89%	#	11/15/2051		12,562,089
3,800,000	CSAIL Commercial Mortgage Trust, Series 2018-CX12-C		4.77%	#	08/15/2051		4,137,092
9,269,000	CSAIL Commercial Mortgage Trust, Series 2019-C16-AS		3.61%		06/15/2052		9,653,165
9,269,000	CSAIL Commercial Mortgage Trust, Series 2019-C16-B		3.88%		06/15/2052		9,659,750
798,000	CSMC Trust, Series 2017-CALI-D		3.78%	#^	11/10/2032		819,305
4,944,000	CSMC Trust, Series 2017-CHOP-D (1 Month LIBOR USD + 1.90%, 1.90% Floor)		3.64%	^	07/15/2032		4,937,201
4,944,000	CSMC Trust, Series 2017-CHOP-E (1 Month LIBOR USD + 3.30%, 3.30% Floor)		5.04%	^	07/15/2032		4,958,758
4,503,000	DBGS Mortgage Trust, Series 2018-5BP-D (1 Month LIBOR USD + 1.35%, 1.35% Floor)		3.09%	^	06/15/2033		4,510,272
186,000	DBGS Mortgage Trust, Series 2018-5BP-F (1 Month LIBOR USD + 2.45%, 2.45% Floor)		4.19%	^	06/15/2033		185,586
2,916,027	DBUBS Mortgage Trust, Series 2011-LC2A-XA		1.03%	#^I/O	07/10/2044		28,477
3,379,000	DBUBS Mortgage Trust, Series 2017-BRBK-F		3.53%	#^	10/10/2034		3,336,521
4,475,000	Deutsche Bank Commercial Mortgage Trust, Series 2016-C1-C		3.35%	#	05/10/2049		4,405,198
60,205,739	Deutsche Bank Commercial Mortgage Trust, Series 2016-C1-XA		1.46%	#I/O	05/10/2049		4,170,578
8,242,000	Fontainebleau Miami Beach Trust, Series 2019-FBLU-E		4.10%	^	12/10/2036		8,235,967
8,242,000	Fontainebleau Miami Beach Trust, Series 2019-FBLU-F		4.10%	^	12/10/2036		8,096,084
8,242,000	Fontainebleau Miami Beach Trust, Series 2019-FBLU-G		4.10%	^	12/10/2036		7,972,907
1,169,411	FREMF Mortgage Trust, Series 2016-KF22-B (1 Month LIBOR USD + 5.05%, 5.05% Floor)		6.75%	^	07/25/2023		1,209,879
4,000,000	Great Wolf Trust, Series 2019-WOLF-F (1 Month LIBOR USD + 3.13%, 3.13% Floor)		4.85%	^	12/15/2036		3,998,772
2,781,190	GS Mortgage Securities Trust, Series 2011-GC5-XA		1.33%	#^I/O	08/10/2044		42,642
4,653,880	GS Mortgage Securities Trust, Series 2012-GC6-XA		1.93%	#^I/O	01/10/2045		130,238
3,741,000	GS Mortgage Securities Trust, Series 2014-GC26-C		4.51%	#	11/10/2047		3,810,321
9,506,000	GS Mortgage Securities Trust, Series 2014-GC26-D		4.51%	#^	11/10/2047		8,328,545
559,000	GS Mortgage Securities Trust, Series 2015-GC34-D		2.98%		10/10/2048		502,699
96,459,768	GS Mortgage Securities Trust, Series 2015-GS1-XA		0.78%	#I/O	11/10/2048		3,851,301
61,108,970	GS Mortgage Securities Trust, Series 2016-GS2-XA		1.65%	#I/O	05/10/2049		4,534,799
5,801,000	GS Mortgage Securities Trust, Series 2017-GS6-B		3.87%		05/10/2050		6,094,254
10,779,000	GS Mortgage Securities Trust, Series 2019-GC39-B		3.97%		05/10/2052		11,399,258
9,879,000	GSCG Trust, Series 2019-600C-D		3.76%	^	09/06/2034		9,899,133
791,000	GSCG Trust, Series 2019-600C-E		4.12%	#^	09/06/2034		786,229
12,694,869	HPLY Trust, Series 2019-HIT-F (1 Month LIBOR USD + 3.15%, 3.15% Floor)		4.89%	^	11/15/2036		12,710,700
368,492	JP Morgan Chase Commercial Mortgage Securities Corporation, Series 2006-LDP8-X		0.30%	#I/O	05/15/2045		117
2,356,069	JP Morgan Chase Commercial Mortgage Securities Corporation, Series 2011-C4-XA		1.18%	#^I/O	07/15/2046		27,243
19,316,397	JP Morgan Chase Commercial Mortgage Securities Corporation, Series 2012-C8-XA		1.76%	#I/O	10/15/2045		742,897
4,758,239	JP Morgan Chase Commercial Mortgage Securities Corporation, Series 2012-CBX-XA		1.48%	#I/O	06/15/2045		103,427
76,659,762	JP Morgan Chase Commercial Mortgage Securities Corporation, Series 2015-JP1-XA		1.08%	#I/O	01/15/2049		2,892,273
3,343,581	JP Morgan Chase Commercial Mortgage Securities Corporation, Series 2018-LAQ-D (1 Month LIBOR USD + 2.10%, 2.30% Floor)		3.84%	^	06/15/2032		3,353,902
2,704,000	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP2-B		3.46%		08/15/2049		2,759,647
2,080,000	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP2-C		3.79%	#	08/15/2049		2,103,334
592,000	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3-C		3.46%	#	08/15/2049		587,560
1,000,000	JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-COR4-C		4.94%	#	03/10/2052		1,094,262
44,628,927	JPMBB Commercial Mortgage Securities Trust, Series 2014-C18-XA		0.83%	#I/O	02/15/2047		1,259,272
3,000,000	JPMBB Commercial Mortgage Securities Trust, Series 2014-C21-C		4.66%	#	08/15/2047		3,102,365
2,766,125	JPMBB Commercial Mortgage Securities Trust, Series 2014-C23-C		4.47%	#	09/15/2047		2,918,142
3,766,500	JPMBB Commercial Mortgage Securities Trust, Series 2014-C25-C		4.45%	#	11/15/2047		3,855,642
48,947,250	JPMBB Commercial Mortgage Securities Trust, Series 2014-C25-XA		0.86%	#I/O	11/15/2047		1,688,191
39,134,918	JPMBB Commercial Mortgage Securities Trust, Series 2014-C26-XA		0.97%	#I/O	01/15/2048		1,496,050
12,131,110	JPMBB Commercial Mortgage Securities Trust, Series 2015-C27-D		3.81%	#^	02/15/2048		11,746,770
1,846,000	JPMBB Commercial Mortgage Securities Trust, Series 2015-C28-B		3.99%		10/15/2048		1,921,703
9,974,000	JPMBB Commercial Mortgage Securities Trust, Series 2015-C29-C		4.16%	#	05/15/2048		10,240,368
49,088,899	JPMBB Commercial Mortgage Securities Trust, Series 2015-C31-XA		0.91%	#I/O	08/15/2048		1,834,310
4,138,000	JPMBB Commercial Mortgage Securities Trust, Series 2015-C32-C		4.67%	#	11/15/2048		4,383,166
6,470,000	JPMBB Commercial Mortgage Securities Trust, Series 2015-C33-C		4.62%	#	12/15/2048		6,786,397
6,122,000	JPMBB Commercial Mortgage Securities Trust, Series 2016-C1-C		4.74%	#	03/15/2049		6,484,668
62,209,344	JPMBB Commercial Mortgage Securities Trust, Series 2016-C2-XA		1.67%	#I/O	06/15/2049		4,155,510
1,638,000	JPMCC Commercial Mortgage Securities Trust, Series 2019-COR4-B		4.44%	#	03/10/2052		1,784,375
512,884	LB-UBS Commercial Mortgage Trust, Series 2006-C7-XCL		0.71%	#^I/O	11/15/2038		125
413,634	LB-UBS Commercial Mortgage Trust, Series 2006-C7-XW		0.71%	#^I/O	11/15/2038		101
5,425,000	LSTAR Commercial Mortgage Trust, Series 2016-4-C		4.56%	#^	03/10/2049		5,313,006
13,184,000	MBRT, Series 2019-MBR-F (1 Month LIBOR USD + 2.55%, 2.55% Floor)		4.31%	^	11/15/2036		13,180,295
28,655	Merrill Lynch Mortgage Trust, Series 2006-C1-AJ		5.59%	#	05/12/2039		28,729
1,948,674	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C5-XA		1.44%	#^I/O	08/15/2045		56,958
3,000,000	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18-C		4.52%	#	10/15/2047		3,143,266
4,000,000	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19-C		4.00%		12/15/2047		4,127,189
36,117,499	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20-XA		1.31%	#I/O	02/15/2048		1,735,507
4,600,000	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25-C		4.53%	#	10/15/2048		4,915,046
4,674,000	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27-C		4.53%	#	12/15/2047		4,805,240
6,710,000	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27-D		3.24%	#^	12/15/2047		6,247,951
48,473,250	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C30-XA		1.43%	#I/O	09/15/2049		3,550,612
6,907,000	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32-A4		3.72%		12/15/2049		7,416,704
565,000	Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32-AS		3.99%	#	12/15/2049		602,099
9,010,948	Morgan Stanley Capital Trust, Series 2011-C1-XA		0.34%	#^I/O	09/15/2047		21,722
4,000,000	Morgan Stanley Capital Trust, Series 2014-CPT-G		3.45%	#^	07/13/2029		3,984,162
30,527,072	Morgan Stanley Capital Trust, Series 2016-UB11-XA		1.62%	#I/O	08/15/2049		2,262,264
3,022,000	Morgan Stanley Capital Trust, Series 2017-ASHF-D (1 Month LIBOR USD + 2.20%, 2.20% Floor)		3.94%	^	11/15/2034		3,027,660
4,533,000	Morgan Stanley Capital Trust, Series 2017-ASHF-E (1 Month LIBOR USD + 3.15%, 3.15% Floor)		4.89%	^	11/15/2034		4,541,268
3,434,000	Morgan Stanley Capital Trust, Series 2017-ASHF-F (1 Month LIBOR USD + 4.35%, 4.35% Floor)		6.09%	^	11/15/2034		3,440,432
3,073,000	Morgan Stanley Capital Trust, Series 2019-H6-AS		3.70%		06/15/2052		3,221,951
13,533,000	MRCD Mortgage Trust, Series 2019-PARK-G		2.72%	^	12/15/2036		12,333,706
7,831,050	MSCG Trust, Series 2016-SNR-C		5.21%	^	11/15/2034		7,989,778
11,179,000	MSCG Trust, Series 2018-SELF-F (1 Month LIBOR USD + 3.05%, 3.05% Floor)		4.79%	^	10/15/2037		11,219,134
2,108,000	Natixis Commercial Mortgage Securities Trust, Series 2018-FL1-C (1 Month LIBOR USD + 2.20%, 2.20% Floor)		3.97%	^	06/15/2035		2,099,622
53,348,428	SG Commercial Mortgage Securities Trust, Series 2016-C5-XA		1.98%	#I/O	10/10/2048		4,665,982
580	TIAA Seasoned Commercial Mortgage Trust, Series 2007-C4-AJ		5.50%	#	08/15/2039		580
1,374,000	UBS Commercial Mortgage Trust, Series 2013-C5-D		4.08%	#^	03/10/2046		1,318,934
2,491,000	UBS Commercial Mortgage Trust, Series 2017-C6-B		4.15%	#	12/15/2050		2,632,895
10,583,000	UBS Commercial Mortgage Trust, Series 2017-C7-C		4.59%	#	12/15/2050		11,165,519
7,293,000	UBS Commercial Mortgage Trust, Series 2018-C11-C		4.90%	#	06/15/2051		7,880,927
2,896,000	UBS Commercial Mortgage Trust, Series 2018-C12-C		4.96%	#	08/15/2051		3,156,436
5,698,000	UBS Commercial Mortgage Trust, Series 2018-C8-C		4.70%	#	02/15/2051		6,071,358
10,073,097	UBS-Barclays Commercial Mortgage Trust, Series 2012-C3-XA		1.82%	#^I/O	08/10/2049		405,141
468,977	Wachovia Bank Commercial Mortgage Trust, Series 2006-C29-IO		0.31%	#I/O	11/15/2048		5
9,344,000	Wells Fargo Commercial Mortgage Trust 2019-C51, Series 2019-C51-AS		3.58%		06/15/2052		9,803,660
9,344,000	Wells Fargo Commercial Mortgage Trust 2019-C51, Series 2019-C51-B		3.84%	#	06/15/2052		9,754,936
2,031,000	Wells Fargo Commercial Mortgage Trust, Series 2014-LC16-D		3.94%	^	08/15/2050		1,592,378
2,200,000	Wells Fargo Commercial Mortgage Trust, Series 2015-C28-C		4.11%	#	05/15/2048		2,238,409
5,403,000	Wells Fargo Commercial Mortgage Trust, Series 2015-C31-C		4.61%	#	11/15/2048		5,705,209
21,306,584	Wells Fargo Commercial Mortgage Trust, Series 2015-C31-XA		1.02%	#I/O	11/15/2048		1,035,302
46,153,684	Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1-XA		1.13%	#I/O	05/15/2048		2,066,794
4,000,000	Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3-C		4.49%	#	09/15/2057		4,210,106
6,848,000	Wells Fargo Commercial Mortgage Trust, Series 2015-NXS4-C		4.60%	#	12/15/2048		7,310,117
76,850,916	Wells Fargo Commercial Mortgage Trust, Series 2015-P2-XA		0.99%	#I/O	12/15/2048		3,113,446
8,252,000	Wells Fargo Commercial Mortgage Trust, Series 2015-SG1-AS		4.05%		09/15/2048		8,749,409
4,650,000	Wells Fargo Commercial Mortgage Trust, Series 2016-C32-C		4.72%	#	01/15/2059		4,866,031
4,483,000	Wells Fargo Commercial Mortgage Trust, Series 2016-C33-C		3.90%		03/15/2059		4,554,894
5,040,000	Wells Fargo Commercial Mortgage Trust, Series 2016-LC25-AS		3.95%	#	12/15/2059		5,367,885
2,574,000	Wells Fargo Commercial Mortgage Trust, Series 2016-LC25-B		4.42%	#	12/15/2059		2,779,842
79,936,195	Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6-XA		1.63%	#I/O	11/15/2049		5,784,463
2,638,000	Wells Fargo Commercial Mortgage Trust, Series 2018-C45-C		4.73%		06/15/2051		2,800,701
11,490,000	Wells Fargo Commercial Mortgage Trust, Series 2018-C46-C		4.98%	#	08/15/2051		12,582,568
12,408,000	Wells Fargo Commercial Mortgage Trust, Series 2018-C47-C		4.94%	#	09/15/2061		13,359,279
2,871,000	Wells Fargo Commercial Mortgage Trust, Series 2018-C48-C		5.12%	#	01/15/2052		3,202,892
2,558,000	Wells Fargo Commercial Mortgage Trust, Series 2019-C49-B		4.55%		03/15/2052		2,798,627
2,226,000	Wells Fargo Commercial Mortgage Trust, Series 2019-C49-C		4.87%	#	03/15/2052		2,397,790
10,776,000	Wells Fargo Commercial Mortgage Trust, Series 2019-C50-B		4.19%		05/15/2052		11,428,632
10,776,000	Wells Fargo Commercial Mortgage Trust, Series 2019-C50-C		4.35%		05/15/2052		11,384,581
12,933,537	WF-RBS Commercial Mortgage Trust, Series 2012-C9-XA		1.90%	#^I/O	11/15/2045		553,770
70,854,688	WF-RBS Commercial Mortgage Trust, Series 2014-C21-XA		1.04%	#I/O	08/15/2047		2,721,295
49,649,783	WF-RBS Commercial Mortgage Trust, Series 2014-C22-XA		0.81%	#I/O	09/15/2057		1,515,078
Total Non-Agency Commercial Mortgage Backed Obligations (Cost $820,677,882)							807,203,192
Non-Agency Residential Collateralized Mortgage Obligations - 8.6%
9,200,243	Adjustable Rate Mortgage Trust, Series 2007-1-4A1		4.99%	#	03/25/2037		7,970,908
41,152	Adjustable Rate Mortgage Trust, Series 2007-3-1A1		5.00%	#^	11/25/2037		42,767
13,736,203	Alternative Loan Trust, Series 2005-49CB-A2		5.50%		11/25/2035		12,614,863
8,810,109	Alternative Loan Trust, Series 2007-8CB-A1		5.50%		05/25/2037		7,212,927
9,693,810	Alternative Loan Trust, Series 2007-OA8-2A1 (1 Month LIBOR USD + 0.18%, 0.18% Floor)		1.97%		06/25/2047		7,872,287
3,100,000	AMSR Trust, Series 2019-SFR1-E		3.47%	^	01/19/2039		3,044,955
5,880,754	Angel Oak Mortgage Trust LLC, Series 2018-3-A1		3.65%	#^	09/25/2048		5,964,036
6,403,448	Angel Oak Mortgage Trust LLC, Series 2018-3-A2		3.75%	#^	09/25/2048		6,496,104
6,093,080	Angel Oak Mortgage Trust LLC, Series 2018-3-A3		3.85%	#^	09/25/2048		6,183,121
610,224	Banc of America Funding Corporation, Series 2005-G-A3		3.48%	#	10/20/2035		601,323
353,423	Banc of America Funding Corporation, Series 2006-2-6A2		5.50%		03/25/2036		350,930
249,886	Banc of America Funding Corporation, Series 2006-6-1A2		6.25%		08/25/2036		251,213
2,299,471	Bayview Opportunity Master Fund Trust, Series 2019-SBR1-A1		3.47%	^§	06/28/2034		2,302,017
