NPORT-P false 0001678130 XXXXXXXX RIVERNORTH/DOUBLELINE STRATEGIC OPPORTUNITY FUND INC. 811-23166 0001678130 549300RV95QKKVIRV167 325 N LASALLE ST. SUITE 645 CHICAGO 60654 3128321440 RiverNorth/DoubleLine Strategic Opportunity Fund Inc. 549300RV95QKKVIRV167 2020-06-30 2020-03-31 N 253089926.21 67359028.80 185730897.41 0.00000000 0.00000000 65500000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N C&w Senior Financing Dac 5493009O8OIWZPZRY516 G3165UAA9 250000.00000000 PA USD 217366.88000000 0.117033236274 Long DBT CORP IE N 2 2027-09-15 Fixed 6.87500000 N N N N N N Wamu Mortgage Pass-through Cer N/A 93363EAK1 1641058.97000000 PA USD 1343636.72000000 0.723431986135 Long ABS-MBS CORP US N 2 2046-08-25 Floating 3.84300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVQY5 4935539.40000000 PA USD 5101563.05000000 2.746749798305 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Castlelake Aircraft Structured N/A 14856CAC3 358632.58000000 PA USD 259227.52000000 0.139571564890 Long ABS-MBS CORP US Y 2 2025-06-15 Fixed 6.62500000 N N N N N N BellRing Brands LLC 5493001E28R2L3L44631 07982EAB2 123437.50000000 PA USD 116339.84000000 0.062638926329 Long LON CORP US N 2 2024-10-21 Floating 6.00000000 N N N N N N Countrywide Alternative Loan T N/A 02152ABB4 2314327.62000000 PA USD 1744686.43000000 0.939362515515 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.25000000 N N N N N N Fremf Mortgage Trust N/A 30261UAG9 3775098.07000000 PA USD 37.75000000 0.000020325105 Long ABS-MBS USGSE US Y 2 2020-05-20 Fixed 0.10000000 N N N N N N Aes Gener Sa 549300IF4IFG0FS0RM26 P0607LAC7 250000.00000000 PA USD 197031.72000000 0.106084514072 Long DBT CORP CL N 2 2079-03-26 Fixed 7.12500000 N N N N N N Pr Mortgage Loan Trust N/A 69358KAA6 2291356.19000000 PA USD 2279454.89000000 1.227289008876 Long ABS-MBS CORP US Y 2 2047-09-25 Floating 5.91000000 N N N N N N Washington Mutual Mortgage Pas N/A 93934FLZ3 1297566.96000000 PA USD 1236643.73000000 0.665825528894 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 6.00000000 N N N N N N Gs Mortgage Securities Trust N/A 36251SAU2 655000.00000000 PA USD 490635.81000000 0.264164884164 Long ABS-MBS CORP US Y 2 2021-07-15 Floating 4.62929000 N N N N N N Jpmbb Commercial Mortgage Secu N/A 46643AAJ2 1062000.00000000 PA USD 760870.96000000 0.409663104313 Long ABS-MBS CORP US Y 2 2024-10-15 Floating 3.36400000 N N N N N N Jp Morgan Chase Commercial Mor N/A 46651CAS7 148000.00000000 PA USD 103554.86000000 0.055755322051 Long ABS-MBS CORP US Y 2 2024-05-05 Floating 4.45200000 N N N N N N Residential Funding Mtg Sec I N/A 76111XVM2 1436929.98000000 PA USD 1091083.92000000 0.587454179791 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.49600000 N N N N N N Lower Cadence Holdings LLC 549300GMUP7Q51T05S83 54805BAB5 129025.00000000 PA USD 78705.25000000 0.042375959572 Long LON CORP US N 2 2026-05-22 Floating 4.98940000 N N N N N N Docuformas Sa 549300HM88E943FM9K17 25615WAB9 250000.00000000 PA USD 172188.75000000 0.092708726658 Long DBT CORP MX Y 2 2024-07-24 Fixed 10.25000000 N N N N N N Highland Income Fund 254900CMUE9FRYL2UR80 43010E404 321314.00000000 NS USD 2740808.42000000 1.475687921729 Long EC RF US N 1 N N N Countrywide Alternative Loan T N/A 12668AA70 2774893.20000000 PA USD 2292779.93000000 1.234463388683 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 05349UBC5 230000.00000000 PA USD 198375.00000000 0.106807753995 Long LON CORP US N 2 2024-12-15 Floating 4.95460000 N N N N N N Indymac Indx Mortgage Loan Tru N/A 45670PAA6 2660694.30000000 PA USD 2016689.21000000 1.085812451305 Long ABS-MBS CORP US N 2 2037-09-25 Floating 1.19663000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAE1 406764.62000000 PA USD 366088.16000000 0.197106763120 Long LON CORP US N 2 2023-06-07 Floating 4.20010000 N N N N N N Countrywide Home Loans N/A 12669GLJ8 2015518.33000000 PA USD 1696129.02000000 0.913218556337 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.54663000 N N N N N N Radiology Partners Inc 549300SFTAG2177WUZ08 75041VAA2 305000.00000000 PA USD 266341.04000000 0.143401579227 Long DBT CORP US Y 2 2028-02-01 Fixed 9.25000000 N N N N N N Thl Credit Inc ZPFGW6VV73M9CW4FN909 872438403 48198.00000000 NS USD 969748.58000000 0.522125609429 Long EP CORP US N 1 N N N Aes Andrs/dmcn Pwr/itabo 7245003VZ59682IZLJ86 N01008AB2 250000.00000000 PA USD 223750.00000000 0.120469993479 Long DBT CORP NL N 2 2026-05-11 Fixed 7.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKPD9 2970040.14000000 PA USD 3036379.55000000 1.634827372473 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 3.00000000 N N N N N N Residential Asset Securitizati N/A 76114HAK1 2433676.76000000 PA USD 1753650.53000000 0.944188906883 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N Countrywide Alternative Loan T N/A 12668AXL4 791601.13000000 PA USD 721628.34000000 0.388534352691 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.71000000 N N N N N N Jp Morgan Chase Commercial Mor N/A 46635TBD3 411000.00000000 PA USD 388992.51000000 0.209438771590 Long ABS-MBS CORP US Y 2 2021-03-15 Floating 5.66400000 N N N N N N Pgim Global High Yield Fund In F0ATD1Y4J8CHDKHSLD09 69346J106 200500.00000000 NS USD 2217530.00000000 1.193947819626 Long EC RF US N 1 N N N Hawaii Hotel Trust 2019-maui N/A 41975AAL6 230000.00000000 PA USD 164553.55000000 0.088597832829 Long ABS-MBS CORP US Y 2 2021-05-15 Floating 3.45463000 N N N N N N Aventiv Technologies LLC 549300EBCNNXVCJ2FW66 78410QAB8 19346.54000000 PA USD 15380.50000000 0.008281066970 Long LON CORP US N 2 2024-11-01 Floating 5.50000000 N N N N N N Parexel International Corp. N/A N/A 44872.61000000 PA USD 38758.72000000 0.020868213388 Long LON CORP US N 2 2024-09-27 Floating 3.73940000 N N N N N N Star Energy Geothermal N/A G84393AC4 230000.00000000 PA USD 209116.92000000 0.112591347436 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N ION Trading Technologies S.A.R.L. N/A L5582BAT4 174109.42000000 PA USD 145091.47000000 0.078119188580 Long LON CORP LU N 2 2024-11-21 Floating 5.07200000 N N N N N N Portman Ridge Fin Corp 254900YM5BVQKA01I468 48668E309 57205.00000000 NS USD 1275671.50000000 0.686838602402 Long EP CORP US N 1 N N N Fillmore Park Clo, Ltd. N/A 31722QAA2 500000.00000000 PA USD 306571.00000000 0.165061927915 Long ABS-CBDO CORP US Y 2 2030-07-15 Floating 7.23125000 N N N N N N New Mountain Finance Cor 549300L1MPTT1H7SES77 647551AC4 1000000.00000000 PA USD 820104.30000000 0.441555127033 Long DBT CORP US N 2 2023-08-15 Fixed 5.75000000 N N N N N N Trimaran Advisors Cavu 2019-2 N/A 89624JAJ6 500000.00000000 PA USD 457880.50000000 0.246528987037 Long ABS-CBDO CORP US Y 2 2032-11-26 Floating 6.63125000 N N N N N N Dorchester Park Clo Ltd 549300UGHN2HEE8W3M89 25820PAA7 500000.00000000 PA USD 356527.00000000 0.191958906661 Long ABS-CBDO CORP US Y 2 2028-04-20 Floating 6.81913000 N N N N N N Chase Mortgage Finance Corpora N/A 161629AD2 3403133.66000000 PA USD 1206205.67000000 0.649437270169 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.54663000 N N N N N N Comm Mortgage Trust N/A 12624QAE3 500000.00000000 PA USD 187075.00000000 0.100723682816 Long ABS-MBS CORP US Y 2 2022-11-15 Floating 4.59300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AR5G9 1130548.30000000 PA USD 1319818.37000000 0.710607867837 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 5.21556000 N N N N N N Cvent, Inc. N/A 23248RAB0 203411.95000000 PA USD 148152.04000000 0.079767040414 Long LON CORP US N 2 2024-11-29 Floating 4.73940000 N N N N N N Credit Suisse Mortgage Trust 1V8Y6QCX6YMJ2OELII46 22942KCC2 2067035.86000000 PA USD 1569989.80000000 0.845303512712 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.75000000 N N N N N N Barclays Commercial Mortgage S N/A 05549RAJ6 682000.00000000 PA USD 606762.99000000 0.326689311504 Long ABS-MBS CORP US Y 2 2020-07-15 Floating 3.85463000 N N N N N N Jp Morgan Chase Commercial Mor N/A 46651MAQ9 320000.00000000 PA USD 198308.64000000 0.106772024884 Long ABS-MBS CORP US Y 2 2021-07-15 Floating 3.70463000 N N N N N N Wave Usa N/A 94354KAC4 468750.00000000 PA USD 291381.56000000 0.156883730204 Long ABS-MBS CORP US Y 2 2027-09-15 Fixed 6.41300000 N N N N N N Verscend Holding Corp. N/A 92531HAB3 118200.00000000 PA USD 112290.00000000 0.060458438292 Long LON CORP US N 2 2025-08-27 Floating 5.48940000 N N N N N N Apidos Clo N/A 03768QAQ1 500000.00000000 PA USD 331484.43000000 0.178475651936 Long ABS-CBDO CORP US Y 2 2033-01-20 Floating 8.43255000 N N N N N N Apidos Clo 549300336HZNKBNFER56 03765RAJ8 500000.00000000 PA USD 303324.50000000 0.163313968881 Long ABS-CBDO CORP US Y 2 2027-07-18 Floating 10.06913000 N N N N N N Kronos Acquisition Intermediate, Inc. 54930093YQIEW0FV8L89 49387TAR7 165000.00000000 PA USD 149256.53000000 0.080361712607 Long LON CORP US N 2 2023-05-15 Floating 5.00000000 N N N N N N Ubs-barclays Commercial Mortga N/A 90270YAN9 333000.00000000 PA USD 287663.22000000 0.154881726202 Long ABS-MBS CORP US Y 2 2023-02-10 Floating 4.10400000 N N N N N N Webster Park Clo Ltd N/A 948210AE9 500000.00000000 PA USD 287016.50000000 0.154533523502 Long ABS-CBDO CORP US Y 2 2030-07-20 Floating 7.31913000 N N N N N N Atrium Cdo Corp 549300BF3YFW8EHN6F75 04965TAA9 500000.00000000 PA USD 321548.50000000 0.173126014294 Long ABS-CBDO RF US Y 2 2030-11-21 Floating 7.85625000 N N N N N N Atrium Cdo Corp N/A 04965HAA5 500000.00000000 PA USD 314284.70000000 0.169215087194 Long ABS-CBDO CORP US Y 2 2030-08-23 Floating 7.49263000 N N N N N N Yuzhou Properties Co Ltd 213800MP59KHGJSPHE82 N/A 200000.00000000 PA USD 166936.76000000 0.089880984977 Long DBT CORP KY N 2 2025-05-27 Fixed 8.