256,554	Bear Stearns Asset Backed Securities Trust, Series 2007-SD1-1A3A		6.50%		10/25/2036		192,801
2,344,349	Chase Mortgage Finance Trust, Series 2007-A2-6A4		4.40%	#	07/25/2037		2,289,506
1,162,644	Chase Mortgage Finance Trust, Series 2007-S3-2A1		5.50%		05/25/2037		293,683
20,000,000	CIM Trust, Series 2016-2RR-B2		8.23%	#^Þ	02/25/2056		20,145,246
20,000,000	CIM Trust, Series 2016-3RR-B2		7.99%	#^Þ	02/27/2056		20,182,338
26,899,572	CIM Trust, Series 2017-6-A1		3.02%	#^	06/25/2057		26,966,953
61,268	Citicorp Residential Mortgage Trust, Inc., Series 2005-1-1A4		5.50%		02/25/2035		63,051
1,189,010	Citicorp Residential Mortgage Trust, Inc., Series 2006-2-A5		5.35%		09/25/2036		1,216,574
248,348	Citigroup Mortgage Loan Trust, Inc., Series 2006-WF2-A2C		5.85%	ß	05/25/2036		136,917
1,782,221	Citigroup Mortgage Loan Trust, Inc., Series 2008-AR4-2A1B		4.44%	#^	11/25/2038		1,787,080
5,467,963	Citigroup Mortgage Loan Trust, Series 2007-OPX1-A1A (1 Month LIBOR USD + 0.07%, 0.07% Floor)		1.86%		01/25/2037		3,262,206
11,109,919	Citigroup Mortgage Loan Trust, Series 2009-3-5A3		6.00%	#^	02/25/2037		11,202,504
43,447,785	Citigroup Mortgage Loan Trust, Series 2019-A-PT1		3.92%	^	10/25/2058		42,784,168
4,895,809	Citigroup Mortgage Loan Trust, Series 2019-C-A1		3.23%	^§	09/25/2059		4,908,977
112,087	CitiMortgage Alternative Loan Trust, Series 2006-A2-A2		6.00%		05/25/2036		109,077
58,797	CitiMortgage Alternative Loan Trust, Series 2006-A5-3A3		6.00%		10/25/2036		54,023
442,566	CitiMortgage Alternative Loan Trust, Series 2007-A1-1A7		6.00%		01/25/2037		442,722
6,798,881	CitiMortgage Alternative Loan Trust, Series 2007-A5-1A10		5.75%		05/25/2037		6,638,728
1,229,045	Countrywide Alternative Loan Trust, Series 2004-22CB-1A1		6.00%		10/25/2034		1,260,639
141,403	Countrywide Alternative Loan Trust, Series 2005-20CB-1A1		5.50%		07/25/2035		136,109
190,438	Countrywide Alternative Loan Trust, Series 2005-28CB-3A6		6.00%		08/25/2035		135,422
828,414	Countrywide Alternative Loan Trust, Series 2005-46CB-A22		5.25%		10/25/2035		779,873
142,042	Countrywide Alternative Loan Trust, Series 2005-J10-1A13 (1 Month LIBOR USD + 0.70%, 0.70% Floor, 5.50% Cap)		2.49%		10/25/2035		114,456
319,736	Countrywide Alternative Loan Trust, Series 2006-26CB-A9		6.50%		09/25/2036		255,713
8,573,509	Countrywide Alternative Loan Trust, Series 2006-42-1A8		6.00%		01/25/2047		7,591,802
1,301,442	Countrywide Alternative Loan Trust, Series 2007-12T1-A1		6.00%		06/25/2037		949,578
1,365,217	Countrywide Alternative Loan Trust, Series 2007-16CB-2A1 (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap)		2.24%		08/25/2037		666,183
395,333	Countrywide Alternative Loan Trust, Series 2007-16CB-2A2 (-8 x 1 Month LIBOR USD + 54.58%, 54.58% Cap)		39.65%	I/F	08/25/2037		904,718
84,816	Countrywide Alternative Loan Trust, Series 2007-17CB-1A10 (-5 x 1 Month LIBOR USD + 29.90%, 29.90% Cap)		21.66%	I/F	08/25/2037		144,548
408,412	Countrywide Alternative Loan Trust, Series 2007-18CB-2A17		6.00%		08/25/2037		378,020
1,886,660	Countrywide Alternative Loan Trust, Series 2007-23CB-A3 (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap)		2.29%		09/25/2037		1,042,474
1,853,323	Countrywide Alternative Loan Trust, Series 2007-23CB-A4 (-1 x 1 Month LIBOR USD + 6.50%, 6.50% Cap)		4.71%	I/F I/O	09/25/2037		566,635
722,521	Countrywide Alternative Loan Trust, Series 2007-4CB-2A1		7.00%		03/25/2037		176,548
22,237	Countrywide Asset-Backed Certificates, Series 2005-13-AF3		5.43%	#	02/25/2033		19,828
292,949	Countrywide Home Loans, Series 2005-28-A7		5.25%		01/25/2019		249,467
636,212	Countrywide Home Loans, Series 2007-10-A5		6.00%		07/25/2037		519,136
256,699	Countrywide Home Loans, Series 2007-15-1A16		6.25%		09/25/2037		226,416
694,817	Countrywide Home Loans, Series 2007-3-A17		6.00%		04/25/2037		574,079
92,662	Credit Suisse First Boston Mortgage Securities Corporation, Series 2005-10-5A5		5.50%		11/25/2035		87,409
1,066,088	Credit Suisse First Boston Mortgage Securities Corporation, Series 2005-8-1A3		5.25%		09/25/2035		987,426
4,620,257	Credit Suisse Mortgage Capital Certificates, Series 2009-3R-19A2		6.00%	^	01/27/2038		3,737,618
9,418,387	Credit-Based Asset Servicing & Securitization LLC, Series 2007-RP1-A (1 Month LIBOR USD + 0.31%, 0.31% Floor)		2.13%	^	05/25/2046		8,930,726
3,578,653	CSMC Mortgage-Backed Trust, Series 2006-4-6A1		6.00%		05/25/2036		2,471,946
36,781	CSMC Mortgage-Backed Trust, Series 2006-4-7A1		5.50%		05/25/2021		32,970
65,113	CSMC Mortgage-Backed Trust, Series 2007-1-3A1		6.00%		02/25/2022		22,861
26,642	CSMC Mortgage-Backed Trust, Series 2007-2-2A1		5.00%		03/25/2037		25,916
7,052,968	CSMC Mortgage-Backed Trust, Series 2019-RPL8-A1		3.32%	#^	10/25/2058		7,076,898
2,010,248	CSMC Trust, Series 2010-4R-3A17		6.00%	#^	06/26/2037		2,014,173
6,736,920	CSMC Trust, Series 2013-IVR1-A1		2.50%	#^	03/25/2043		6,627,827
20,011,306	CSMC Trust, Series 2018-RPL7-A1		4.00%	^	08/26/2058		20,222,638
41,677,203	CSMC Trust, Series 2018-RPL8-A1		4.13%	#^	07/25/2058		42,044,859
17,164,119	CSMC Trust, Series 2019-3R-1A1 (1 Month LIBOR USD + 1.40%, 1.40% Floor)		3.20%	^	06/02/2047		17,366,047
28,766,950	CSMC Trust, Series 2019-JR1-A1		4.10%	#^	09/27/2066		28,864,941
623,853	Deutsche Mortgage Securities, Inc., Series 2006-PR1-3A1 (-1 x 1 Month LIBOR USD + 12.12%, 12.12% Cap)		9.69%	^I/F	04/15/2036		585,179
124,494	Deutsche Mortgage Securities, Inc., Series 2006-PR1-4AI2 (-2 x 1 Month LIBOR USD + 14.60%, 14.61% Cap)		11.28%	^I/F	04/15/2036		125,013
1,178,060	Deutsche Mortgage Securities, Inc., Series 2006-PR1-5AI4 (-1 x 1 Month LIBOR USD + 12.12%, 12.12% Cap)		9.69%	^I/F	04/15/2036		1,145,128
7,935,829	Deutsche Securities, Inc., Series 2005-6-2A1		5.50%		12/25/2035		7,665,285
333,372	First Horizon Alternative Mortgage Securities Trust, Series 2006-FA2-1A5		6.00%		05/25/2036		252,003
3,672,711	First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8-1A1		6.25%		02/25/2037		2,663,639
68,710	First Horizon Alternative Mortgage Securities Trust, Series 2006-RE1-A1		5.50%		05/25/2035		61,477
19,200,000	FMC GMSR Issuer Trust, Series 2019-GT2-A		4.23%	#^	09/25/2024		19,055,699
3,138,882	GMACM Mortgage Loan Trust, Series 2006-J1-A6		5.75%		04/25/2036		3,154,927
53,920	GSAA Home Equity Trust, Series 2005-7-AF5		4.61%		05/25/2035		54,812
1,270,830	GSAA Home Equity Trust, Series 2007-10-A1A		6.00%		11/25/2037		1,073,496
1,107,389	GSAA Home Equity Trust, Series 2007-10-A2A		6.50%		11/25/2037		770,684
2,974,713	GSR Mortgage Loan Trust, Series 2006-3F-4A1		6.00%		03/25/2036		2,985,675
355,284	GSR Mortgage Loan Trust, Series 2007-1F-2A2		5.50%		01/25/2037		446,794
19,200,000	Headlands Residential LLC, Series 2019-RPL1-NOTE		3.97%	^§	06/25/2024		19,325,441
36,183,851	Impac Secured Assets Trust, Series 2006-5-1A1C (1 Month LIBOR USD + 0.27%, 0.27% Floor, 11.50% Cap)		2.06%		02/25/2037		32,569,431
331,722	JP Morgan Alternative Loan Trust, Series 2006-S2-A4		6.19%		05/25/2036		316,989
7,571,072	JP Morgan Alternative Loan Trust, Series 2006-S3-A4		6.31%	ß	08/25/2036		7,168,451
227,931	JP Morgan Alternative Loan Trust, Series 2006-S3-A6		6.12%	ß	08/25/2036		219,540
221,772	JP Morgan Alternative Loan Trust, Series 2006-S4-A6		5.71%	ß	12/25/2036		219,796
4,422,273	JP Morgan Mortgage Trust, Series 2006-S1-2A9		6.50%		04/25/2036		4,873,882
236,512	JP Morgan Mortgage Trust, Series 2007-S3-1A7		6.00%		08/25/2037		192,238
23,321,952	JP Morgan Mortgage Trust, Series 2018-7FRB-A2 (1 Month LIBOR USD + 0.75%)		2.46%	^	04/25/2046		23,365,224
35,726,346	Legacy Mortgage Asset Trust, Series 2018-GS2-A1		4.00%	^§	04/25/2058		36,098,843
42,863,708	Legacy Mortgage Asset Trust, Series 2018-SL1-A		4.00%	#^	02/25/2058		43,257,085
1,468,652	Legacy Mortgage Asset Trust, Series 2019-GS5-A1		3.20%	^§	05/25/2059		1,473,608
38,173,629	Legacy Mortgage Asset Trust, Series 2019-RPL3-PT1		0.00%	^	06/25/2058		38,977,107
6,194,733	Legacy Mortgage Asset Trust, Series 2019-SL3-A		3.47%	^§	11/25/2061		6,138,888
542,266	Lehman Mortgage Trust, Series 2006-3-1A5		6.00%		07/25/2036		409,228
38,716	Lehman Mortgage Trust, Series 2006-9-1A19 (-5 x 1 Month LIBOR USD + 30.68%, 30.68% Cap)		22.44%	I/F	01/25/2037		61,033
653,115	Lehman Mortgage Trust, Series 2007-10-2A1		6.50%		01/25/2038		416,182
141,218	Lehman Mortgage Trust, Series 2007-2-1A1		5.75%		02/25/2037		126,043
5,581,527	Lehman Trust, Series 2005-9N-1A1 (1 Month LIBOR USD + 0.27%, 0.27% Floor)		2.06%		02/25/2036		5,442,304
102,415	MASTR Alternative Loans Trust, Series 2005-2-3A1		6.00%		03/25/2035		101,343
6,617,805	MASTR Alternative Loans Trust, Series 2006-1-A5		6.00%		02/25/2036		5,188,120
42,824	MASTR Alternative Loans Trust, Series 2007-1-2A7		6.00%		10/25/2036		25,894
1,751,034	MASTR Asset Securitization Trust, Series 2006-2-1A11 (1 Month LIBOR USD + 6.00%, 6.00% Floor)		6.00%		06/25/2036		1,639,168
15,270,093	Merrill Lynch Alternative Asset Trust, Series 2007-OAR4-A1 (1 Month LIBOR USD + 0.25%, 0.25% Floor)		2.04%		08/25/2037		14,621,319
2,202,326	Merrill Lynch Alternative Note Asset Trust, Series 2007-F1-2A8		6.00%		03/25/2037		1,524,333
18,356,562	MFA LLC, Series 2018-NPL1-A1		3.88%	^§	05/25/2048		18,515,290
20,239	Morgan Stanley Mortgage Loan Trust, Series 2004-1-1A1		5.00%		08/25/2025		20,355
822,186	Morgan Stanley Mortgage Loan Trust, Series 2005-7-7A4		5.50%		11/25/2035		858,167
2,541,084	Morgan Stanley Mortgage Loan Trust, Series 2006-7-3A		5.04%	#	06/25/2036		2,141,268
883,583	Morgan Stanley Re-Remic Trust, Series 2010-R6-5C		5.75%	#^	05/26/2037		871,480
198,172	Nomura Asset Acceptance Corporation, Series 2006-AP1-A2		5.52%	#	01/25/2036		98,373
572,560	Nomura Home Equity Loan, Inc., Series 2006-AF1-A2		5.80%	ß	10/25/2036		220,845
998,055	Nomura Home Equity Loan, Inc., Series 2007-1-1A1		6.06%	ß	02/25/2037		439,559
50,314	Option One Mortgage Loan Trust, Series 2004-3-M3 (1 Month LIBOR USD + 0.98%, 0.65% Floor)		2.77%		11/25/2034		50,470
27,500,060	Option One Mortgage Loan Trust, Series 2007-6-1A1 (1 Month LIBOR USD + 0.19%, 0.19% Floor)		1.98%		07/25/2037		25,094,443
8,829,131	PR Mortgage Loan Trust, Series 2014-1-APT		5.90%	#^	10/25/2049		8,580,480
3,582,470	Pretium Mortgage Credit Partners LLC, Series 2019-CFL1-A1		3.72%	^§	01/25/2059		3,578,525
7,095,726	PRPM LLC, Series 2019-2A-A1		3.97%	^§	04/25/2024		7,121,067
10,927,393	PRPM LLC, Series 2019-3A-A1		3.35%	^§	07/25/2024		10,967,503
15,919,987	PRPM LLC, Series 2019-GS1-A1		3.50%	#^	10/25/2024		15,922,037
8,589,246	RBSGC Mortgage Loan Trust, Series 2005-A-3A		6.00%		04/25/2035		6,208,891
29,816,467	Redwood Funding Trust, Series 2019-1-PT		4.21%	^§	09/27/2024		29,694,607
276,928	Residential Accredit Loans, Inc., Series 2005-QS14-3A3		6.00%		09/25/2035		267,610
325,332	Residential Accredit Loans, Inc., Series 2006-QS10-A4		5.75%		08/25/2036		312,040
3,550,015	Residential Accredit Loans, Inc., Series 2006-QS10-A9		6.50%		08/25/2036		3,511,606
3,498,383	Residential Accredit Loans, Inc., Series 2006-QS4-A10		6.00%		04/25/2036		3,378,938
689,031	Residential Accredit Loans, Inc., Series 2006-QS6-1A15		6.00%		06/25/2036		658,222
55,984	Residential Accredit Loans, Inc., Series 2006-QS6-2A1		6.00%		06/25/2021		55,198
1,148,044	Residential Accredit Loans, Inc., Series 2007-QS3-A4		6.25%		02/25/2037		1,064,079
4,022,225	Residential Accredit Loans, Inc., Series 2007-QS9-A33		6.50%		07/25/2037		3,822,894
173,132	Residential Asset Mortgage Products, Inc., Series 2005-RS1-AI5		5.91%		01/25/2035		175,986
174,008	Residential Asset Securitization Trust, Series 2005-A10-A3		5.50%		09/25/2035		141,269
269,871	Residential Asset Securitization Trust, Series 2005-A11-2A4		6.00%		10/25/2035		206,418
53,537	Residential Asset Securitization Trust, Series 2005-A7-A3		5.50%		06/25/2035		44,573
1,630,296	Residential Asset Securitization Trust, Series 2006-A6-1A1		6.50%		07/25/2036		729,192
136,508	Residential Asset Securitization Trust, Series 2006-R1-A1 (-4 x 1 Month LIBOR USD + 28.40%, 28.40% Cap)		21.23%	I/FÞ	01/25/2046		171,105
83,275	Residential Funding Mortgage Securities Trust, Series 2006-S10-1A2		6.00%		10/25/2036		78,845
427,304	Residential Funding Mortgage Securities Trust, Series 2006-S11-A3		6.00%		11/25/2036		423,942
846,070	Residential Funding Mortgage Securities Trust, Series 2007-S2-A4		6.00%		02/25/2037		800,082
540,004	Residential Funding Mortgage Securities Trust, Series 2007-S3-1A4		6.00%		03/25/2037		504,694
8,818,912	Seasoned Credit Risk Transfer Trust, Series 2018-2-HV		3.00%	#	11/25/2057		8,918,734
26,930,026	Seasoned Credit Risk Transfer Trust, Series 2019-4-M55D		4.00%		02/25/2059		28,628,503
35,442,411	Securitized Mortgage Asset Loan Trust, Series 2015-1-PC		2.13%	#^	02/25/2054		32,396,870
6,510,747	Securitized Mortgage Asset Loan Trust, Series 2015-2-PC		0.00%	#^	12/26/2059		6,421,264
8,285,451	Securitized Mortgage Asset Loan Trust, Series 2015-3-PC		0.00%	#^	10/25/2044		8,189,196
7,558,527	Sequoia Mortgage Trust, Series 2007-3-2AA1		3.99%	#	07/20/2037		7,126,132
19,305,443	Shellpoint Co-Originator Trust, Series 2016-1-1A10		3.50%	#^	11/25/2046		19,549,553
4,416,897	Structured Asset Investment Loan Trust, Series 2006-BNC3-A1 (1 Month LIBOR USD + 0.18%, 0.18% Floor)		1.97%		09/25/2036		3,419,454
1,180,759	Structured Asset Securities Corporation, Series 2005-RF1-A (1 Month LIBOR USD + 0.35%, 0.35% Floor)		2.14%	^	03/25/2035		1,080,250
1,180,759	Structured Asset Securities Corporation, Series 2005-RF1-AIO		3.19%	#^I/O	03/25/2035		182,766
14,000,000	Toorak Mortgage Corporation Ltd., Series 2019-2-A1		3.72%	§	09/25/2022		14,053,477
28,104,633	Velocity Commercial Capital Loan Trust, Series 2018-1-A		3.59%	^	04/25/2048		28,721,440
3,968,964	Velocity Commercial Capital Loan Trust, Series 2018-1-M1		3.91%	^	04/25/2048		4,077,810
1,508,591	Velocity Commercial Capital Loan Trust, Series 2018-1-M2		4.26%	^	04/25/2048		1,550,630
1,025,468	Velocity Commercial Capital Loan Trust, Series 2018-1-M3		4.41%	^	04/25/2048		1,044,545
15,361,703	Velocity Commercial Capital Loan Trust, Series 2018-2-A		4.05%	#^	10/26/2048		15,615,208
5,013,451	Velocity Commercial Capital Loan Trust, Series 2019-1-M1		3.94%	#^	03/25/2049		5,101,931
1,309,464	Velocity Commercial Capital Loan Trust, Series 2019-1-M2		4.01%	#^	03/25/2049		1,333,325
1,478,948	Velocity Commercial Capital Loan Trust, Series 2019-1-M3		4.12%	#^	03/25/2049		1,505,349
25,896,434	Vericrest Opportunity Loan Trust, Series 2019-NPL3-A1		3.97%	^§	03/25/2049		26,094,076
2,833,944	Vericrest Opportunity Loan Trust, Series 2019-NPL5-A1A		3.35%	^§	09/25/2049		2,839,613
25,206,590	VOLT LLC, Series 2017-NPL9-A1		3.13%	^§	09/25/2047		25,293,261
20,136,132	VOLT LLC, Series 2018-NPL8-A1A		4.21%	^§	10/26/2048		20,164,000
3,100,000	VOLT LLC, Series 2019-NP10-A1A		3.43%	^§	12/27/2049		3,106,249
18,681,733	VOLT LLC, Series 2019-NPL6-A1A		3.23%	^§	10/25/2049		18,727,231
114,608	Washington Mutual Mortgage Pass-Through Certificates, Series 2005-1-2A		6.00%		03/25/2035		113,623
759,770	Washington Mutual Mortgage Pass-Through Certificates, Series 2006-1-3A1		5.75%		02/25/2036		727,574
1,945,493	Washington Mutual Mortgage Pass-Through Certificates, Series 2006-2-4CB		6.00%		03/25/2036		1,975,660
4,052,322	Washington Mutual Mortgage Pass-Through Certificates, Series 2006-8-A6		4.30%	ß	10/25/2036		2,201,841
2,576,760	Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR19-2A (11th District Cost of Funds Index + 1.25%, 1.25% Floor)		2.38%		01/25/2047		2,577,310
7,808,562	Washington Mutual Mortgage Pass-Through Certificates, Series 2007-2-1A3		6.00%		04/25/2037		7,175,761
1,590,423	Washington Mutual Mortgage Pass-Through Certificates, Series 2007-3-A6		6.00%		04/25/2037		1,548,409
106,816	Washington Mutual Mortgage Pass-Through Certificates, Series 2007-5-A11 (-6 x 1 Month LIBOR USD + 39.48%, 39.48% Cap)		28.73%	I/F	06/25/2037		207,589
9,748,489	Washington Mutual Mortgage Pass-Through Certificates, Series 2007-5-A3		7.00%		06/25/2037		6,836,223
805,605	Wells Fargo Alternative Loan Trust, Series 2007-PA5-1A1		6.25%		11/25/2037		801,773
28,930	Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR14-A6		4.85%	#	08/25/2035		28,956
591,642	Wells Fargo Mortgage Backed Securities Trust, Series 2006-7-2A1		6.00%		06/25/2036		591,505
57,196	Wells Fargo Mortgage Backed Securities Trust, Series 2007-7-A1		6.00%		06/25/2037		57,197
Total Non-Agency Residential Collateralized Mortgage Obligations (Cost $1,087,011,216)							1,101,295,546
US Corporate Bonds - 12.6%
14,766,000	AbbVie, Inc.		4.70%		05/14/2045		16,549,340
1,720,000	Acrisure LLC		8.13%	^	02/15/2024		1,873,725
1,235,000	Advanced Drainage Systems, Inc.		5.00%	^	09/30/2027		1,277,110
3,315,000	AECOM		5.13%		03/15/2027		3,573,064
12,868,000	Air Lease Corporation		3.75%		02/01/2022		13,250,463
1,495,000	Air Medical Merger Sub Corporation		6.38%	^	05/15/2023		1,342,383
1,435,000	Albertsons LLC		4.63%	^	01/15/2027		1,435,933
1,495,000	Albertsons LLC		5.88%	^	02/15/2028		1,591,203
12,430,000	Alexandria Real Estate Equities, Inc.		4.00%		01/15/2024		13,242,048
1,235,000	Alliant Holdings Intermediate LLC		6.75%	^	10/15/2027		1,324,908
1,435,000	Allied Universal Holding Company		6.63%	^	07/15/2026		1,544,884
1,460,000	Allied Universal Holding Company		9.75%	^	07/15/2027		1,563,065
2,985,000	Allison Transmission, Inc.		5.00%	^	10/01/2024		3,063,326
14,655,000	Altria Group, Inc.		4.80%		02/14/2029		16,327,283
1,541,000	AMC Merger, Inc.		8.00%	^	05/15/2025		1,029,257
1,085,000	American Axle & Manufacturing, Inc.		6.25%		03/15/2026		1,113,858
15,490,000	American Express Credit Corporation		2.50%		08/01/2022		15,672,371
4,433,000	American Tower Corporation		3.38%		10/15/2026		4,608,224
14,172,000	American Tower Corporation		3.60%		01/15/2028		14,887,195
1,130,000	Amsted Industries, Inc.		5.63%	^	07/01/2027		1,201,018
6,100,000	Anheuser-Busch InBev Worldwide, Inc.		4.90%		02/01/2046		7,225,257
8,205,000	Anheuser-Busch InBev Worldwide, Inc.		4.60%		04/15/2048		9,350,468
989,000	Antero Midstream Partners LP		5.75%	^	03/01/2027		872,199
8,170,000	Anthem, Inc.		2.38%		01/15/2025		8,183,242
2,930,000	Aramark Services, Inc.		5.00%	^	04/01/2025		3,061,821
1,325,000	Argos Merger Sub, Inc.		7.13%	^	03/15/2023		1,301,812
7,320,000	Arrow Electronics, Inc.		3.88%		01/12/2028		7,498,157
690,000	Ascend Learning LLC		6.88%	^	08/01/2025		726,511
2,655,000	Ascend Learning LLC		6.88%	^	08/01/2025		2,795,489
1,000,000	ASGN, Inc.		4.63%	^	05/15/2028		1,029,730
2,980,000	AssuredPartners, Inc.		7.00%	^	08/15/2025		3,038,676
20,665,000	AT&T, Inc.		5.25%		03/01/2037		24,672,134
15,884,000	Athene Global Funding		3.00%	^	07/01/2022		16,159,443
3,085,000	Avantor, Inc.		9.00%	^	10/01/2025		3,454,012
15,208,000	AXA Equitable Holdings, Inc.		3.90%		04/20/2023		15,936,909
1,955,000	B&G Foods, Inc.		5.25%		04/01/2025		2,014,461
1,250,000	B&G Foods, Inc.		5.25%		09/15/2027		1,264,062
865,000	Banff Merger Sub, Inc.		9.75%	^	09/01/2026		877,997
15,600,000	Bank of America Corporation (3 Month LIBOR USD + 1.21%)		3.97%		02/07/2030		17,150,386
25,525,000	BAT Capital Corporation		3.46%		09/06/2029		25,837,439
1,090,000	Bausch Health Companies, Inc.		7.00%	^	03/15/2024		1,135,873
580,000	Bausch Health Companies, Inc.		5.75%	^	08/15/2027		630,373
1,285,000	Bausch Health Companies, Inc.		5.00%	^	01/30/2028		1,322,124
1,315,000	Bausch Health Companies, Inc.		5.25%	^	01/30/2030		1,366,942
2,355,000	Bausch Health Companies, Inc.		7.00%	^	01/15/2028		2,594,857
2,350,000	Bausch Health Companies, Inc.		7.25%	^	05/30/2029		2,689,222
2,045,000	Beacon Escrow Corporation		4.88%	^	11/01/2025		2,059,489
820,000	Beacon Roofing Supply, Inc.		4.50%	^	11/15/2026		845,625
23,535,000	Becton Dickinson and Company		2.89%		06/06/2022		23,923,310
2,170,000	Berry Global Escrow Corporation		5.63%	^	07/15/2027		2,332,804
15,215,000	Boston Properties LP		3.40%		06/21/2029		15,895,188
1,235,000	Boyd Gaming Corporation		4.75%	^	12/01/2027		1,285,141
3,465,000	Boyne USA, Inc.		7.25%	^	05/01/2025		3,778,288
14,005,000	Bristol-Myers Squibb Company		4.35%	^	11/15/2047		16,702,658
13,630,000	Brooklyn Union Gas Company		4.49%	^	03/04/2049		15,650,423
2,786,000	Builders FirstSource, Inc.		5.63%	^	09/01/2024		2,903,249
665,000	Builders FirstSource, Inc.		6.75%	^	06/01/2027		730,900
1,200,000	Calpine Corporation		5.75%		01/15/2025		1,234,500
1,185,000	Calpine Corporation		5.25%	^	06/01/2026		1,236,633
890,000	Calpine Corporation		4.50%	^	02/15/2028		899,007
555,000	Calpine Corporation		5.13%	^	03/15/2028		567,876
4,050,000	Capital One Financial Corporation (3 Month LIBOR USD + 0.72%)		2.66%		01/30/2023		4,056,488
1,210,000	Carvana Company		8.88%	^	10/01/2023		1,278,813
2,165,000	Catalent Pharma Solutions, Inc.		5.00%	^	07/15/2027		2,271,843
4,771,000	CCO Holdings LLC		5.75%	^	02/15/2026		5,042,327
1,255,000	CCO Holdings LLC		5.00%	^	02/01/2028		1,319,218
2,520,000	CCO Holdings LLC		4.75%	^	03/01/2030		2,575,138
860,000	CDK Global, Inc.		5.88%		06/15/2026		920,312
830,000	CDK Global, Inc.		5.25%	^	05/15/2029		891,212
1,830,000	Cedar Fair LP		5.25%	^	07/15/2029		1,975,210
1,165,000	Cengage Learning, Inc.		9.50%	^	06/15/2024		1,011,121
1,580,000	Centene Corporation		4.25%	^	12/15/2027		1,628,348
1,345,000	Centene Corporation		4.63%	^	12/15/2029		1,419,916
1,165,000	Century Communities, Inc.		6.75%	^	06/01/2027		1,251,819
1,305,000	CenturyLink, Inc.		5.13%	^	12/15/2026		1,331,270
1,180,000	CFX Escrow Corporation		6.00%	^	02/15/2024		1,256,210
1,645,000	CFX Escrow Corporation		6.38%	^	02/15/2026		1,795,106
1,230,000	Charles River Laboratories International, Inc.		4.25%	^	05/01/2028		1,255,338
14,165,000	Charles Schwab Corporation		3.55%		02/01/2024		14,943,075
14,746,000	Charter Communications Operating LLC		4.91%		07/23/2025		16,243,592
4,395,000	Cheniere Energy Partners LP		5.25%		10/01/2025		4,590,929
390,000	Cheniere Energy Partners LP		5.63%		10/01/2026		413,156
825,000	Cheniere Energy Partners LP		4.50%	^	10/01/2029		849,296
7,380,000	Cigna Corporation		4.90%		12/15/2048		8,824,351
7,655,000	Cigna Corporation (3 Month LIBOR USD + 0.89%)		2.89%		07/15/2023		7,700,939
1,965,000	Cincinnati Bell, Inc.		7.00%	^	07/15/2024		2,065,687
23,400,000	Citigroup, Inc. (3 Month LIBOR USD + 1.10%)		3.00%		05/17/2024		23,722,165
2,140,000	Clean Harbors, Inc.		4.88%	^	07/15/2027		2,256,309
460,000	Clean Harbors, Inc.		5.13%	^	07/15/2029		494,706
1,284,000	Clear Channel Worldwide Holdings, Inc.		9.25%	^	02/15/2024		1,424,707
1,265,000	Clearway Energy Operating LLC		4.75%	^	03/15/2028		1,283,975
815,000	CNO Financial Group, Inc.		5.25%		05/30/2029		912,064
3,220,000	CNX Midstream Partners LP		6.50%	^	03/15/2026		2,979,619
14,895,000	Comcast Corporation		3.95%		10/15/2025		16,256,023
1,320,000	CommScope Finance LLC		5.50%	^	03/01/2024		1,378,852
625,000	CommScope Finance LLC		6.00%	^	03/01/2026		666,015
3,895,000	Constellation Brands, Inc.		3.15%		08/01/2029		3,941,975
1,380,000	Constellation Merger Sub, Inc.		8.50%	^	09/15/2025		1,208,073
7,722,000	Corning, Inc.		4.38%		11/15/2057		7,946,099
3,130,000	Cott Holdings, Inc.		5.50%	^	04/01/2025		3,277,376
2,060,000	CRC Issuer LLC		5.25%	^	10/15/2025		2,134,675
2,255,000	Credit Acceptance Corporation		6.63%	^	03/15/2026		2,443,569
1,940,000	Crown Americas LLC		4.50%		01/15/2023		2,044,256
2,820,000	Crown Americas LLC		4.75%		02/01/2026		2,986,655
14,045,000	Crown Castle International Corporation		3.65%		09/01/2027		14,858,981
815,000	Crown Castle International Corporation		3.80%		02/15/2028		868,437
1,988,000	CSC Holdings LLC		5.25%		06/01/2024		2,146,215
2,940,000	CSC Holdings LLC		5.75%	^	01/15/2030		3,142,125
2,700,000	CSI Compressco LP		7.50%	^	04/01/2025		2,660,620
15,465,000	CSX Corporation		3.80%		11/01/2046		16,191,889
7,385,000	CVS Health Corporation		5.05%		03/25/2048		8,739,141
2,200,000	Dana Financing Ltd.		5.75%	^	04/15/2025		2,305,413
410,000	Dana, Inc.		5.38%		11/15/2027		423,325
16,060,000	Delta Air Lines, Inc.		3.80%		04/19/2023		16,666,846
1,815,000	Diamond Sports Group LLC		5.38%	^	08/15/2026		1,839,368
3,690,000	Diamondback Energy, Inc.		2.88%		12/01/2024		3,732,120
3,500,000	Digital Realty Trust		3.70%		08/15/2027		3,707,894
3,000,000	Digital Realty Trust		3.60%		07/01/2029		3,122,187
17,835,000	Discover Financial Services		4.10%		02/09/2027		19,213,313
1,355,000	DISH DBS Corporation		5.88%		11/15/2024		1,387,466
14,005,000	Dollar Tree, Inc.		4.00%		05/15/2025		14,980,370
12,745,000	DowDuPont, Inc.		5.42%		11/15/2048		15,755,435
4,400,000	DTE Energy Company		2.95%		03/01/2030		4,360,373
3,615,000	Duke Energy Corporation		3.75%		09/01/2046		3,734,004
7,615,000	Duke Energy Corporation		3.95%		08/15/2047		8,054,014
11,590,000	Duke Energy Progress, Inc.		4.15%		12/01/2044		13,081,923
670,000	Dun & Bradstreet Corporation		10.25%	^	02/15/2027		771,739
1,305,000	Eagle Holding Company (PIK 9.25%)		7.75%	^	05/15/2022		1,327,394
1,180,000	EES Finance Corporation		8.13%		05/01/2025		1,165,740
1,710,000	Eldorado Resorts, Inc.		6.00%		04/01/2025		1,803,340
1,256,000	Embarq Corporation		8.00%		06/01/2036		1,330,449
7,425,000	Enable Midstream Partners LP		4.40%		03/15/2027		7,413,915
620,000	Encompass Health Corporation		4.50%		02/01/2028		643,622
215,000	Encompass Health Corporation		4.75%		02/01/2030		223,460
2,310,000	Energizer Holdings, Inc.		7.75%	^	01/15/2027		2,585,814
13,325,000	Energy Transfer Partners LP		4.75%		01/15/2026		14,426,373
1,250,000	Energy Transfer Partners LP		4.20%		04/15/2027		1,308,759
405,000	Enterprise Merger Sub, Inc.		8.75%	^	10/15/2026		252,253
1,125,000	EP Energy LLC		7.75%	^W	05/15/2026		807,578
3,981,000	ESH Hospitality, Inc.		5.25%	^	05/01/2025		4,123,659
825,000	ESH Hospitality, Inc.		4.63%	^	10/01/2027		836,839
7,682,000	Essex Portfolio LP		3.00%		01/15/2030		7,773,060
3,954,000	Exelon Corporation		3.40%		04/15/2026		4,130,472
7,820,000	Expedia Group, Inc.		3.80%		02/15/2028		7,975,731
755,000	Extraction Oil & Gas, Inc.		5.63%	^	02/01/2026		455,150
7,447,000	FedEx Corporation		4.75%		11/15/2045		7,832,381
1,520,000	Financial & Risk US Holdings, Inc.		6.25%	^	05/15/2026		1,661,512
1,560,000	Financial & Risk US Holdings, Inc.		8.25%	^	11/15/2026		1,759,836
2,125,000	Flex Acquisition Company, Inc.		6.88%	^	01/15/2025		2,146,229
3,460,000	Ford Motor Company		7.45%		07/16/2031		4,107,619
2,220,000	Foresight Energy LLC		11.50%	^W	04/01/2023		88,800