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1D44 4224751.00000000 PA USD 677122.39000000 0.364571753780 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 4.95337000 N N N N N N Stellus Capital Investme 5493001DZV6QC1KUSC43 858568306 29898.00000000 NS USD 592727.85000000 0.319132604356 Long EP RF US N 1 N N N Citigroup Commercial Mortgage N/A 17323CAN7 196000.00000000 PA USD 164202.35000000 0.088408742050 Long ABS-MBS CORP US Y 2 2025-01-10 Floating 4.42000000 N N N N N N Octagon Investment Partners Xx 549300XIS9D4AHDX5A35 67590UAQ1 500000.00000000 PA USD 345358.00000000 0.185945367634 Long ABS-CBDO CORP US Y 2 2031-02-14 Floating 8.70375000 N N N N N N Vmc Finance Llc N/A 91834PAJ4 463224.22000000 PA USD 326389.18000000 0.175732301168 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 3.45013000 N N N N N N Canacol Energy Ltd 549300X5MNRWPMSM9N14 U13518AB8 250000.00000000 PA USD 217188.75000000 0.116937328699 Long DBT CORP CA N 2 2025-05-03 Fixed 7.25000000 N N N N N N Western Asset High Income Oppo 549300S7N70O2ERKYG47 95766K109 435712.00000000 NS USD 1834347.52000000 0.987637245918 Long EC RF US N 1 N N N Social Professional Loan Progr N/A 83404W107 28380.00000000 PA USD 1040735.44000000 0.560345884563 Long ABS-MBS CORP US Y 3 2048-08-17 None 0.00000000 N N N N N N Jp Morgan Chase Commercial Mor N/A 46651CAQ1 136000.00000000 PA USD 106243.88000000 0.057203126394 Long ABS-MBS CORP US Y 2 2024-05-05 Floating 4.45200000 N N N N N N Nuveen Credit Strategies Incom W4CSTD4RDGQSJ4FOVO30 67073D102 323830.00000000 NS USD 1836116.10000000 0.988589473051 Long EC RF US N 1 N N N Klockner Pentaplast of America, Inc. 5299004QDA11QZOG5N31 49865NAQ3 139285.72000000 PA USD 98622.65000000 0.053099754200 Long LON CORP US N 2 2022-06-30 Floating 5.25000000 N N N N N N Solenis Holdings LLC 549300P0XTH2Z2N7QB86 83420LAN1 90000.00000000 PA USD 62550.00000000 0.033677756836 Long LON CORP US N 2 2026-06-26 Floating 10.11330000 N N N N N N Rkp Overseas Fi 2016 A 254900ARRYL5Z9TLGP06 N/A 200000.00000000 PA USD 173995.69000000 0.093681607328 Long DBT CORP VG N 2 2049-12-31 Fixed 7.95000000 N N N N N N Hospitality Mortgage Trust N/A 40443RAS0 199016.58000000 PA USD 96432.89000000 0.051920758120 Long ABS-MBS CORP US Y 2 2021-11-15 Floating 4.60463000 N N N N N N Babson Clo Ltd N/A 06760YAA0 500000.00000000 PA USD 315176.50000000 0.169695244245 Long ABS-CBDO CORP US Y 2 2030-10-15 Floating 7.65125000 N N N N N N Comm Mortgage Trust N/A 20048KAG2 878000.00000000 PA USD 832406.60000000 0.448178849942 Long ABS-MBS CORP US Y 2 2020-09-15 Floating 2.88119000 N N N N N N Pgim High Yield Bond Fund Inc F0ATD1Y4J8CHDKHSLD09 69346H100 149243.00000000 NS USD 1728233.94000000 0.930504274786 Long EC RF US N 1 N N N Residential Accredit Loans, In N/A 749236AE5 1984704.45000000 PA USD 1545865.26000000 0.832314537622 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.93500000 N N N N N N Intelsat Jackson Hldg 8XJ8KF85PBKK1TLMFN29 45824TBA2 435000.00000000 PA USD 276640.43000000 0.148946908596 Long DBT CORP LU Y 2 2024-10-15 Fixed 8.50000000 N N N N N N Invesco High Income Trust Ii NWTWTK5C3HWITJJQZG91 46131F101 93167.00000000 NS USD 997818.57000000 0.537238867584 Long EC RF US N 1 N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEB0 250000.00000000 PA USD 222576.25000000 0.119838030776 Long DBT NUSS DO Y 2 2049-06-05 Fixed 6.40000000 N N N N N N Jp Morgan Chase Commercial Mor N/A 46646JAG6 500000.00000000 PA USD 417387.70000000 0.224727121776 Long ABS-MBS CORP US Y 2 2021-10-05 Floating 4.00900000 N N N N N N Solenis Holdings LLC 549300P0XTH2Z2N7QB86 83420LAK7 228835.44000000 PA USD 184594.68000000 0.099388245345 Long LON CORP US N 2 2025-06-26 Floating 5.61330000 N N N N N N Lcm Ltd Partnership 549300K6S4MWQOINB710 50190BAB6 500000.00000000 PA USD 293424.50000000 0.157983676432 Long ABS-CBDO CORP US Y 2 2031-10-15 Floating 7.83125000 N N N N N N Agile Group Holdings Ltd 549300ZRISRT38EEYY07 N/A 200000.00000000 PA USD 166989.55000000 0.089909407819 Long DBT CORP KY N 2 2049-12-31 Fixed 6.87500000 N N N N N N Lcm Ltd Partnership 549300NGJ6CPPJRPGL08 50184WAC6 500000.00000000 PA USD 274669.50000000 0.147885733515 Long ABS-CBDO CORP US Y 2 2031-07-20 Floating 7.31913000 N N N N N N Csn Islands Xii 222100BC34RLK5I1BK26 G2585XAA7 300000.00000000 PA USD 180091.50000000 0.096963672986 Long DBT CORP KY N 2 2049-12-31 Fixed 7.00000000 N N N N N N Nuveen Municipal Credit Income 54930078DL3R0VSYW338 67070X101 122054.00000000 NS USD 1717299.78000000 0.924617176758 Long EC RF US N 1 N N N Dryden Senior Loan Fund 549300BH0PFEW6WVTN52 26244FAG2 500000.00000000 PA USD 287557.95000000 0.154825047426 Long ABS-CBDO CORP KY Y 2 2031-08-15 Floating 7.44175000 N N N N N N Fermaca Enterprises S. de R.L. de C.V. 549300HYMZDEHWD3X752 P39198AA7 258530.55330000 PA USD 257159.05000000 0.138457872968 Long DBT CORP MX N 2 2038-03-30 Fixed 6.37500000 N N N N N N Castlelake Aircraft Securitiza 549300MHTIBONNXM3R82 12563CAA5 1250000.00000000 PA USD 655291.55000000 0.352817737456 Long ABS-MBS CORP US Y 3 2039-04-15 None 0.00000000 N N N N N N Blackrock Tcp Cap Corp 549300JU1XG1HF56J989 87238QAD5 500000.00000000 PA USD 448750.00000000 0.241613003683 Long DBT CORP US N 2 2022-03-01 Fixed 4.62500000 N N N N N N Preston Ridge Partners Mortgag N/A 69359GAB2 4000000.00000000 PA USD 2317940.00000000 1.248009906980 Long ABS-MBS CORP US Y 2 2023-02-25 Floating 3.96700000 N N N N N N McDermott International, Inc. 549300MSF84ZAB7RHN59 58004GAB4 188987.47000000 PA USD 58165.62000000 0.031317147987 Long LON CORP US N 2 2025-05-09 Floating 8.25000000 N N N N N N Camposol Sa 5493008B0STMH3JFSW17 134638AE5 150000.00000000 PA USD 119437.50000000 0.064306747916 Long DBT CORP PE Y 2 2027-02-03 Fixed 6.00000000 N N N N N N Oi Sa 254900YEMWCRRAGD4978 P7354PAA2 250000.00000000 PA USD 172811.25000000 0.093043888986 Long DBT CORP BR N 2 2025-07-27 Fixed 10.00000000 N N Y N N N