2,535,000	Frontdoor, Inc.		6.75%	^	08/15/2026		2,770,368
605,000	Frontier Communications Corporation		8.50%		04/15/2020		362,519
945,000	Frontier Communications Corporation		7.13%		01/15/2023		463,050
765,000	Frontier Communications Corporation		8.50%	^	04/01/2026		775,978
1,335,000	Frontier Communications Corporation		8.00%	^	04/01/2027		1,397,545
1,068,000	FTS International, Inc.		6.25%		05/01/2022		697,203
2,055,000	Gates Global LLC		6.25%	^	01/15/2026		2,094,137
6,585,000	General Electric Company		5.88%		01/14/2038		7,978,631
6,205,000	General Motors Financial Company		3.95%		04/13/2024		6,487,079
4,265,000	General Motors Financial Company (3 Month LIBOR USD + 0.80%)		2.69%		08/07/2020		4,271,691
13,645,000	General Motors Financial Company (3 Month LIBOR USD + 0.99%)		3.03%		01/05/2023		13,571,788
3,440,000	Genesys Telecommunications Laboratories, Inc.		10.00%	^	11/30/2024		3,726,672
16,260,000	Georgia Power Company		2.20%		09/15/2024		16,265,117
2,250,000	Global Aircraft Leasing Company (PIK 7.25%)		6.50%	^	09/15/2024		2,353,387
1,875,000	Gogo Finance Company, Inc.		9.88%	^	05/01/2024		1,984,378
1,035,000	Golden Entertainment, Inc.		7.63%	^	04/15/2026		1,117,668
3,290,000	Golden Nugget, Inc.		6.75%	^	10/15/2024		3,413,342
500,000	Golden Nugget, Inc.		8.75%	^	10/01/2025		535,933
19,888,000	Goldman Sachs Group, Inc. (3 Month LIBOR USD + 1.17%)		3.08%		05/15/2026		20,108,654
860,000	Gray Television, Inc.		5.13%	^	10/15/2024		894,043
1,510,000	Gray Television, Inc.		7.00%	^	05/15/2027		1,680,781
740,000	GrubHub Holdings, Inc.		5.50%	^	07/01/2027		694,231
1,315,000	GTT Communications, Inc.		7.88%	^	12/31/2024		995,731
1,820,000	Gulfport Energy Corporation		6.38%		05/15/2025		1,161,005
15,892,000	Hasbro, Inc.		3.50%		09/15/2027		15,769,647
850,000	HCA, Inc.		5.25%		04/15/2025		951,260
4,850,000	HCA, Inc.		5.38%		09/01/2026		5,413,934
270,000	HCA, Inc.		5.88%		02/01/2029		312,525
7,770,000	HCA, Inc.		4.13%		06/15/2029		8,249,126
4,265,000	Hess Midstream Operations LP		5.63%	^	02/15/2026		4,449,280
1,975,000	Hess Midstream Operations LP		5.13%	^	06/15/2028		2,002,156
985,000	Hexion, Inc.		7.88%	^	07/15/2027		1,026,838
1,797,000	HilCorporationEnergy LP		6.25%	^	11/01/2028		1,712,267
440,000	Hillman Group, Inc.		6.38%	^	07/15/2022		410,437
975,000	Hill-Rom Holdings, Inc.		4.38%	^	09/15/2027		1,005,808
4,890,000	Hilton Domestic Operating Company, Inc.		4.25%		09/01/2024		4,995,942
7,260,000	Home Depot, Inc.		3.90%		06/15/2047		8,202,413
2,410,000	Horizon Pharma USA, Inc.		5.50%	^	08/01/2027		2,607,500
1,890,000	IAA Spinco, Inc.		5.50%	^	06/15/2027		2,011,622
2,405,000	Icahn Enterprises LP		6.25%		05/15/2026		2,565,832
1,275,000	Icahn Enterprises LP		5.25%	^	05/15/2027		1,307,041
480,000	iHeartCommunications, Inc.		6.38%		05/01/2026		521,700
230,000	iHeartCommunications, Inc.		8.38%		05/01/2027		254,576
1,000,000	iHeartCommunications, Inc.		5.25%	^	08/15/2027		1,048,150
875,000	Indigo Natural Resources LLC		6.88%	^	02/15/2026		824,709
2,470,000	Informatica LLC		7.13%	^	07/15/2023		2,513,200
1,435,000	Installed Building Products, Inc.		5.75%	^	02/01/2028		1,537,742
14,055,000	Interpublic Group of Companies, Inc.		5.40%		10/01/2048		17,225,276
2,045,000	IQVIA, Inc.		5.00%	^	05/15/2027		2,168,063
2,314,000	IRB Holding Corporation		6.75%	^	02/15/2026		2,430,504
2,685,000	Iridium Communications, Inc.		10.25%	^	04/15/2023		2,880,777
1,740,000	Iron Mountain, Inc.		4.88%	^	09/15/2029		1,771,533
1,000,000	iStar, Inc.		4.75%		10/01/2024		1,038,335
275,000	JBS LLC		5.75%	^	06/15/2025		285,427
430,000	JBS USA Finance, Inc.		5.88%	^	07/15/2024		443,008
1,710,000	JBS USA Finance, Inc.		6.75%	^	02/15/2028		1,892,731
1,670,000	JBS USA Finance, Inc.		6.50%	^	04/15/2029		1,858,927
600,000	JBS USA LUX S.A.		5.50%	^	01/15/2030		645,570
2,795,000	JELD-WEN, Inc.		4.63%	^	12/15/2025		2,885,600
8,015,000	John Deere Capital Corporation		3.45%		01/10/2024		8,445,426
2,465,000	KAR Auction Services, Inc.		5.13%	^	06/01/2025		2,568,740
11,824,000	Kinder Morgan Energy Partners LP		6.95%		01/15/2038		15,652,387
760,000	Kraton Polymers LLC / Kraton Polymers Capital Corp.		7.00%	^	04/15/2025		784,936
1,475,000	Kratos Defense & Security Solutions, Inc.		6.50%	^	11/30/2025		1,582,550
15,245,000	Kroger Company		3.40%		04/15/2022		15,676,321
1,525,000	Level 3 Financing, Inc.		4.63%	^	09/15/2027		1,564,116
23,219,000	Liberty Mutual Group, Inc.		3.95%	^	10/15/2050		24,156,516
1,905,000	Lions Gate Capital Holdings LLC		6.38%	^	02/01/2024		1,995,507
2,990,000	Live Nation Entertainment, Inc.		5.63%	^	03/15/2026		3,192,864
13,037,000	Lockheed Martin Corporation		4.70%		05/15/2046		16,619,870
2,835,000	LTF Merger Sub, Inc.		8.50%	^	06/15/2023		2,899,964
13,619,000	Marathon Petroleum Corporation		5.13%		12/15/2026		15,424,316
1,925,000	Marriott Ownership Resorts, Inc.		6.50%		09/15/2026		2,099,451
14,460,000	Marvell Technology Group Ltd.		4.20%		06/22/2023		15,269,606
2,250,000	Masonite International Corporation		5.75%	^	09/15/2026		2,397,032
2,535,000	Match Group, Inc.		5.00%	^	12/15/2027		2,649,956
1,520,000	Matterhorn Merger Sub LLC		8.50%	^	06/01/2026		1,426,097
7,020,000	McDonald’s Corporation		4.45%		03/01/2047		8,057,838
50,000	Metropolitan Edison Company		4.00%	^	04/15/2025		53,238
1,710,000	MGM Growth Properties LP		5.75%	^	02/01/2027		1,913,063
1,150,000	MGM Resorts International		5.75%		06/15/2025		1,290,864
6,255,000	Monongahela Power Company		5.40%	^	12/15/2043		8,080,585
14,609,000	Morgan Stanley (3 Month LIBOR USD + 1.34%)		3.59%		07/22/2028		15,527,438
1,152,000	Moss Creek Resources Holdings, Inc.		7.50%	^	01/15/2026		878,800
1,735,000	MPH Acquisition Holdings LLC		7.13%	^	06/01/2024		1,682,933
1,250,000	MPLX LP		4.00%		03/15/2028		1,294,185
3,720,000	MPT Operating Partnership LP		5.00%		10/15/2027		3,952,593
940,000	Murphy Oil USA, Inc.		4.75%		09/15/2029		994,445
1,285,000	Nabors Industries, Inc.		5.75%		02/01/2025		1,160,246
2,795,000	Navient Corporation		6.50%		06/15/2022		3,036,069
2,060,000	NCL Corp Ltd.		3.63%	^	12/15/2024		2,093,475
860,000	Netflix, Inc.		5.88%		02/15/2025		960,693
765,000	Netflix, Inc.		5.38%	^	11/15/2029		816,125
550,000	Netflix, Inc.		4.88%	^	06/15/2030		559,611
1,025,000	Nexstar Broadcasting, Inc.		5.63%	^	07/15/2027		1,082,041
8,467,000	NextEra Energy Capital Holdings, Inc.		3.55%		05/01/2027		8,993,445
3,207,000	NFP Corporation		6.88%	^	07/15/2025		3,223,003
840,000	NGL Energy Finance Corporation		7.50%	^	04/15/2026		814,693
945,000	NRG Energy, Inc.		5.25%	^	06/15/2029		1,023,530
1,650,000	NuStar Logistics LP		6.00%		06/01/2026		1,747,967
880,000	NVA Holdings, Inc.		6.88%	^	04/01/2026		953,700
1,610,000	Oasis Petroleum, Inc.		6.88%		03/15/2022		1,553,650
1,055,000	Oasis Petroleum, Inc.		6.25%	^	05/01/2026		878,314
148,000	Oncor Electric Delivery Company LLC		2.95%		04/01/2025		151,337
16,120,000	Oncor Electric Delivery Company LLC		3.10%		09/15/2049		15,981,897
4,060,000	ONEOK, Inc.		3.40%		09/01/2029		4,127,890
8,405,000	Owens Corning		4.40%		01/30/2048		8,135,784
7,010,000	Packaging Corporation of America		3.40%		12/15/2027		7,337,054
1,445,000	Panther BF Aggregator LP		6.25%	^	05/15/2026		1,559,695
745,000	Panther BF Aggregator LP		8.50%	^	05/15/2027		792,941
2,520,000	Par Petroleum Finance Corporation		7.75%	^	12/15/2025		2,615,546
2,305,000	Parsley Energy LLC		5.63%	^	10/15/2027		2,441,802
2,115,000	Peabody Securities Finance Corporation		6.00%	^	03/31/2022		2,067,413
2,085,000	Penn National Gaming, Inc.		5.63%	^	01/15/2027		2,209,375
6,620,000	Penske Truck Leasing Company		4.20%	^	04/01/2027		7,097,619
1,915,000	Performance Food Group, Inc.		5.50%	^	10/15/2027		2,051,492
1,018,000	PetSmart, Inc.		5.88%	^	06/01/2025		1,039,633
3,070,000	Pilgrim’s Pride Corporation		5.88%	^	09/30/2027		3,325,117
1,670,000	Polaris Intermediate Corporation (PIK 9.25%)		8.50%	^	12/01/2022		1,559,352
2,390,000	Post Holdings, Inc.		5.50%	^	03/01/2025		2,508,508
430,000	Post Holdings, Inc.		5.50%	^	12/15/2029		459,305
1,263,000	Prime Security Services Borrower LLC		9.25%	^	05/15/2023		1,326,939
7,705,000	Prudential Financial, Inc.		3.91%		12/07/2047		8,283,161
11,955,000	PSEG Power LLC		3.85%		06/01/2023		12,546,741
14,460,000	Public Storage		3.39%		05/01/2029		15,354,914
1,280,000	QEP Resources, Inc.		5.25%		05/01/2023		1,270,400
1,175,000	QEP Resources, Inc.		5.63%		03/01/2026		1,148,886
380,000	Radiate Finance, Inc.		6.88%	^	02/15/2023		387,758
1,695,000	Radiate Finance, Inc.		6.63%	^	02/15/2025		1,716,891
2,150,000	Resideo Funding, Inc.		6.13%	^	11/01/2026		2,171,554
1,073,000	Riverbed Technology, Inc.		8.88%	^	03/01/2023		622,340
7,435,000	Royal Caribbean Cruises Ltd.		3.70%		03/15/2028		7,648,245
14,675,000	Sabine Pass Liquefaction LLC		5.00%		03/15/2027		16,149,613
1,580,000	Schweitzer-Mauduit International, Inc.		6.88%	^	10/01/2026		1,706,949
1,820,000	Scientific Games International, Inc.		5.00%	^	10/15/2025		1,911,000
735,000	Scientific Games International, Inc.		8.25%	^	03/15/2026		811,715
295,000	Scientific Games International, Inc.		7.00%	^	05/15/2028		316,196
700,000	Scientific Games International, Inc.		7.25%	^	11/15/2029		762,545
1,450,000	Scotts Miracle-Gro Company		4.50%	^	10/15/2029		1,485,851
1,475,000	Scripps Escrow, Inc.		5.88%	^	07/15/2027		1,547,791
2,895,000	Select Medical Corporation		6.25%	^	08/15/2026		3,139,208
2,525,000	ServiceMaster Company LLC		5.13%	^	11/15/2024		2,624,952
8,175,000	Simon Property Group LP		2.45%		09/13/2029		8,045,781
2,195,000	Sirius XM Radio, Inc.		5.38%	^	07/15/2026		2,337,044
1,100,000	Sirius XM Radio, Inc.		5.50%	^	07/01/2029		1,191,399
3,020,000	Six Flags Entertainment Corporation		4.88%	^	07/31/2024		3,135,772
15,691,000	Smithfield Foods, Inc.		4.25%	^	02/01/2027		16,148,280
7,945,000	Southern California Edison Company		4.00%		04/01/2047		8,352,663
1,230,000	Spectrum Brands, Inc.		5.00%	^	10/01/2029		1,273,477
850,000	Springleaf Finance Corporation		6.88%		03/15/2025		968,992
280,000	Springleaf Finance Corporation		7.13%		03/15/2026		324,261
390,000	Springleaf Finance Corporation		6.63%		01/15/2028		440,954
825,000	Springleaf Finance Corporation		5.38%		11/15/2029		862,661
3,965,000	Sprint Capital Corporation		6.88%		11/15/2028		4,279,623
3,815,000	Sprint Corporation		7.13%		06/15/2024		4,123,386
7,520,000	Sprint Spectrum Company LLC		4.74%	^	03/20/2025		7,985,450
2,495,000	SS&C Technologies, Inc.		5.50%	^	09/30/2027		2,668,091
1,495,000	Staples, Inc.		7.50%	^	04/15/2026		1,553,864
500,000	Staples, Inc.		10.75%	^	04/15/2027		508,425
940,000	Star Merger Sub, Inc.		6.88%	^	08/15/2026		1,039,287
1,745,000	Stevens Holding Company, Inc.		6.13%	^	10/01/2026		1,911,381
2,908,000	SunCoke Energy Partners Finance Corporation		7.50%	^	06/15/2025		2,803,777
1,910,000	Sunoco LP		5.50%		02/15/2026		1,987,064
1,010,000	Sunoco LP		6.00%		04/15/2027		1,080,521
15,110,000	Synchrony Financial		3.95%		12/01/2027		15,876,625
1,095,000	Talen Energy Supply LLC		6.63%	^	01/15/2028		1,120,018
925,000	Tapstone Energy Finance Corporation		0.00%	^W	06/01/2022		7,863
1,990,000	Targa Resources Partners Finance Corporation		5.88%		04/15/2026		2,118,104
800,000	Targa Resources Partners Finance Corporation		6.50%	^	07/15/2027		877,480
825,000	Targa Resources Partners Finance Corporation		5.50%	^	03/01/2030		848,719
3,600,000	Tempo Acquisition Finance Corporation		6.75%	^	06/01/2025		3,725,964
3,115,000	Tempur Sealy International, Inc.		5.50%		06/15/2026		3,288,194
1,760,000	Tenet Healthcare Corporation		7.00%		08/01/2025		1,862,670
1,800,000	Tenet Healthcare Corporation		4.88%	^	01/01/2026		1,887,570
1,930,000	Tenet Healthcare Corporation		6.25%	^	02/01/2027		2,079,575
750,000	Tenet Healthcare Corporation		5.13%	^	11/01/2027		793,125
1,940,000	TerraForm Power Operating LLC		4.25%	^	01/31/2023		2,002,002
4,795,000	T-Mobile USA, Inc.		4.50%		02/01/2026		4,923,746
2,205,000	TransDigm, Inc.		6.25%	^	03/15/2026		2,391,287
1,365,000	TransDigm, Inc.		6.38%		06/15/2026		1,450,258
1,190,000	TransDigm, Inc.		5.50%	^	11/15/2027		1,205,565
872,200	Transocean Guardian Ltd.		5.88%	^	01/15/2024		893,996
2,120,000	Transocean Poseidon Ltd.		6.88%	^	02/01/2027		2,252,124
1,498,000	Transocean Proteus Ltd.		6.25%	^	12/01/2024		1,547,307
1,155,000	Transocean, Inc.		7.25%	^	11/01/2025		1,134,776
1,320,000	Trident Merger Sub, Inc.		6.63%	^	11/01/2025		1,191,848
495,000	Triumph Group, Inc.		6.25%	^	09/15/2024		521,401
1,957,000	Triumph Group, Inc.		7.75%		08/15/2025		2,046,269
2,240,000	Twin River Worldwide Holdings, Inc.		6.75%	^	06/01/2027		2,347,178
1,265,000	Uber Technologies, Inc.		8.00%	^	11/01/2026		1,321,700
700,000	Uber Technologies, Inc.		7.50%	^	09/15/2027		719,926
2,535,000	United Rentals North America, Inc.		6.50%		12/15/2026		2,790,813
300,000	United Rentals North America, Inc.		5.25%		01/15/2030		323,445
510,000	Univision Communications, Inc.		5.13%	^	05/15/2023		510,000
3,415,000	USA Compression Partners LP		6.88%		09/01/2027		3,563,382
14,757,000	Verizon Communications, Inc.		4.40%		11/01/2034		17,099,085
6,735,000	Verizon Communications, Inc.		4.27%		01/15/2036		7,616,306
2,365,000	Verscend Escrow Corporation		9.75%	^	08/15/2026		2,592,690
3,415,000	Viking Cruises Ltd.		5.88%	^	09/15/2027		3,656,099
1,235,000	Vine Oil & Gas Finance Corporation		8.75%	^	04/15/2023		609,164
1,215,000	Viper Energy Partners LP		5.38%	^	11/01/2027		1,265,848
965,000	Vistra Operations Co LLC		5.63%	^	02/15/2027		1,018,654
1,405,000	Vizient, Inc.		6.25%	^	05/15/2027		1,507,351
18,495,000	Volkswagen Group of America Finance LLC		4.25%	^	11/13/2023		19,707,516
1,990,000	Wand Merger Corporation		8.13%	^	07/15/2023		2,110,604
14,740,000	Waste Management, Inc.		4.00%		07/15/2039		16,504,873
1,805,000	Waste Pro, Inc.		5.50%	^	02/15/2026		1,885,905
68,000	Weatherford International Ltd.		11.00%	^	12/01/2024		73,695
2,415,000	WellCare Health Plans, Inc.		5.25%		04/01/2025		2,517,613
2,285,000	WellCare Health Plans, Inc.		5.38%	^	08/15/2026		2,437,752
7,850,000	Wells Fargo & Company (3 Month LIBOR USD + 1.17%)		2.88%		10/30/2030		7,902,664
6,905,000	Wells Fargo & Company (3 Month LIBOR USD + 1.17%)		3.20%		06/17/2027		7,163,573
15,115,000	Welltower, Inc.		3.95%		09/01/2023		15,952,100
1,090,000	West Street Merger Sub, Inc.		6.38%	^	09/01/2025		1,089,989
725,000	WeWork Companies, Inc.		7.88%	^	05/01/2025		599,930
2,430,000	Whiting Petroleum Corporation		6.63%		01/15/2026		1,662,132
1,600,000	William Carter Company		5.63%	^	03/15/2027		1,723,716
13,740,000	Willis North America, Inc.		4.50%		09/15/2028		15,144,221
760,000	Wolverine Escrow LLC		9.00%	^	11/15/2026		797,495
1,430,000	WPX Energy, Inc.		5.25%		10/15/2027		1,511,296
15,140,000	WRKCo, Inc.		3.75%		03/15/2025		15,989,759
1,245,000	Yum! Brands, Inc.		4.75%	^	01/15/2030		1,306,441
Total US Corporate Bonds (Cost $1,532,289,967)							1,619,431,904
US Government and Agency Mortgage Backed Obligations - 18.0%
572,480	Federal Home Loan Mortgage Corporation, Pool G01840		5.00%		07/01/2035		631,931
308,941	Federal Home Loan Mortgage Corporation, Pool G04817		5.00%		09/01/2038		340,815
13,434,653	Federal Home Loan Mortgage Corporation, Pool G08537		3.00%		07/01/2043		13,837,869
9,955,923	Federal Home Loan Mortgage Corporation, Pool G08622		3.00%		01/01/2045		10,209,156
9,244,068	Federal Home Loan Mortgage Corporation, Pool G08686		3.00%		01/01/2046		9,469,965
39,671,734	Federal Home Loan Mortgage Corporation, Pool G08701		3.00%		04/01/2046		40,641,577
2,171,206	Federal Home Loan Mortgage Corporation, Pool G08737		3.00%		12/01/2046		2,224,352
53,424,626	Federal Home Loan Mortgage Corporation, Pool G61645		4.00%		10/01/2048		55,576,472
1,892,830	Federal Home Loan Mortgage Corporation, Pool N70081		5.50%		07/01/2038		2,093,102
8,377,462	Federal Home Loan Mortgage Corporation, Pool Q33789		3.50%		06/01/2045		8,842,840
41,739,096	Federal Home Loan Mortgage Corporation, Pool Q51461		3.50%		10/01/2047		43,358,407
49,191,416	Federal Home Loan Mortgage Corporation, Pool RB5022		3.00%		11/01/2039		50,302,362
9,597,974	Federal Home Loan Mortgage Corporation, Pool RC1060		2.50%		09/01/2034		9,735,844
17,922,140	Federal Home Loan Mortgage Corporation, Pool SB0048		3.00%		08/01/2034		18,456,088
52,249,993	Federal Home Loan Mortgage Corporation, Pool SD0035		3.00%		04/01/2047		53,425,810
2,824,196	Federal Home Loan Mortgage Corporation, Pool T60854		3.50%		09/01/2042		2,910,324
534,148	Federal Home Loan Mortgage Corporation, Pool U60299		4.00%		11/01/2040		568,454
14,416,137	Federal Home Loan Mortgage Corporation, Pool V83144		4.00%		04/01/2047		15,144,356
33,711,237	Federal Home Loan Mortgage Corporation, Pool ZT1827		3.00%		07/01/2047		34,514,969
59,798	Federal Home Loan Mortgage Corporation, Series 2692-SC (-2 x 1 Month LIBOR USD + 13.29%, 13.29% Cap)		9.81%	I/F	07/15/2033		72,759
1,707,012	Federal Home Loan Mortgage Corporation, Series 2722-PS (-1 x 1 Month LIBOR USD + 9.89%, 9.89% Cap)		7.96%	I/F	12/15/2033		2,037,143
80,897	Federal Home Loan Mortgage Corporation, Series 2750-ZT		5.00%		02/15/2034		88,315
172,490	Federal Home Loan Mortgage Corporation, Series 3002-SN (-1 x 1 Month LIBOR USD + 6.50%, 6.50% Cap)		4.76%	I/F I/O	07/15/2035		30,475
77,877	Federal Home Loan Mortgage Corporation, Series 3045-DI (-1 x 1 Month LIBOR USD + 6.73%, 6.73% Cap)		4.99%	I/F I/O	10/15/2035		12,062
271,813	Federal Home Loan Mortgage Corporation, Series 3116-Z		5.50%		02/15/2036		300,147
26,477	Federal Home Loan Mortgage Corporation, Series 3117-ZN		4.50%		02/15/2036		27,643
324,937	Federal Home Loan Mortgage Corporation, Series 3203-ZC		5.00%		07/15/2036		358,180
97,481	Federal Home Loan Mortgage Corporation, Series 3275-SC (-1 x 1 Month LIBOR USD + 6.08%, 6.08% Cap)		4.34%	I/F I/O	02/15/2037		13,233
269,549	Federal Home Loan Mortgage Corporation, Series 3382-SB (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap)		4.26%	I/F I/O	11/15/2037		28,438
302,356	Federal Home Loan Mortgage Corporation, Series 3384-S (-1 x 1 Month LIBOR USD + 6.39%, 6.39% Cap)		4.65%	I/F I/O	11/15/2037		36,397
397,068	Federal Home Loan Mortgage Corporation, Series 3417-SX (-1 x 1 Month LIBOR USD + 6.18%, 6.18% Cap)		4.44%	I/F I/O	02/15/2038		40,988
39,471	Federal Home Loan Mortgage Corporation, Series 3423-GS (-1 x 1 Month LIBOR USD + 5.65%, 5.65% Cap)		3.91%	I/F I/O	03/15/2038		4,459
39,471	Federal Home Loan Mortgage Corporation, Series 3423-SG (-1 x 1 Month LIBOR USD + 5.65%, 5.65% Cap)		3.91%	I/F I/O	03/15/2038		3,803
121,964	Federal Home Loan Mortgage Corporation, Series 3524-LB		3.57%		06/15/2038		125,681
17,398,565	Federal Home Loan Mortgage Corporation, Series 355-300		3.00%		08/15/2047		17,650,311
115,514	Federal Home Loan Mortgage Corporation, Series 3562-WS (-1 x 1 Month LIBOR USD + 4.95%, 4.95% Cap)		3.21%	I/F I/O	08/15/2039		11,263
177,963	Federal Home Loan Mortgage Corporation, Series 3582-SA (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap)		4.26%	I/F I/O	10/15/2049		24,805
55,470,724	Federal Home Loan Mortgage Corporation, Series 358-300		3.00%		10/15/2047		56,192,603
225,709	Federal Home Loan Mortgage Corporation, Series 3616-SG (-1 x 1 Month LIBOR USD + 6.35%, 6.35% Cap)		4.61%	I/F I/O	03/15/2032		34,311
919,179	Federal Home Loan Mortgage Corporation, Series 3626-AZ		5.50%		08/15/2036		1,022,903
318,954	Federal Home Loan Mortgage Corporation, Series 3666-SC (-1 x 1 Month LIBOR USD + 5.77%, 5.77% Cap)		4.03%	I/F I/O	05/15/2040		44,929
234,968	Federal Home Loan Mortgage Corporation, Series 3666-VZ		5.50%		08/15/2036		259,075
2,415,641	Federal Home Loan Mortgage Corporation, Series 3779-DZ		4.50%		12/15/2040		2,654,871
1,400,000	Federal Home Loan Mortgage Corporation, Series 3779-YA		3.50%		12/15/2030		1,464,630
473,984	Federal Home Loan Mortgage Corporation, Series 3786-SG (-2 x 1 Month LIBOR USD + 9.50%, 9.50% Cap)		6.02%	I/F	01/15/2041		526,240
4,906,417	Federal Home Loan Mortgage Corporation, Series 3792-SE (-2 x 1 Month LIBOR USD + 9.86%, 9.86% Cap)		6.38%	I/F	01/15/2041		6,025,675
2,467,175	Federal Home Loan Mortgage Corporation, Series 3795-VZ		4.00%		01/15/2041		2,599,784
52,467	Federal Home Loan Mortgage Corporation, Series 3798-SD (-2 x 1 Month LIBOR USD + 9.60%, 9.60% Cap)		6.12%	I/F	12/15/2040		58,695
930,594	Federal Home Loan Mortgage Corporation, Series 3806-CZ		5.50%		07/15/2034		1,037,153
986,657	Federal Home Loan Mortgage Corporation, Series 3808-DB		3.50%		02/15/2031		1,019,074
1,824,731	Federal Home Loan Mortgage Corporation, Series 3818-CZ		4.50%		03/15/2041		1,993,141
1,026,496	Federal Home Loan Mortgage Corporation, Series 3819-ZU		5.50%		07/15/2034		1,131,886
3,187,502	Federal Home Loan Mortgage Corporation, Series 3824-EY		3.50%		03/15/2031		3,356,110
251,282	Federal Home Loan Mortgage Corporation, Series 3828-SW (-3 x 1 Month LIBOR USD + 13.20%, 13.20% Cap)		7.98%	I/F	02/15/2041		356,714
1,534,151	Federal Home Loan Mortgage Corporation, Series 3863-ZA		5.50%		08/15/2034		1,681,501
9,183,018	Federal Home Loan Mortgage Corporation, Series 3889-VZ		4.00%		07/15/2041		9,486,857
3,294,241	Federal Home Loan Mortgage Corporation, Series 3910-GZ		5.00%	>	08/15/2041		3,697,403
23,571,756	Federal Home Loan Mortgage Corporation, Series 3967-ZP		4.00%	>	09/15/2041		25,854,622
4,195,563	Federal Home Loan Mortgage Corporation, Series 3972-AZ		3.50%		12/15/2041		4,287,254
26,983,711	Federal Home Loan Mortgage Corporation, Series 4057-ZA		4.00%	>	06/15/2042		29,275,189
9,653,864	Federal Home Loan Mortgage Corporation, Series 4096-DZ		3.50%	>	08/15/2042		10,358,140
30,024,762	Federal Home Loan Mortgage Corporation, Series 4165-ZT		3.00%	>	02/15/2043		30,357,586
5,062,080	Federal Home Loan Mortgage Corporation, Series 4291-MS (-1 x 1 Month LIBOR USD + 5.90%, 5.90% Cap)		4.16%	I/F I/O	01/15/2054		966,752
19,468,967	Federal Home Loan Mortgage Corporation, Series 4341-AZ		3.00%	>	05/15/2044		19,462,538
10,135,356	Federal Home Loan Mortgage Corporation, Series 4377-A		3.00%		06/15/2039		10,289,595
8,140,848	Federal Home Loan Mortgage Corporation, Series 4391-MA		3.00%		07/15/2040		8,299,200
14,332,997	Federal Home Loan Mortgage Corporation, Series 4413-AZ		3.50%	>	11/15/2044		14,853,781
11,909,428	Federal Home Loan Mortgage Corporation, Series 4423-Z		3.50%	>	12/15/2044		12,275,503
11,858,967	Federal Home Loan Mortgage Corporation, Series 4427-MA		3.00%		02/15/2034		12,139,602
19,032,489	Federal Home Loan Mortgage Corporation, Series 4471-BA		3.00%		12/15/2041		19,530,957
28,308,309	Federal Home Loan Mortgage Corporation, Series 4471-GA		3.00%		02/15/2044		28,930,834
16,926,815	Federal Home Loan Mortgage Corporation, Series 4481-B		3.00%		12/15/2042		17,301,937
8,377,034	Federal Home Loan Mortgage Corporation, Series 4511-QA		3.00%		01/15/2041		8,482,749
45,427,797	Federal Home Loan Mortgage Corporation, Series 4542-AC		2.70%		01/15/2045		45,803,112
77,950,024	Federal Home Loan Mortgage Corporation, Series 4750-PA		3.00%		07/15/2046		79,024,152
58,647,517	Federal Home Loan Mortgage Corporation, Series 4752-PL		3.00%		09/15/2046		60,043,914
87,618,273	Federal Home Loan Mortgage Corporation, Series 4934-P		2.50%		11/15/2040		87,675,698
366,102	Federal Home Loan Mortgage Corporation, Series R003-ZA		5.50%		10/15/2035		410,375
13,470,000	Federal National Mortgage Association		2.56%		01/01/2032		13,470,000
112,117	Federal National Mortgage Association Pass-Thru, Pool 555743		5.00%		09/01/2033		123,625
96,035	Federal National Mortgage Association Pass-Thru, Pool 735382		5.00%		04/01/2035		105,915
778,585	Federal National Mortgage Association Pass-Thru, Pool 735383		5.00%		04/01/2035		858,401
393,030	Federal National Mortgage Association Pass-Thru, Pool 735402		5.00%		04/01/2035		433,346
561,739	Federal National Mortgage Association Pass-Thru, Pool 735484		5.00%		05/01/2035		619,352
113,400	Federal National Mortgage Association Pass-Thru, Pool 931104		5.00%		05/01/2039		124,179
657,934	Federal National Mortgage Association Pass-Thru, Pool 995203		5.00%		07/01/2035		725,498
634,722	Federal National Mortgage Association Pass-Thru, Pool AB2123		4.00%		01/01/2031		675,952
39,569	Federal National Mortgage Association Pass-Thru, Pool AB2370		4.50%		09/01/2035		41,104
22,651	Federal National Mortgage Association Pass-Thru, Pool AD2177		4.50%		06/01/2030		24,248
974,102	Federal National Mortgage Association Pass-Thru, Pool AH7309		4.00%		02/01/2031		1,037,596
24,225,993	Federal National Mortgage Association Pass-Thru, Pool AS4645		3.00%		03/01/2045		24,808,466
11,036,130	Federal National Mortgage Association Pass-Thru, Pool BC0785		3.50%		04/01/2046		11,641,952
472,093	Federal National Mortgage Association Pass-Thru, Pool MA0264		4.50%		12/01/2029		503,168
325,665	Federal National Mortgage Association Pass-Thru, Pool MA0353		4.50%		03/01/2030		347,271
12,492	Federal National Mortgage Association Pass-Thru, Pool MA0468		5.00%		07/01/2040		13,106
11,116,404	Federal National Mortgage Association Pass-Thru, Pool MA2151		3.50%		01/01/2045		11,444,724
8,311,299	Federal National Mortgage Association Pass-Thru, Pool MA2248		3.00%		04/01/2045		8,360,417
13,333,062	Federal National Mortgage Association, Pool AL9238		3.00%		10/01/2041		13,732,282
2,677,594	Federal National Mortgage Association, Pool AL9445		3.00%		07/01/2031		2,773,287
40,309,770	Federal National Mortgage Association, Pool AS7661		3.00%		08/01/2046		40,547,921
7,910,195	Federal National Mortgage Association, Pool AS7724		2.50%		08/01/2046		7,869,845
20,803,606	Federal National Mortgage Association, Pool BC9081		3.00%		12/01/2046		21,325,702
20,013,863	Federal National Mortgage Association, Pool BD8013		2.50%		09/01/2046		19,911,774
4,800,000	Federal National Mortgage Association, Pool BL3973		2.32%		10/01/2031		4,681,375
3,060,000	Federal National Mortgage Association, Pool BL4357		2.31%		10/01/2029		3,033,725
12,425,000	Federal National Mortgage Association, Pool BL4409		2.39%		10/01/2031		12,191,547
15,640,000	Federal National Mortgage Association, Pool BL4419		2.14%		10/01/2029		15,247,794
39,950,000	Federal National Mortgage Association, Pool BL4421		2.14%		10/01/2029		38,948,169
25,972,000	Federal National Mortgage Association, Pool BL4424		2.14%		10/01/2029		25,320,697
28,707,000	Federal National Mortgage Association, Pool BL4425		2.14%		10/01/2029		27,987,111
32,930,000	Federal National Mortgage Association, Pool BL4592		2.28%		11/01/2029		32,461,086