Credito Real Sab De Cv 549300W2IL7TPPCTKL39 P32457AB2 250000.00000000 PA USD 192578.75000000 0.103686975449 Long DBT CORP MX N 2 2049-12-31 Fixed 9.12500000 N N N N N N Cyxtera DC Holdings, Inc. N/A 19633FAD3 212924.93000000 PA USD 142340.32000000 0.076637932613 Long LON CORP US N 2 2024-05-01 Floating 4.00000000 N N N N N N Air Methods Corp. 54930081QGNZXVDOZF63 00912YAL6 521134.42000000 PA USD 372321.88000000 0.200463081367 Long LON CORP US N 2 2024-04-22 Floating 4.95010000 N N N N N N Aeropuertos Dominicanos 254900KJA5MXNPYB4W32 P0100VAB9 250000.00000000 PA USD 177500.00000000 0.095568374715 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N Western Asset Emerging Markets 549300F68574RU1BKP84 95766A101 82627.00000000 NS USD 870062.31000000 0.468453187990 Long EC RF US N 1 N N N Octagon Investment Partners 45 N/A 67577NAA9 500000.00000000 PA USD 339334.47000000 0.182702218495 Long ABS-CBDO CORP KY Y 2 2032-10-15 Floating 9.51889000 N N N N N N Flex Acquisition Co., Inc. 549300HHED2KGPBEDW39 33936HAH5 285000.00000000 PA USD 262200.00000000 0.141171987890 Long LON CORP US N 2 2025-06-29 Floating 5.15940000 N N N N N N Banco Do Brasil (cayman) QE0Q0253K88YAGNPE356 N/A 250000.00000000 PA USD 197562.50000000 0.106370293125 Long DBT CORP BR N 2 2049-12-31 Fixed 6.25000000 N N N N N N Alpha Holding Sa 549300R872G37EN6NT94 02074AAB0 300000.00000000 PA USD 209250.00000000 0.112662999489 Long DBT CORP MX Y 2 2025-02-10 Fixed 9.00000000 N N N N N N Jsl Europe 54930068BSUST41D5C30 L5800PAB8 200000.00000000 PA USD 145509.00000000 0.078343992318 Long DBT CORP LU N 2 2024-07-26 Fixed 7.75000000 N N N N N N C10 Capital Spv Ltd 254900SD2H3SUNG7KK25 G23491AA4 200000.00000000 PA USD 158500.00000000 0.085338520520 Long DBT CORP VG N 2 2049-12-31 Floating 6.16013000 N N N N N N Morgan Stanley Capital I Trust N/A 61755YAP9 363000.00000000 PA USD 372213.67000000 0.200404819656 Long ABS-MBS CORP US Y 2 2049-06-11 Floating 6.12800000 N N N N N N Social Professional Loan Progr N/A 83406T102 20000.00000000 PA USD 1105858.82000000 0.595409183620 Long ABS-MBS CORP US Y 3 2046-05-15 None 0.00000000 N N N N N N Invesco Trust For Investment G V0VF67S6NRLBDK357F71 46131M106 40525.00000000 NS USD 489947.25000000 0.263794154248 Long EC RF US N 1 N N N Western Asset Global High Inco 549300JWVV1XIQ66WD13 95766B109 248458.00000000 NS USD 1858465.84000000 1.000622872077 Long EC RF US N 1 N N N Cometa Energia Sa N/A P29853AA9 242250.00000000 PA USD 226200.94000000 0.121789612366 Long DBT CORP MX N 2 2035-04-24 Fixed 6.37500000 N N N N N N Network I2i Ltd 2549003L8M1FGHLHOX45 64132NAA4 250000.00000000 PA USD 202375.00000000 0.108961407510 Long DBT CORP MU Y 2 2049-12-31 Fixed 5.65000000 N N N N N N Nyt Mortgage Trust N/A 62954PAQ3 315000.00000000 PA USD 243602.42000000 0.131158802007 Long ABS-MBS CORP US Y 2 2020-12-15 Floating 3.70463000 N N N N N N Travelport Finance Luxem 2221005SGFWYZHL40F77 L9308UAQ3 238800.00000000 PA USD 156652.80000000 0.084343963327 Long LON CORP US N 2 2026-05-29 Floating 6.07200000 N N N N N N Jp Morgan Chase Commercial Mor N/A 46642CAK6 492000.00000000 PA USD 395061.44000000 0.212706364697 Long ABS-MBS CORP US Y 2 2024-06-15 Floating 4.60300000 N N N N N N Citigroup Commercial Mortgage N/A 17324TAN9 192000.00000000 PA USD 136455.28000000 0.073469348343 Long ABS-MBS CORP US Y 2 2026-01-10 Fixed 2.85000000 N N N N N N Banc Of America Merrill Lynch N/A 05525DAL0 730000.00000000 PA USD 665234.40000000 0.358171100918 Long ABS-MBS CORP US Y 2 2021-03-15 Floating 3.20463000 N N N N N N Mft Trust N/A 55317BAL1 365000.00000000 PA USD 160961.72000000 0.086663943503 Long ABS-MBS CORP US Y 2 2030-02-06 Variable 3.47700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGRJ3 6000000.00000000 PA USD 4929747.60000000 2.654242061361 Long ABS-MBS USGSE US N 2 2043-07-25 None 0.00000000 N N N N N N Luminent Mortgage Trust N/A 55027AAR1 1918899.56000000 PA USD 1684982.63000000 0.907217190837 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.14663000 N N N N N N American Tire Distributors, Inc. HZ8T88YVE2JVXJ0BTQ24 03021BAE4 570684.80000000 PA USD 385212.24000000 0.207403423647 Long LON CORP US N 2 2024-09-02 Floating 8.54100000 N N N N N N Chaseflex Trust N/A 16165VAA6 2802204.24000000 PA USD 1466487.07000000 0.789576258150 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.50000000 N N N N N N Dryden Senior Loan Fund N/A 26249MAW7 500000.00000000 PA USD 291287.01000000 0.156832823220 Long ABS-CBDO CORP US Y 2 2031-01-15 Floating 6.98125000 N N N N N N Equinox Holdings, Inc. 549300W05QKLNGQIIA73 29446CAP9 213371.92000000 PA USD 158495.86000000 0.085336291489 Long LON CORP US N 2 2024-03-08 Floating 4.07200000 N N N N N N Washington Mutual Mortgage Pas N/A 93934FCE0 1616090.87000000 PA USD 1494457.73000000 0.804636035705 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N Petrobras Global Finance 549300FNENFFSMO3GT38 71647NBD0 250000.00000000 PA USD 245056.25000000 0.131941563529 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N First Horizon Alternative Mort N/A 32051GWG6 661095.01000000 PA USD 568048.47000000 0.305844895987 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.32650000 N N N N N N Canyon Capital Clo Ltd N/A 13876EAF0 500000.00000000 PA USD 301990.00000000 0.162595456227 Long ABS-CBDO CORP US Y 2 2031-07-15 Floating 7.58125000 N N N N N N Residential Funding Mtg Sec I N/A 74957XAR6 2871507.92000000 PA USD 2479434.53000000 1.334960722516 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N Banco Santander Mexico SCRYQ25DTVRHYYMM6P89 40053CAA3 200000.00000000 PA USD 207000.00000000 0.111451569386 Long DBT CORP MX N 2 2049-12-31 Fixed 8.50000000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 00169QAD1 119389.32000000 PA USD 107748.86000000 0.058013427761 Long LON CORP US N 2 2025-03-14 Floating 5.86330000 N N N N N N Eaton Vance Limited Duration I NZ7KR43H6Z5W1GY0QX46 27828H105 174586.00000000 NS USD 1845374.02000000 0.993574061038 Long EC RF US N 1 N N N Bx Trust N/A 05608BAL4 321000.00000000 PA USD 287784.11000000 0.154946814995 Long ABS-MBS CORP US Y 2 2021-04-15 Floating 2.60463000 N N N N N N Citigroup Commercial Mortgage N/A 17326MAQ5 319000.00000000 PA USD 202509.91000000 0.109034044859 Long ABS-MBS CORP US Y 2 2036-12-15 Floating 4.35463000 N N N N N N The Bancorp Commercial Mortgag N/A 05972MAJ3 631000.00000000 PA USD 555357.80000000 0.299012069474 Long ABS-MBS CORP US Y 2 2022-02-15 Floating 3.05463000 N N N N N N Bear Stearns Adjustable Rate M N/A 07388DAC2 1316235.96000000 PA USD 1120301.73000000 0.603185439591 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.07900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A2F99 3920319.60000000 PA USD 803498.90000000 0.432614557515 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 5.55337000 N N N N N N Acrisure LLC 549300R0Z1Q47XRTGO22 00488PAL9 199488.81000000 PA USD 178542.48000000 0.096129659894 Long LON CORP US N 2 2027-02-15 Floating 5.20730000 N N N N N N Gulf Finance LLC 549300GL13V5C6ULWJ40 40227UAB2 516088.90000000 PA USD 268882.32000000 0.144769838378 Long LON CORP US N 2 2023-08-25 Floating 6.79120000 N N N N N N Hayward Industries, Inc. 549300NV8ZMMEDUHQ091 421300AG9 201426.96500000 PA USD 161141.57000000 0.086760777149 Long LON CORP US N 2 2024-08-05 Floating 4.48940000 N N N N N N State Street Institutional Tre 549300P1E098W6ES7M39 857492888 17178879.51000000 NS USD 17178879.51000000 9.249338558935 Long STIV RF US N 1 N N N Oxford Square Capital Co 549300EGQH8WWU1U6Q06 69181V206 235511.00000000 NS USD 4420070.45000000 2.379825064993 Long EP CORP US N 1 N N N Lcm Ltd Partnership N/A 50200LAA4 500000.00000000 PA USD 294380.50000000 0.158498399622 Long ABS-CBDO CORP US Y 2 2031-07-16 Floating 7.44263000 N N N N N N Triplepoint Venture Grow 549300ATPBY6JIFH9Z88 89677Y308 35926.00000000 NS USD 781390.50000000 0.420711099174 Long EP RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A4GY9 4461581.80000000 PA USD 726262.09000000 0.391029225684 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 5.50337000 N N N N N N Blackrock Multi-sector Income 549300BOVTR6GS7HLC41 09258A107 66589.00000000 NS USD 803729.23000000 0.432738570269 Long EC RF US N 1 N N N Countrywide Home Loans N/A 12544XAA3 2537269.82000000 PA USD 1901342.21000000 1.023708083315 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5.75000000 N N N N N N Structured Adjustable Rate Mor N/A 86362NAG5 2281898.77000000 PA USD 1951597.35000000 1.050766123038 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.09500000 N N N N N N Fmc Gmsr Issuer Trust N/A 30259RAB1 3000000.00000000 PA USD 3045067.20000000 1.639504919463 Long ABS-MBS CORP US Y 2 2024-05-25 Fixed 5.66000000 N N N N N N Mcdermott International Inc ZAKWBIG8QLOPMZ888610 580037703 705.00000000 NS USD 0.00000000 0.000000 Long EC CORP PA N 2 N N N Jp Morgan Chase Commercial Mor N/A 46629PAQ1 104652.16000000 PA USD 103337.94000000 0.055638529421 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 5.33700000 N N N N N N Ypf Sociedad Anonima 5493003N7447U18U5U53 N/A 100000.00000000 PA USD 52474.50000000 0.028252972839 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17328EAN8 375000.00000000 PA USD 208453.50000000 0.112234153232 Long ABS-MBS CORP US Y 2 2029-12-10 Fixed 3.62000000 N N N N N N Structured Asset Mortgage Investment Trust N/A 86359LQG7 639749.94000000 PA USD 618576.97000000 0.333050116392 Long ABS-MBS CORP US N 2 2046-03-25 Floating 3.01585000 N N N N N N Gran Tierra Energy Inc 549300IH2S17MAIUCM32 38502JAA9 250000.00000000 PA USD 65312.50000000 0.035165123795 Long DBT CORP US Y 2 2027-05-23 Fixed 7.75000000 N N N N N N Braskem Idesa Sapi YH0V7ZHY352ITDGEYB83 10554NAA6 200000.00000000 PA USD 141848.00000000 0.076372860939 Long DBT CORP MX Y 2 2029-11-15 Fixed 7.45000000 N N N N N N Millicom Intl Cellular 549300CTHC1CP86P2G96 L6388GHV5 250000.00000000 PA USD 225137.50000000 0.121217042042 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N Banco Macro Sa 579100KKDKKIFEBKK040 P1047VAF4 150000.00000000 PA USD 91501.50000000 0.049265631769 Long DBT CORP AR N 2 2026-11-04 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYZ61 2355695.61000000 PA USD 2472985.93000000 1.331488710002 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 3.34537000 N N N N N N Bb-ubs Trust N/A 05490AAS2 500000.00000000 PA USD 491237.55000000 0.264488869030 