10,950,000	Federal National Mortgage Association, Pool BL4985		2.64%		11/01/2031		11,008,015
21,032,900	Federal National Mortgage Association, Pool BL5045		2.34%		12/01/2029		20,865,749
49,345,000	Federal National Mortgage Association, Pool BL5156		2.37%		12/01/2029		49,010,717
6,524,732	Federal National Mortgage Association, Pool BM4094		3.00%		03/01/2043		6,720,209
30,581,985	Federal National Mortgage Association, Pool BM6089		3.50%		12/01/2044		32,140,985
15,212,767	Federal National Mortgage Association, Pool BN7712		2.50%		08/01/2034		15,408,057
66,438,000	Federal National Mortgage Association, Pool BL5484		2.26%		01/01/2030		65,521,156
26,214,146	Federal National Mortgage Association, Pool CA3903		3.00%		07/01/2034		26,994,511
14,687,964	Federal National Mortgage Association, Pool CA4508		2.50%		11/01/2034		14,889,834
32,736,836	Federal National Mortgage Association, Pool FM1000		3.00%		04/01/2047		33,435,550
11,804,269	Federal National Mortgage Association, Pool MA2621		3.50%		05/01/2046		12,152,664
22,911,809	Federal National Mortgage Association, Pool MA2649		3.00%		06/01/2046		23,046,925
8,814,759	Federal National Mortgage Association, Pool MA2711		3.00%		08/01/2046		8,866,665
32,793,656	Federal National Mortgage Association, Pool MA2806		3.00%		11/01/2046		33,575,191
15,564,828	Federal National Mortgage Association, Pool MA3681		3.00%		06/01/2034		15,950,912
43,526,130	Federal National Mortgage Association, Pool MA3867		2.50%		12/01/2039		43,748,014
231,297	Federal National Mortgage Association, Series 2003-W17-1A7		5.75%		08/25/2033		251,678
1,875,921	Federal National Mortgage Association, Series 2005-20-QH		5.00%		03/25/2035		2,063,883
329,090	Federal National Mortgage Association, Series 2006-101-SA (-1 x 1 Month LIBOR USD + 6.58%, 6.58% Cap)		4.79%	I/F I/O	10/25/2036		61,792
140,714	Federal National Mortgage Association, Series 2006-56-SM (-1 x 1 Month LIBOR USD + 6.75%, 6.75% Cap)		4.96%	I/F I/O	07/25/2036		22,015
99,646	Federal National Mortgage Association, Series 2007-116-BI (-1 x 1 Month LIBOR USD + 6.25%, 6.25% Cap)		4.46%	I/F I/O	05/25/2037		10,777
1,328,387	Federal National Mortgage Association, Series 2007-30-FS (-5 x 1 Month LIBOR USD + 29.83%, 29.83% Cap)		21.53%	I/F	04/25/2037		1,974,820
516,520	Federal National Mortgage Association, Series 2007-30-OI (-1 x 1 Month LIBOR USD + 6.44%, 6.44% Cap)		4.65%	I/F I/O	04/25/2037		97,331
91,560	Federal National Mortgage Association, Series 2008-29-ZA		4.50%		04/25/2038		98,638
42,640	Federal National Mortgage Association, Series 2008-62-SC (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap)		4.21%	I/F I/O	07/25/2038		5,381
491,643	Federal National Mortgage Association, Series 2009-111-EZ		5.00%		01/25/2040		537,818
14,020	Federal National Mortgage Association, Series 2009-111-SE (-1 x 1 Month LIBOR USD + 6.25%, 6.25% Cap)		4.46%	I/F I/O	01/25/2040		1,758
60,216	Federal National Mortgage Association, Series 2009-16-MZ		5.00%		03/25/2029		64,482
58,572	Federal National Mortgage Association, Series 2009-48-WS (-1 x 1 Month LIBOR USD + 5.95%, 5.95% Cap)		4.16%	I/F I/O	07/25/2039		6,121
180,736	Federal National Mortgage Association, Series 2009-62-PS (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap)		4.31%	I/F I/O	08/25/2039		17,204
984,396	Federal National Mortgage Association, Series 2009-77-ZA		4.50%		10/25/2039		1,058,658
246,578	Federal National Mortgage Association, Series 2009-83-Z		4.50%		10/25/2039		256,778
101,631	Federal National Mortgage Association, Series 2010-101-ZH		4.50%		07/25/2040		108,245
394,942	Federal National Mortgage Association, Series 2010-112-ZA		4.00%		10/25/2040		405,698
231,133	Federal National Mortgage Association, Series 2010-121-SD (-1 x 1 Month LIBOR USD + 4.50%, 4.50% Cap)		2.71%	I/F I/O	10/25/2040		21,072
29,336	Federal National Mortgage Association, Series 2010-137-VS (-3 x 1 Month LIBOR USD + 15.00%, 15.00% Cap)		9.93%	I/F	12/25/2040		39,447
42,869	Federal National Mortgage Association, Series 2010-31-SA (-1 x 1 Month LIBOR USD + 5.00%, 5.00% Cap)		3.21%	I/F I/O	04/25/2040		2,567
72,075	Federal National Mortgage Association, Series 2010-34-PS (-1 x 1 Month LIBOR USD + 4.93%, 4.93% Cap)		3.14%	I/F I/O	04/25/2040		7,625
162,862	Federal National Mortgage Association, Series 2010-35-SP (-1 x 1 Month LIBOR USD + 6.35%, 6.35% Cap)		4.56%	I/F I/O	04/25/2050		21,712
29,936	Federal National Mortgage Association, Series 2010-35-SV (-1 x 1 Month LIBOR USD + 6.45%, 6.45% Cap)		4.66%	I/F I/O	04/25/2040		2,496
1,806,903	Federal National Mortgage Association, Series 2010-37-MY		4.50%		04/25/2040		1,932,861
56,746	Federal National Mortgage Association, Series 2010-59-PS (-1 x 1 Month LIBOR USD + 6.45%, 6.45% Cap)		4.66%	I/F I/O	03/25/2039		1,564
210,960	Federal National Mortgage Association, Series 2010-59-SC (-1 x 1 Month LIBOR USD + 5.00%, 5.00% Cap)		3.21%	I/F I/O	01/25/2040		27,865
692,682	Federal National Mortgage Association, Series 2010-60-VZ		5.00%		10/25/2039		753,218
187,781	Federal National Mortgage Association, Series 2010-64-EZ		5.00%		06/25/2040		207,544
348,511	Federal National Mortgage Association, Series 2010-7-PE		5.00%		02/25/2040		381,170
103,314	Federal National Mortgage Association, Series 2010-90-GS (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap)		4.21%	I/F I/O	08/25/2040		11,280
57,791	Federal National Mortgage Association, Series 2010-99-SG (-5 x 1 Month LIBOR USD + 25.00%, 25.00% Cap)		16.54%	I/F	09/25/2040		93,237
4,990,450	Federal National Mortgage Association, Series 2011-141-PZ		4.00%		01/25/2042		5,357,821
12,242,560	Federal National Mortgage Association, Series 2011-18-UZ		4.00%		03/25/2041		12,811,990
1,031,114	Federal National Mortgage Association, Series 2011-25-KY		3.00%		04/25/2026		1,049,020
898,124	Federal National Mortgage Association, Series 2011-29-AL		3.50%		04/25/2031		924,370
951,455	Federal National Mortgage Association, Series 2011-59-MA		4.50%		07/25/2041		1,020,941
26,191,892	Federal National Mortgage Association, Series 2013-45-LZ		3.00%	>	05/25/2043		26,313,385
33,632,050	Federal National Mortgage Association, Series 2013-6-ZB		3.00%	>	02/25/2043		33,863,213
7,308,016	Federal National Mortgage Association, Series 2014-55-MA		3.00%		10/25/2039		7,419,590
26,947,836	Federal National Mortgage Association, Series 2014-70-VZ		3.00%	>	11/25/2044		27,081,255
9,020,438	Federal National Mortgage Association, Series 2014-73-CZ		3.00%	>	11/25/2044		9,040,589
18,649,385	Federal National Mortgage Association, Series 2015-9-HA		3.00%		01/25/2045		19,084,143
5,135,329	Federal National Mortgage Association, Series 2017-46-ZL		3.50%	>	06/25/2057		5,299,762
3,038,940	Federal National Mortgage Association, Series 2017-86-MA		3.00%		04/25/2046		3,113,676
52,704,678	Federal National Mortgage Association, Series 2018-21-IO		3.00%	I/O	04/25/2048		6,987,444
82,921,987	Federal National Mortgage Association, Series 2018-21-PO		0.00%	P/O	04/25/2048		70,016,780
51,819,771	Federal National Mortgage Association, Series 2018-27-JA		3.00%		12/25/2047		52,211,549
148,555,954	Federal National Mortgage Association, Series 2018-35-PO		0.00%	P/O	05/25/2048		124,761,197
49,619,920	Federal National Mortgage Association, Series 2018-36-A		3.00%		06/25/2048		50,847,830
30,765,192	Federal National Mortgage Association, Series 2018-39-AB		3.00%		06/25/2048		31,432,120
12,828,137	Federal National Mortgage Association, Series 2019-67-GA		3.00%		02/25/2045		12,931,182
263,659	Federal National Mortgage Association, Series 400-S4 (-1 x 1 Month LIBOR USD + 5.45%, 5.45% Cap)		3.66%	I/F I/O	11/25/2039		38,636
167,734	Government National Mortgage Association, Pool 752494		5.50%		09/20/2039		178,971
200,850	Government National Mortgage Association, Series 2003-67-SP (-1 x 1 Month LIBOR USD + 7.10%, 7.10% Cap)		5.34%	I/F I/O	08/20/2033		31,410
103,732	Government National Mortgage Association, Series 2008-82-SM (-1 x 1 Month LIBOR USD + 6.05%, 6.05% Cap)		4.29%	I/F I/O	09/20/2038		13,835
1,517,504	Government National Mortgage Association, Series 2009-32-ZE		4.50%		05/16/2039		1,640,999
1,742,262	Government National Mortgage Association, Series 2009-35-DZ		4.50%		05/20/2039		1,889,447
1,791,922	Government National Mortgage Association, Series 2009-75-GZ		4.50%		09/20/2039		1,922,490
2,147,642	Government National Mortgage Association, Series 2009-75-HZ		5.00%		09/20/2039		2,365,474
5,583,570	Government National Mortgage Association, Series 2010-113-SM (-1 x 1 Month LIBOR USD + 6.05%, 6.05% Cap)		4.29%	I/F I/O	09/20/2040		1,031,821
137,950	Government National Mortgage Association, Series 2010-25-ZB		4.50%	>	02/16/2040		150,988
3,807,767	Government National Mortgage Association, Series 2011-45-GZ		4.50%		03/20/2041		4,054,070
9,533,432	Government National Mortgage Association, Series 2011-71-ZA		4.50%		02/20/2041		10,215,372
10,064,300	Government National Mortgage Association, Series 2013-117-MS (-1 x 1 Month LIBOR USD + 6.15%, 6.15% Cap)		4.39%	I/F I/O	02/20/2043		1,250,717
5,116,642	Government National Mortgage Association, Series 2013-122-SB (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap)		4.36%	I/F I/O	08/16/2043		912,012
23,105,389	Government National Mortgage Association, Series 2013-169-SE (-1 x 1 Month LIBOR USD + 6.05%, 6.05% Cap)		4.31%	I/F I/O	11/16/2043		4,259,331
7,926,987	Government National Mortgage Association, Series 2014-102-TS (-1 x 1 Month LIBOR USD + 5.60%, 5.60% Cap)		3.84%	I/F I/O	07/20/2044		1,272,918
6,234,684	Government National Mortgage Association, Series 2014-118-PS (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap)		4.44%	I/F I/O	08/20/2044		1,043,866
5,455,349	Government National Mortgage Association, Series 2014-118-SA (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap)		4.44%	I/F I/O	08/20/2044		913,383
Total US Government and Agency Mortgage Backed Obligations (Cost $2,263,989,304)							2,313,443,961
US Government and Agency Obligations - 18.9%
45,353,510	United States Treasury Inflation Indexed Bonds		0.88%		01/15/2029		48,176,636
120,565,408	United States Treasury Inflation Indexed Bonds		0.13%		10/15/2024		121,281,746
70,800,000	United States Treasury Notes		2.75%		08/15/2021		72,093,371
164,200,000	United States Treasury Notes		2.88%		10/15/2021		167,879,205
191,950,000	United States Treasury Notes		1.75%		11/30/2021		192,527,608
63,200,000	United States Treasury Notes		2.50%		01/15/2022		64,336,989
106,850,000	United States Treasury Notes		2.63%		02/28/2023		110,112,626
114,500,000	United States Treasury Notes		2.50%		03/31/2023		117,626,883
112,200,000	United States Treasury Notes		2.75%		04/30/2023		116,211,030
69,400,000	United States Treasury Notes		1.63%		05/31/2023		69,369,576
118,200,000	United States Treasury Notes		2.13%		09/30/2024		120,476,406
135,150,000	United States Treasury Notes		2.25%		10/31/2024		138,585,250
61,700,000	United States Treasury Notes		2.75%		02/28/2025		64,840,304
104,050,000	United States Treasury Notes		3.00%		09/30/2025		111,053,185
22,450,000	United States Treasury Notes		2.63%		01/31/2026		23,527,884
137,100,000	United States Treasury Notes		2.38%		05/15/2027		142,069,373
138,000,000	United States Treasury Notes		2.25%		08/15/2027		141,793,419
118,100,000	United States Treasury Notes		2.25%		11/15/2027		121,329,212
13,550,000	United States Treasury Notes		2.75%		11/15/2042		14,448,404
75,150,000	United States Treasury Notes		3.13%		02/15/2043		85,159,359
60,150,000	United States Treasury Notes		3.63%		08/15/2043		73,701,274
59,100,000	United States Treasury Notes		3.75%		11/15/2043		73,844,880
167,800,000	United States Treasury Notes		2.75%		11/15/2047		179,790,627
52,200,000	United States Treasury Notes		2.38%		05/15/2029		54,223,829
Total US Government and Agency Obligations (Cost $2,350,759,838)							2,424,459,076
Affiliated Mutual Funds - 11.5%
91,647,117	DoubleLine Global Bond Fund (Class I)						958,628,843
45,674,545	DoubleLine Infrastructure Income Fund (Class I)						473,645,030
5,000,000	DoubleLine Long Duration Total Return Bond Fund (Class I)						51,000,000
Total Affiliated Mutual Funds (Cost $1,450,400,000)							1,483,273,873
Exchange Traded Funds and Common Stocks - 0.0%
135,690	Frontera Energy Corporation						1,021,746
9,463	Weatherford International PLC*						264,491
Total Exchange Traded Funds and Common Stocks (Cost $12,623,486)							1,286,237
Warrants - 0.0%
995,158	OAS S.A., Expiration 5/16/2039, Strike Price BRL 1.00*Þ						-
Total Warrants (Cost $–)							-
Short Term Investments - 3.5%
128,211,399	First American Government Obligations Fund - Class U		1.53%	t			128,211,399
128,211,399	JP Morgan U.S. Government Money Market Fund - Institutional Share Class		1.51%	t			128,211,399
128,211,399	Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class		1.51%	t			128,211,399
7,650,000	United States Treasury Bills		0.00%		11/05/2020		7,551,737
58,400,000	United States Treasury Bills		0.00%		09/10/2020		57,780,668
Total Short Term Investments (Cost $449,863,728)							449,966,602
Total Investments - 100.0% (Cost $12,568,713,242)							12,849,903,923
Liabilities in Excess of Other Assets - (0.0)%							(3,536,133	)
NET ASSETS - 100.0%						$	12,846,367,790