Long ABS-MBS CORP US Y 2 2020-06-05 Floating 3.55900000 N N N N N N athenahealth, Inc. N/A N/A 123750.00000000 PA USD 116325.00000000 0.062630936275 Long LON CORP US N 2 2026-02-11 Floating 5.28410000 N N N N N N Granite US Holdings Corp. N/A N/A 199000.00000000 PA USD 144275.00000000 0.077679590209 Long LON CORP US N 2 2026-09-30 Floating 6.32200000 N N N N N N Geopark Ltd 529900ZR5QI19AH4KZ07 N/A 250000.00000000 PA USD 144061.25000000 0.077564504349 Long DBT CORP BM N 2 2024-09-21 Fixed 6.50000000 N N N N N N Jpmbb Commercial Mortgage Secu N/A 46644AAN2 632000.00000000 PA USD 511928.34000000 0.275629067182 Long ABS-MBS CORP US Y 2 2025-02-15 Floating 3.80700000 N N N N N N Mitchell International, Inc. N/A N/A 445000.00000000 PA USD 350065.93000000 0.188480180132 Long LON CORP US N 2 2025-12-01 Floating 8.23940000 N N N N N N Banco Mercantil De Norte 549300QTVYRPFHS0J362 P14008AE9 250000.00000000 PA USD 191956.25000000 0.103351813121 Long DBT CORP MX N 2 2049-12-31 Fixed 7.62500000 N N N N N N Octagon Investment Partners 29 5493003U22XL00FIHD56 67591KAE9 500000.00000000 PA USD 339785.00000000 0.182944789875 Long ABS-CBDO CORP US Y 2 2033-01-24 Floating 9.05088000 N N N N N N Op Servicios Mega 4469000001BP4DCM0P31 68373NAA3 200000.00000000 PA USD 137750.00000000 0.074166442913 Long DBT CORP MX Y 2 2025-02-11 Fixed 8.25000000 N N N N N N Voya Clo Ltd N/A 92917TAA3 500000.00000000 PA USD 303791.00000000 0.163565138722 Long ABS-CBDO CORP US Y 2 2031-07-15 Floating 7.08125000 N N N N N N Latam Finance Ltd N/A G53770AC0 250000.00000000 PA USD 115256.25000000 0.062055506976 Long DBT CORP KY N 2 2026-03-01 Fixed 7.00000000 N N N N N N Capital Southwest Corp 54930023YZ4YEJEDBO56 140501206 38563.00000000 NS USD 848771.63000000 0.456990001037 Long EP RF US N 1 N N N Myers Park Clo Ltd N/A 62848GAA8 500000.00000000 PA USD 305245.00000000 0.164347991775 Long ABS-CBDO CORP US Y 2 2030-10-20 Floating 7.31913000 N N N N N N Fremf Mortgage Trust N/A 30295JAC3 108203.74000000 PA USD 98121.66000000 0.052830014482 Long ABS-MBS USGSE US Y 2 2023-07-25 Floating 6.56525000 N N N N N N Credivalores Sa 54930036B12A3G2SIW61 22555LAB2 200000.00000000 PA USD 150900.00000000 0.081246578842 Long DBT CORP CO Y 2 2025-02-07 Fixed 8.87500000 N N N N N N Ares Dynamic Credit Allocation 549300BZI16VZUT2N044 04014F102 79732.00000000 NS USD 860308.28000000 0.463201487742 Long EC RF US N 1 N N N Countrywide Alternative Loan T N/A 12668AFL4 865464.90000000 PA USD 678192.84000000 0.365148098381 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Morgan Stanley Emerging Market 541YGIXZ6JJP4EZDJI96 617477104 176211.00000000 NS USD 918059.31000000 0.494295414926 Long EC RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A4M53 4340532.30000000 PA USD 5008444.73000000 2.696613649017 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Countrywide Alternative Loan T 549300NHEJTDVQUV3M53 02149HAB6 2651591.40000000 PA USD 2030905.29000000 1.093466578970 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.75000000 N N N N N N Walnut Bidco Plc 549300LGP4VBCHWQTD80 G9410WAA5 200000.00000000 PA USD 159000.00000000 0.085607727210 Long DBT CORP JE N 2 2024-08-01 Fixed 9.12500000 N N N N N N Gilex Holding Sarl 549300UT8ST8B7RS8205 L43228AA0 250000.00000000 PA USD 214811.25000000 0.115657250891 Long DBT CORP LU N 2 2023-05-02 Fixed 8.50000000 N N N N N N Braemar Hotels & Resorts Trust 549300JDUUEBN868C776 10482TAQ5 402000.00000000 PA USD 305262.04000000 0.164357166339 Long ABS-MBS CORP US Y 2 2035-06-15 Floating 3.60463000 N N N N N N Unifin Financiera Sa De 5493007GRMPGDJG93Z17 P94461AD5 250000.00000000 PA USD 152380.00000000 0.082043430643 Long DBT CORP MX N 2 2049-12-31 Fixed 8.87500000 N N N N N N Morgan Stanley Baml Trust N/A 61764RAN8 119000.00000000 PA USD 93153.90000000 0.050155306036 Long ABS-MBS CORP US Y 2 2025-01-15 Fixed 3.07100000 N N N N N N Freeport-mcmoran Inc 549300IRDTHJQ1PVET45 35671DBC8 300000.00000000 PA USD 270840.00000000 0.145823879482 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N Gs Mortgage Securities Trust 549300V3F4KBEWHAZP46 36250HAS2 1776000.00000000 PA USD 1342426.36000000 0.722780312118 Long ABS-MBS CORP US Y 2 2047-11-10 Floating 4.51450000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380CXS7 4654773.78000000 PA USD 5069454.54000000 2.729462146951 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N Blackrock Floating Rate Income CORWREIZL67PMUN7T798 091941104 67208.00000000 NS USD 659310.48000000 0.354981583136 Long EC RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJXH2 5863050.00000000 PA USD 888778.58000000 0.478530278157 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 5.19537000 N N N N N N Luminent Mortgage Trust N/A 55027AAU4 1730019.15000000 PA USD 1470642.74000000 0.791813726476 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.15663000 N N N N N N Rmat N/A 74968AAA0 693699.52000000 PA USD 682690.23000000 0.367569553326 Long ABS-MBS CORP US Y 2 2035-11-25 Floating 9.85000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAT0 500000.00000000 PA USD 451753.60000000 0.243230182107 Long DBT CORP US N 2 2022-02-01 Fixed 3.75000000 N N N N N N Pimco Energy & Tactical Credit 549300BX5QVFQJENPV35 69346N107 253693.00000000 NS USD 1362331.41000000 0.733497457341 Long EC RF US N 1 N N N McDermott Technology , Inc. N/A 000000000 19659.97000000 PA USD 18047.85000000 0.009717203896 Long LON CORP US N 2 2020-10-21 Floating 10.71980000 N N N N N N Chl Gmsr Issuer Trust N/A 17026XAA9 3930000.00000000 PA USD 3654063.30000000 1.967396567267 Long ABS-MBS CORP US Y 2 2023-05-25 Floating 3.69663000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BN6 65000.00000000 PA USD 70868.78000000 0.038156699282 Long DBT CORP US N 2 2050-04-01 Fixed 6.60000000 N N N N N N Credit Suisse Mortgage Trust 1V8Y6QCX6YMJ2OELII46 126378BC1 2117029.72000000 PA USD 1642156.67000000 0.884159121018 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N Residential Asset Securitizati N/A 45660L4H9 2581204.45000000 PA USD 1569616.75000000 0.845102657602 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.75000000 N N N N N N Banc Of America Funding Corpor N/A 058933AV4 2210560.14000000 PA USD 1700233.54000000 0.915428484818 Long ABS-MBS CORP US N 2 2036-05-20 Floating 3.33400000 N N N N N N Ortho-clinical Inc/sa 5493006VJVVGE5PD4517 68752DAA6 145000.00000000 PA USD 125773.00000000 0.067717865876 Long DBT CORP US Y 2 2028-02-01 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADEM7 4316741.80000000 PA USD 4491757.19000000 2.418422164883 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3.00000000 N N N N N N First Trust Senior Floating Ra 549300188EQ1UO018C30 33733U108 148640.00000000 NS USD 1413566.40000000 0.761083061414 Long EC RF US N 1 N N N TIBCO Software, Inc. N/A 000000000 100000.00000000 PA USD 95500.00000000 0.051418477664 Long LON CORP US N 2 2028-03-03 Floating 8.24000000 N N N N N N Wind River Clo Ltd N/A 88433LAA3 500000.00000000 PA USD 289539.50000000 0.155891940456 Long ABS-CBDO CORP US Y 2 2030-07-15 Floating 7.58125000 N N N N N N Legacy Mortgage Asset Trust N/A 52474MAB5 5900000.00000000 PA USD 6334681.32000000 3.410677172369 Long ABS-MBS CORP US Y 2 2059-11-25 Floating 4.50000000 N N N N N N One Market Plaza Trust N/A 68245HAJ3 319000.00000000 PA USD 264164.22000000 0.142229550216 Long ABS-MBS CORP US Y 2 2024-02-10 Fixed 4.14200000 N N N N N N Mello Warehouse Securitization 549300MG3C2ML9FTA089 585503AG0 3000000.00000000 PA USD 2900976.30000000 1.561924451156 Long ABS-MBS CORP US Y 2 2021-05-14 Floating 6.44663000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010L103 23119.00000000 NS USD 249222.82000000 0.134184900560 Long EC RF US N 1 N N N Financiera Independencia 4469000001BNUHDNSG66 P4173SAF1 250000.00000000 PA USD 152813.75000000 0.082276967446 Long DBT CORP MX N 2 2024-07-19 Fixed 8.00000000 N N N N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 91116KAB1 204283.12350000 PA USD 176960.26000000 0.095277771478 Long LON CORP US N 2 2025-10-22 Floating 5.23940000 N N N N N N Minerva Luxembourg Sa 222100NM3G3RCPGZ2Z17 L6401PAH6 250000.00000000 PA USD 220987.50000000 0.118982626521 Long DBT CORP LU N 2 2028-01-19 Fixed 5.87500000 N N N N N N Structured Adjustable Rate Mor N/A 863579G51 1011132.56000000 PA USD 882401.84000000 0.475096956028 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.04200000 N N N N N N Tpg Specialty Lending In 549300TX61566GJWCN05 87265KAD4 500000.00000000 PA USD 465035.17000000 0.250381157085 Long DBT CORP US N 2 2022-08-01 Fixed 4.50000000 N N N N N N Fremf Mortgage Trust N/A 30261UAN4 2500000.00000000 PA USD 2462942.50000000 1.326081192922 Long ABS-MBS USGSE US Y 2 2020-05-25 None 0.00000000 N N N N N N BI-LO LLC N/A 088612AM8 349113.92000000 PA USD 286971.64000000 0.154509370278 Long LON CORP US N 2 2024-05-31 Floating 9.57380000 N N N N N N Dryden Senior Loan Fund 549300ARO9JRDQL4OE07 26251EAG5 500000.00000000 PA USD 305677.50000000 0.164580855561 Long ABS-CBDO CORP US Y 2 2030-07-15 Floating 7.43125000 N N N N N N Indymac Indx Mortgage Loan Tru N/A 45660NQ40 1328142.91000000 PA USD 1226329.07000000 0.660271977953 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.12500000 N N N N N N Connect Finco SARL N/A 000000000 105000.00000000 PA USD 84656.25000000 0.045580057588 Long LON CORP GB N 2 2026-12-11 Floating 5.49000000 N N N N N N Compania General Combust 529900ZYULFIPN299C35 P3063DAA0 250000.00000000 PA USD 177175.00000000 0.095393390367 Long DBT CORP AR N 2 2021-11-07 Fixed 9.50000000 N N N N N N Team Health Holdings, Inc. 549300PVTQ4UDTTMQT11 87817JAE8 388000.00000000 PA USD 250260.00000000 0.134743332148 Long LON CORP US N 2 2024-02-06 Floating 3.75000000 N N N N N N Nomura Asset Acceptance Corpor N/A 65535VPF9 2119131.25000000 PA USD 1254328.62000000 0.675347310270 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.19000000 N N N N N N Countrywide Home Loans 549300430UQIJMFG3R47 22239EAD8 2134848.76000000 PA USD 1747490.91000000 0.940872485067 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.29100000 N N N N N N Gpmt Ltd. N/A 36255CAJ8 999000.00000000 PA USD 840037.12000000 0.452287223996 Long ABS-MBS CORP KY Y 2 2021-04-19 Floating 3.72288000 N N N N N N Capex Sa 529900C9G66T1U8FMX69 P20058AC0 80000.00000000 PA USD 53500.40000000 0.028805331124 Long DBT CORP AR N 2 2024-05-15 Fixed 