^ 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.

# 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 December 31, 2019.

± 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 December 31, 2019.

Þ Value determined using significant unobservable inputs.

† Perpetual Maturity

W Security is in default or has failed to make a scheduled payment. Income is not being accrued.

I/O Interest only security

ß The interest rate may step up conditioned upon the aggregate remaining principal balance of the underlying mortgage loans being reduced below a targeted percentage of the aggregate original principal balance of the mortgage loans. The interest rate shown is the rate in effect as of December 31, 2019.

§ The interest rate will step up if the issuer does not redeem the bond on or before a scheduled redemption date in accordance with the terms of the instrument. The interest rate shown is the rate in effect as of December 31, 2019.

& Unfunded or partially unfunded loan commitment. At December 31, 2019, the value of these securities amounted to $370,246 or 0.0% of net assets.

I/F 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.

> This U.S. Agency bond accrues interest which is added to the outstanding principal balance. The interest payment will be deferred until all other tranches in the structure are paid off. The rate disclosed is as of December 31, 2019.

P/O Principal only security

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

BRL Brazilian Real

* Non-income producing security

t Seven-day yield as of December 31, 2019

SECURITY TYPE BREAKDOWN as a % of Net Assets:

US Government and Agency Obligations	18.9	%
US Government and Agency Mortgage Backed Obligations	18.0	%
US Corporate Bonds	12.6	%
Foreign Corporate Bonds	11.9	%
Affiliated Mutual Funds	11.5	%
Non-Agency Residential Collateralized Mortgage Obligations	8.6	%
Non-Agency Commercial Mortgage Backed Obligations	6.3	%
Short Term Investments	3.5	%
Collateralized Loan Obligations	2.7	%
Asset Backed Obligations	2.6	%
Bank Loans	2.5	%
Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations	0.8	%
Municipal Bonds	0.1	%
Exchange Traded Funds and Common Stocks	0.0	% ~
Warrants	0.0	% ~
Other Assets and Liabilities	0.0	% ~
	100.0	%

~ Represents less than 0.05% of net assets

INVESTMENT BREAKDOWN as a % of Net Assets:

US Government and Agency Obligations	18.9	%
US Government and Agency Mortgage Backed Obligations	17.4	%
Affiliated Mutual Funds	11.5	%
Non-Agency Residential Collateralized Mortgage Obligations	8.6	%
Non-Agency Commercial Mortgage Backed Obligations	6.9	%
Banking	5.3	%
Short Term Investments	3.5	%
Energy	3.0	%
Collateralized Loan Obligations	2.7	%
Asset Backed Obligations	2.6	%
Utilities	2.3	%
Telecommunications	1.8	%
Healthcare	1.2	%
Finance	1.1	%
Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations	1.0	%
Media	1.0	%
Real Estate	0.8	%
Transportation	0.8	%
Insurance	0.8	%
Pharmaceuticals	0.7	%
Consumer Products	0.6	%
Mining	0.6	%
Chemicals/Plastics	0.6	%
Technology	0.5	%
Automotive	0.5	%
Hotels/Motels/Inns and Casinos	0.5	%
Food Products	0.5	%
Aerospace & Defense	0.4	%
Beverage and Tobacco	0.4	%
Retailers (other than Food/Drug)	0.4	%
Electronics/Electric	0.4	%
Leisure	0.3	%
Pulp & Paper	0.3	%
Food Service	0.3	%
Building and Development (including Steel/Metals)	0.3	%
Construction	0.3	%
Business Equipment and Services	0.2	%
Environmental Control	0.2	%
Commercial Services	0.2	%
Containers and Glass Products	0.1	%
Food/Drug Retailers	0.1	%
Diversified Manufacturing	0.1	%
Chemical Products	0.1	%
Industrial Equipment	0.1	%
Municipal Bonds	0.1	%
Conglomerates	0.0	%
Financial Intermediaries	0.0	%
Cosmetics/Toiletries	0.0	% ~
Other Assets and Liabilities	0.0	% ~
	100.0	%

~ Represents less than 0.05% of net assets

A summary of the DoubleLine Core Fixed Income Fund’s investments in affiliated mutual funds for the period ended December 31, 2019 is as follows:

Fund	Value at March 31, 2019		Gross Purchases		Gross Sales		Shares Held at December 31, 2019		Value at December 31, 2019		Change in Unrealized for the Period Ended December 31, 2019		Dividend Income Earned in the Period Ended December 31, 2019		Net Realized Gain (Loss) in the Period Ended December 31, 2019
DoubleLine Global Bond Fund (Class I)	$	779,217,300	$	165,000,000	$	-		91,647,117	$	958,628,843	$	14,411,543	$	9,926,763	$	49,489
DoubleLine Infrastructure Income Fund (Class I)		461,769,648		-		-		45,674,545		473,645,029		11,875,381		12,291,250		-
DoubleLine Long Duration Total Return Bond Fund (Class I)		49,400,000		-		-		5,000,000		51,000,000		1,600,000		1,043,079		1,234,250
	$	1,290,386,948	$	165,000,000	$	-		142,321,662	$	1,483,273,872	$	27,886,924	$	23,261,092	$	1,283,739

Notes to Schedule of Investments

December 31, 2019 (Unaudited)

1.  Organization

DoubleLine Funds Trust, a Delaware statutory trust (the “Trust”), is an open-end investment management company registered under the Investment Company Act of 1940, as amended (the “1940 Act”). The Trust consists of 19 funds, DoubleLine Total Return Bond Fund, DoubleLine Core Fixed Income Fund, DoubleLine Emerging Markets Fixed Income Fund, DoubleLine Multi-Asset Growth Fund, DoubleLine Low Duration Bond Fund, DoubleLine Floating Rate Fund, DoubleLine Shiller Enhanced CAPE^®, DoubleLine Flexible Income Fund, DoubleLine Low Duration Emerging Markets Fixed Income Fund, DoubleLine Selective Credit Fund, Doubleline Long Duration Total Return Bond Fund, DoubleLine Strategic Commodity Fund, DoubleLine Global Bond Fund, DoubleLine Infrastructure Income Fund, DoubleLine Ultra Short Bond Fund, DoubleLine Shiller Enhanced International CAPE^®, DoubleLine Colony Real Estate and Income Fund, Doubleline Emerging Markets Local Currency Bond Fund and Doubleline Income Fund (each, a “Fund” and, collectively, the “Funds”). For financial information related to the DoubleLine Selective Credit Fund, please refer to the DoubleLine Selective Credit Fund’s separate schedule of investments. Shares of the DoubleLine Emerging Markets Local Currency Bond Fund are currently only available for purchase by employees and officers of DoubleLine Capital LP (“DoubleLine Capital”) and DoubleLine Alternatives LP (formerly DoubleLine Commodity LP) (each, an “Adviser” and, collectively, the “Advisers”), their affiliates and their family members, and the Advisers and their affiliates.

Each Fund is classified as a diversified fund under the 1940 Act, except the Global Bond Fund, the DoubleLine Emerging Markets Local Currency Bond Fund and Doubleline Income Fund, which are classified as non-diversified Funds. Currently under the 1940 Act, a diversified fund generally may not, with respect to 75% of its total assets, invest more than 5% of its total assets in the securities of any one issuer or own more than 10% of the outstanding voting securities of such issuer (except, in each case, U.S. Government securities, cash, cash items and the securities of other investment companies). The remaining 25% of a fund’s total assets is not subject to this limitation.

The Funds’ investment objectives and commencement of operations of each share class are as follows:

		Commencement of Operations
Fund Name	Investment Objective	I Shares		N Shares		A Shares		R6 Shares
DoubleLine Total Return Bond Fund	Maximize total return		4/6/2010		4/6/2010		—		7/31/2019
DoubleLine Core Fixed Income Fund	Maximize current income and total return		6/1/2010		6/1/2010		—		7/31/2019
DoubleLine Emerging Markets Fixed Income Fund	Seek high total return from current income and capital appreciation		4/6/2010		4/6/2010		—		—
DoubleLine Multi-Asset Growth Fund (Consolidated)	Seek long-term capital appreciation		12/20/2010		—		12/20/2010		—
DoubleLine Low Duration Bond Fund	Seek current income		9/30/2011		9/30/2011		—		7/31/2019
DoubleLine Floating Rate Fund	Seek high level of current income		2/1/2013		2/1/2013		—		—
DoubleLine Shiller Enhanced CAPE®	Seek total return which exceeds the total return of its benchmark index		10/31/2013		10/31/2013		—		7/31/2019
DoubleLine Flexible Income Fund	Seek long-term total return while striving to generate current income		4/7/2014		4/7/2014		—		7/31/2019
DoubleLine Low Duration Emerging Markets Fixed Income Fund	Seek long-term total return		4/7/2014		4/7/2014		—		—
DoubleLine Long Duration Total Return Bond Fund	Seek long-term total return		12/15/2014		12/15/2014		—		—
DoubleLine Strategic Commodity Fund (Consolidated)	Seek long-term total return		5/18/2015		5/18/2015		—		—
DoubleLine Global Bond Fund	Seek long-term total return		12/17/2015		12/17/2015		—		—
DoubleLine Infrastructure Income Fund	Seek long-term total return while striving to  generate current income		4/1/2016		4/1/2016		—		—
DoubleLine Ultra Short Bond Fund	Seek to provide a level of current income consistent with limited price volatility		6/30/2016		6/30/2016		—		—
DoubleLine Shiller Enhanced International CAPE®	Seek total return which exceeds the total return of its benchmark index over a full market cycle		12/23/2016		12/23/2016		—		—
DoubleLine Colony Real Estate and Income Fund	Seek total return which exceeds the total return of its benchmark index over a full market cycle		12/17/2018		12/17/2018		—		—
DoubleLine Emerging Markets Local Currency Bond Fund	Seek high total return from current income and capital appreciation		6/28/2019		6/28/2019		—		—
DoubleLine Income Fund	Maximize total return through investment principally in Income-producing securities		9/32019		9/3/2019		—		—

2.  Significant Accounting Policies

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

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

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

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

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

Notes to Financial Statements  (Cont.)

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

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

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

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

Over-the-counter 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 2 of the fair value hierarchy.

Securities may be fair valued by the Adviser in accordance with the fair valuation procedures approved by the Board of Trustees (the “Board”). The Adviser’s valuation committee is generally responsible for overseeing the day to day valuation processes and reports periodically to the Board. The Adviser’s valuation committee and the pricing group are authorized to make all necessary determinations of the fair values of portfolio securities and other assets for which market quotations or third party vendor prices are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent pricing services are deemed to be unreliable indicators of market or fair value.

The following is a summary of the fair valuations according to the inputs used to value the Funds’ investments as of December 31, 2019¹:

Category	DoubleLine Total Return Bond Fund				DoubleLine Core Fixed Income Fund			DoubleLine Emerging Markets Fixed Income Fund			DoubleLine Multi-Asset Growth Fund (Consolidated)				DoubleLine Low Duration Bond Fund			DoubleLine Floating Rate Fund
Investments in Securities
Level 1
Money Market Funds		$	1,189,354,017			$	384,634,197		$	16,543,475		$	12,419,958			$	235,584,630		$	6,950,221
Affiliated Mutual Funds			79,639,488				1,483,273,873			—			9,076,580				49,450,000			—
Exchange Traded Funds and Common Stocks			—				1,286,237			1,720,586			3,210,755				672,646			—
Total Level 1			1,268,993,505				1,869,194,307			18,264,061			24,707,293				285,707,276			6,950,221
Level 2
US Government and Agency Mortgage Backed Obligations			24,882,550,619				2,313,443,961			—			5,564,007				544,422,045			—
Non-Agency Residential Collateralized Mortgage Obligations			14,522,308,240				1,060,796,857			—			11,274,972				1,394,508,544			—
Non-Agency Commercial Mortgage Backed Obligations			4,012,025,333				803,584,697			—			—				1,297,157,791			—
US Government and Agency Obligations			4,163,160,760				2,424,459,076			—			—				411,031,657			—
Collateralized Loan Obligations			2,524,681,978				342,490,859			—			—				1,054,136,235			—
Asset Backed Obligations			2,049,878,065				327,459,078			—			—				589,770,423			—
Other Short Term Investments			1,498,513,416				65,332,405			—			5,458,950				197,466,884			—
US Corporate Bonds			—				1,619,431,904			—			—				438,961,292			19,912,187
Foreign Corporate Bonds			—				1,531,264,726			1,128,881,651			—				1,196,067,170			711,959
Bank Loans			—				322,886,047			—			—				202,727,632			239,506,204
Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations			—				108,959,187			68,913,184			—				99,174,854			—
Municipal Bonds			—				10,787,161			—			—				—			—
Total Level 2			53,653,118,411				10,930,895,958			1,197,794,835			22,297,929				7,425,424,527			260,130,350
Level 3
Non-Agency Residential Collateralized Mortgage Obligations			303,692,065				40,498,689			—			936,253				—			—
Collateralized Loan Obligations			1,484,264				—			—			268,888				—			—
Asset Backed Obligations			—				5,645,472			—			—				—			—
Non-Agency Commercial Mortgage Backed Obligations			—				3,618,495			—			—				—			—
Foreign Corporate Bonds			—				51,002			82,503			—				—			—
Warrants			—				—			—			—				—			—
Total Level 3			305,176,329				49,813,658			82,503			1,205,141				—			—
Total		$	55,227,288,245			$	12,849,903,923		$	1,216,141,399		$	48,210,363			$	7,711,131,803		$	267,080,571
Other Financial Instruments
Level 1
Futures Contracts		$	(19,856,182	)		$	—		$	—		$	104,501			$	—		$	—
Total Level 1			—				—			—			104,501				—			—
Level 2
Excess Return Swaps			—				—			—			843,394				—			—
Interest Rate Swaps			—				—			—			45,988				—			—
Total Level 2			—				—			—			889,382				—			—
Level 3			—				—			—			—				—			—
Total		$	—			$	—		$	—		$	993,883			$	—		$	—
Category	DoubleLine Shiller Enhanced CAPE®				DoubleLine Flexible Income Fund			DoubleLine Low Duration Emerging Markets Fixed Income Fund			DoubleLine Long Duration Total Return Bond Fund				DoubleLine Strategic Commodity Fund (Consolidated)			DoubleLine Global Bond Fund
Investments in Securities
Level 1
Money Market Funds		$	491,140,377			$	73,616,933		$	5,559,765		$	920,493			$	7,122,324		$	29,923,768
Affiliated Mutual Funds			300,249,400				108,421,722			—			—				—			—
Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations			—				—			—			—				—			—
US Government and Agency Obligations			—				—			—			—				—			—
Exchange Traded Funds and Common Stocks			—				97,187			159,999			—				—			—
Total Level 1			791,389,777				182,135,842			5,719,764			920,493				7,122,324			29,923,768
Level 2
Non-Agency Commercial Mortgage Backed Obligations			1,063,507,765				157,808,958			—			—				—			—
US Government and Agency Obligations			964,566,790				92,148,540			—			21,375,905				—			248,967,094
Non-Agency Residential Collateralized Mortgage Obligations			960,563,604				295,411,292			—			—				—			—
Collateralized Loan Obligations			900,094,520				221,163,684			—			—				—			—
US Government and Agency Mortgage Backed Obligations			704,916,525				11,271,491			—			62,598,068				—			—
Foreign Corporate Bonds			682,611,334				240,894,951			188,106,808			—				—			—
Asset Backed Obligations			497,933,431				61,598,525			—			—				—			—
Other Short Term Investments			462,152,016				—			—			2,482,880				358,386,251			—
US Corporate Bonds			410,297,185				109,055,351			—			—				—			—
Bank Loans			329,735,792				74,212,295			—			—				—			—
Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations			52,368,058				9,142,811			29,615,849			—				—			977,402,545
Total Level 2			7,028,747,020				1,272,707,898			217,722,657			86,456,853				358,386,251			1,226,369,639
Level 3
Non-Agency Commercial Mortgage Backed Obligations			2,364,229				497,931			—			—				—			—
Foreign Corporate Bonds			1,498				1,500			4,494			—				—			—
Non-Agency Residential Collateralized Mortgage Obligations			—				23,726,749			—			—				—			—
Collateralized Loan Obligations			—				212,038			—			—				—			—
Warrants			—				—			—			—				—			—
Total Level 3			2,365,727				24,438,218			4,494			—				—			—
Total		$	7,822,502,524			$	1,479,281,958		$	223,446,915		$	87,377,346			$	365,508,575		$	1,256,293,407
Other Financial Instruments
Level 1
Futures Contracts		$	—			$	—		$	—		$	(650,235	)		$	—		$	—
Total Level 1			—				—			—			(650,235	)			—			—
Level 2
Excess Return Swaps			799,914,815				—			—			—				16,289,493			—
Total Level 2			799,914,815				—			—			—				16,289,493			—
Level 3			—				—			—			—				—			—
Total		$	799,914,815			$	—		$	—		$	(650,235	)		$	16,289,493		$	—

Category	DoubleLine Infrastructure Income Fund			DoubleLine Ultra Short Bond Fund			DoubleLine Shiller Enhanced International CAPE®			Doubleline Colony Real Estate and Income Fund			Doubleline Emerging Markets Local Currency Bond Fund			Doubleline Income Fund
Investments in Securities
Level 1
Money Market Funds		$	11,144,972		$	4,630,979		$	6,620,589		$	5,010,966		$	88,254		$	2,822,615
Affiliated Mutual Funds			—			—			2,695,123			—			—			—
Total Level 1			11,144,972			4,630,979			9,315,712			5,010,966			88,254			2,822,615
Level 2
Asset Backed Obligations			253,192,200			—			3,768,451			9,699,059			—			13,991,545
US Corporate Bonds			170,939,073			100,404,206			3,978,864			8,715,495			—			—
Foreign Corporate Bonds			97,825,872			59,373,285			4,688,791			10,346,126			478,368			—
Commercial Paper			—			158,178,788			—			—			—			—
US Government and Agency Mortgage Backed Obligations			—			17,744,229			5,192,194			11,155,423			—			—
Collateralized Loan Obligations			—			—			7,237,043			16,523,787			—			10,898,010
Non-Agency Residential Collateralized Mortgage Obligations			—			—			7,467,547			15,478,517			—			27,088,269
Non-Agency Commercial Mortgage Backed Obligations			—			—			6,773,735			18,705,487			—			30,499,685
US Government and Agency Obligations			—			—			7,451,346			16,305,862			—			5,234,386
Other Short Term Investments			—			—			3,580,331			7,858,787			—			—
Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations			—			—			651,029			1,186,143			9,269,433			—
Bank Loans			—			—			—			5,922,936			—			—
Total Level 2			521,957,145			335,700,508			50,789,331			121,897,622			9,747,801			87,711,895
Level 3
Foreign Corporate Bonds			10,358,078			—			—			—			—			—
Asset Backed Obligations			2,924,147			—			—			—			—			—
Total Level 3			13,282,225			—			—			—			—			—
Total		$	546,384,342		$	340,331,487		$	60,105,043		$	126,908,588		$	9,836,055		$	90,534,510
Other Financial Instruments
Level 1		$	—		$	—		$	—		$	—		$	—		$	—
Total Level 1			—			—			—			—			—			—
Level 2
Excess Return Swaps			—			—			5,263,918			17,868,920			—			—
Forward Currency Exchange Contracts			—			—			431,324			—			—			—
Total Level 2			—			—			5,695,242			17,868,920			—			—
Level 3			—			—			—			—			—			—
Total		$	—		$	—		$	5,695,242		$	17,868,920		$	—		$	—

See the Schedules of Investments for further disaggregation of investment categories.

¹ There were no transfers into or out of Level 1 during the period ended December 31, 2019.

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

DoubleLine Multi-Asset Growth Fund (Consolidated)	Fair Value as of 3/31/2019			Net Realized Gain (Loss)			Net Change in Unrealized Appreciation (Depreciation)3				Net Accretion (Amortization)				Purchases 1			Sales 2			Transfers Into Level 34			Transfers Out of Level 34			Fair Value as of 12/31/2019			Net Change in Unrealized Appreciation (Depreciation) on securities held at 12/31/2019 3
Investments in Securities
Non-Agency Residential Collateralized Mortgage Obligations		$	1,042,150		$	-		$	(99,597	)		$	(6,300	)		$	-		$	-		$	-		$	-		$	936,253		$	(99,597	)
Collateralized Loan Obligations			-			-			-				-				-			-			268,888			-			268,888			-
Total		$	1,042,150		$	-		$	(99,597	)		$	(6,300	)		$	-		$	-		$	268,888		$	-		$	1,205,141		$	(99,597	)

¹ Purchases include all purchases of securities, payups and corporate actions.

² Sales include all sales of securities, maturities, and paydowns.

³ Any difference between Net Change in Unrealized Appreciation (Depreciation) and Net Change in Unrealized Appreciation (Depreciation) on securities held at December 31, 2019 may be due to a security that was not held or categorized as Level 3 at either period end

⁴ Transfers into or out of Level 3 can be attributed to changes in the availability of pricing sources and/or in the observability of significant inputs used to measure the fair value of those instruments.

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

DoubleLine Multi-Asset Growth Fund (Consolidated)	Fair Value as of 12/31/2019 *			Valuation Techniques	Unobservable Input	Unobservable Input Values (Weighted  Average)+		Impact to valuation from an increase to input
Non-Agency Residential Collateralized Mortgage Obligations		$	936,253	Market Comparables	Market Quotes		$102.89 ($102.89)	Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security
Collateralized Loan Obligations		$	268,888	Market Comparables	Market Quotes		$26.89 ($26.89)	Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security

* Level 3 securities are typically valued by pricing vendors. The appropriateness of fair values for these securities is monitored on an ongoing basis by the Adviser, which may include back testing, results of vendor due diligence, unchanged price review and consideration of market and/or sector events.

⁺ Unobservable inputs were weighted by the relative fair value of the instruments.

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

DoubleLine Flexible Income Fund	Fair Value as of 3/31/2019			Net Realized Gain (Loss)			Net Change in Unrealized Appreciation (Depreciation)3				Net Accretion (Amortization)			Purchases 1			Sales 2				Transfers Into Level 34			Transfers Out of Level 34				Fair Value as of 12/31/2019			Net Change in Unrealized Appreciation (Depreciation) on securities held at 12/31/2019 3
Investments in Securities
Non-Agency Residential Collateralized Mortgage Obligations		$	31,930,691		$	26,354		$	(1,353,690	)		$	331,998		$	258,259		$	(156,065	)		$	-		$	(7,310,798	)		$	23,726,749		$	(1,279,146	)
Non-Agency Commercial Mortgage Backed Obligations			502,275			-			(4,344	)			-			-			-				-			-				497,931			(4,344	)
Collateralized Loan Obligations			-			-			-				-			-			-				212,038			-				212,038			-
Foreign Corporate Bonds			-			-			(195,500	)			-			197,000			-				-			-				1,500			-
Total		$	32,432,966		$	26,354		$	(1,553,534	)		$	331,998		$	455,259		$	(156,065	)		$	212,038		$	(7,310,798	)		$	24,438,218		$	(1,283,490	)

¹ Purchases include all purchases of securities, payups and corporate actions.

² Sales include all sales of securities, maturities, and paydowns.

³ Any difference between Net Change in Unrealized Appreciation (Depreciation) and Net Change in Unrealized Appreciation (Depreciation) on securities held at December 31, 2019 may be due to a security that was not held or categorized as Level 3 at either period end.

⁴ Transfers into or out of Level 3 can be attributed to changes in the availability of pricing sources and/or in the observability of significant inputs used to measure the fair value of those instruments.

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

DoubleLine Flexible Income Fund	Fair Value as of 12/31/2019 *			Valuation Techniques	Unobservable Input	Unobservable Input Values (Weighted  Average)+		Impact to valuation from an increase to input
Non-Agency Residential Collateralized Mortgage Obligations		$	23,726,749	Market Comparables	Market Quotes		$93.95 - $102.89 ($99.15)	Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security
Non-Agency Commercial Mortgage Backed Obligations		$	497,931	Market Comparables	Yields		42.15% (42.15%)	Increase in yields would have resulted in the decrease in the fair value of the security
Collateralized Loan Obligations		$	212,038	Enterprise Value	Market Quotes		$4.28 ($4.28)	Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security
Foreign Corporate Bonds		$	1,500	Enterprise Value	EBITDA multiples		5x - 6.5x (5.75x)	Significant changes in the EBITDA multiple would have resulted in direct changes in the fair value of the security

* Level 3 securities are typically valued by pricing vendors. The appropriateness of fair values for these securities is monitored on an ongoing basis by the Adviser, which may include back testing, results of vendor due diligence, unchanged price review and consideration of market and/or sector events.

⁺ Unobservable inputs were weighted by the relative fair value of the instruments.

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

DoubleLine Infrastructure Income Fund	Fair Value as of 3/31/2019			Net Realized Gain (Loss)				Net Change in Unrealized Appreciation (Depreciation)3				Net Accretion (Amortization)				Purchases 1			Sales 2				Transfers Into Level 34			Transfers Out of Level 34			Fair Value as of 12/31/2019			Net Change in Unrealized Appreciation (Depreciation) on securities held at 12/31/2019 3
Investments in Securities
Foreign Corporate Bonds		$	10,288,000		$	(1,280	)		$	261,580			$	(2,083	)		$	-		$	(188,139	)		$	-		$	-		$	10,358,078		$	268,267
Asset Backed Obligations			4,987,050			10,364				(663	)			-				-			(2,072,604	)			-			-			2,924,147			5,555
Total		$	15,275,050		$	9,084			$	260,917			$	(2,083	)		$	-		$	(2,260,743	)		$	-		$	-		$	13,282,225		$	273,822

¹ Purchases include all purchases of securities, payups and corporate actions.

² Sales include all sales of securities, maturities, and paydowns.

³ Any difference between Net Change in Unrealized Appreciation (Depreciation) and Net Change in Unrealized Appreciation (Depreciation) on securities held at December 31, 2019 may be due to a security that was not held or categorized as Level 3 at either period end.

⁴ Transfers into or out of Level 3 can be attributed to changes in the availability of pricing sources and/or in the observability of significant inputs used to measure the fair value of those instruments.

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

DoubleLine Infrastructure Income Fund	Fair Value as of 12/31/2019*			Valuation Techniques		Unobservable Input		Unobservable Input Values (Weighted  Average)+				Impact to valuation from an increase to input
Foreign Corporate Bonds		$	10,358,078		Market Comparables		Market Quotes		$	107.00 ($107.00	)	Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security
Asset Backed Obligations		$	2,924,147		Market Comparables		Market Quotes		$	99.99 ($99.99	)	Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security

* Level 3 securities are typically valued by pricing vendors. The appropriateness of fair values for these securities is monitored on an ongoing basis by the Adviser, which may include back testing, results of vendor due diligence, unchanged price review and consideration of market and/or sector events.

⁺ Unobservable inputs were weighted by the relative fair value of the instruments.