6.87500000 N N N N N N Countrywide Alternative Loan T N/A 02147WAT6 1256200.40000000 PA USD 891408.60000000 0.479946316111 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.50000000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 55292HAB9 204943.82000000 PA USD 146534.83000000 0.078896312914 Long LON CORP US N 2 2025-11-30 Floating 6.01530000 N N N N N N Legacy Mortgage Asset Trust N/A 52474WAB3 6200000.00000000 PA USD 6110610.88000000 3.290034649706 Long ABS-MBS CORP US Y 2 2059-04-25 Floating 4.25000000 N N N N N N Fontainebleau Miami Beach Trus N/A 34461LAU8 660000.00000000 PA USD 395083.19000000 0.212718075188 Long ABS-MBS CORP US Y 2 2024-12-10 Floating 4.09500000 N N N N N N Areit Cre Trust N/A 00217LAJ1 538000.00000000 PA USD 382667.03000000 0.206033048532 Long ABS-MBS CORP US Y 2 2022-07-14 Floating 3.35463000 N N N N N N Chenango Park Clo, Ltd. N/A 16410LAA1 500000.00000000 PA USD 314926.50000000 0.169560640901 Long ABS-CBDO CORP US Y 2 2030-04-15 Floating 7.63125000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17311LAE1 873954.86000000 PA USD 736216.52000000 0.396388823974 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.98900000 N N N N N N Spruce Hill Mortgage Loan Trus N/A 85209FAF3 1936000.00000000 PA USD 1648823.63000000 0.887748701477 Long ABS-MBS CORP US Y 2 2050-01-28 Floating 4.67600000 N N N N N N Banco Btg Pactual/cayman EQBLMEWPSUQTZGHYXT82 P07790AE1 250000.00000000 PA USD 216250.00000000 0.116431893139 Long DBT CORP BR N 2 2029-02-15 Fixed 7.75000000 N N N N N N Misys, Ltd. 549300ZB2RO6QC7YTK71 02034DAC1 209608.45000000 PA USD 181136.29000000 0.097526201900 Long LON CORP US N 2 2024-06-13 Floating 5.27710000 N N N N N N Jp Morgan Chase Commercial Mor N/A 46651CAN8 130000.00000000 PA USD 109137.99000000 0.058761353938 Long ABS-MBS CORP US Y 2 2024-05-05 Floating 4.45200000 N N N N N N Apidos Clo 549300PPHIOJQEKPJH29 03762XAD1 500000.00000000 PA USD 315522.50000000 0.169881535274 Long ABS-CBDO CORP US Y 2 2030-10-20 Floating 7.61913000 N N N N N N Invesco Senior Income Trust 549300C38VE5Y5R75E56 46131H107 307015.00000000 NS USD 988588.30000000 0.532269166727 Long EC RF US N 1 N N N Refinitiv US Holdings, Inc. N/A N/A 177849.00000000 PA USD 171698.09000000 0.092444548750 Long LON CORP US N 2 2025-10-01 Floating 4.23940000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BQZS9 4703492.88000000 PA USD 4748929.56000000 2.556887209518 Long ABS-MBS USGSE US N 2 2046-08-15 Fixed 3.00000000 N N N N N N Bfld Trust N/A 054970AS7 326000.00000000 PA USD 254074.55000000 0.136797136902 Long ABS-MBS CORP US Y 2 2021-10-15 Floating 3.89463000 N N N N N N Atrium Hotel Portfolio Trust 5493005J860FXWR4WJ55 04965KAQ3 433000.00000000 PA USD 327158.35000000 0.176146432587 Long ABS-MBS CORP US Y 2 2021-06-15 Floating 4.10463000 N N N N N N Metinvest Bv 635400TMCKVEU87EJ582 ZR8877378 200000.00000000 PA USD 135000.00000000 0.072685806121 Long DBT CORP NL N 2 2029-10-17 Fixed 7.75000000 N N N N N N Vtr Finance Bv 213800F4XI4RJB82XM19 N9417JAB7 250000.00000000 PA USD 233750.00000000 0.125854127266 Long DBT CORP NL N 2 2024-01-15 Fixed 6.87500000 N N N N N N Carlyle Global Market Strategi 6354006XBJTNRUJOLM20 14310HAQ1 500000.00000000 PA USD 304868.19000000 0.164145112230 Long ABS-CBDO CORP US Y 2 2030-10-15 Floating 7.33125000 N N N N N N Pyxus International Inc 8YFRT44YTZ40IQKXOL79 018772AT0 125000.00000000 PA USD 112500.00000000 0.060571505101 Long DBT CORP US Y 2 2021-04-15 Fixed 8.50000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GZG6 1764894.21000000 PA USD 1158826.01000000 0.623927427347 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.50750000 N N N N N N Banc Of America Mortgage Secur N/A 05954CAA6 1828271.16000000 PA USD 1694353.04000000 0.912262344945 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.00000000 N N N N N N Brandywineglobal Global Income 549300P4CDQCJBGI0833 10537L104 221760.00000000 NS USD 2337350.40000000 1.258460726025 Long EC RF US N 1 N N N Jp Morgan Chase Commercial Mor N/A 46651CAJ7 109000.00000000 PA USD 96376.06000000 0.051890160088 Long ABS-MBS CORP US Y 2 2024-05-05 Fixed 4.34300000 N N N N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 15134NAE6 322487.11000000 PA USD 264439.43000000 0.142377726962 Long LON CORP US N 2 2023-06-07 Floating 5.25000000 N N N N N N Blackbird Capital Aircraft N/A 09228YAC6 2406249.99000000 PA USD 1567955.81000000 0.844208385284 Long ABS-MBS CORP US Y 2 2024-12-15 Floating 5.68200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378NBW2 15572371.98000000 PA USD 254541.32000000 0.137048452115 Long ABS-MBS USGA US N 2 2053-09-16 Floating 0.19700000 N N N N N N Countrywide Alternative Loan T N/A 02150BAA7 2759659.22000000 PA USD 1387063.78000000 0.746813696236 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N Carbon Capital Vi Commercial M N/A 140817AC1 316000.00000000 PA USD 273829.67000000 0.147433557807 Long ABS-MBS CORP US Y 2 2021-11-15 Floating 3.55463000 N N N N N N Voya Clo Ltd 549300JHU3YI1LLL3V27 92914VAG8 500000.00000000 PA USD 299978.45000000 0.161512410796 Long ABS-CBDO CORP US Y 2 2031-07-14 Floating 7.78775000 N N N N N N Octagon Investment Partners 26 549300ZYOSZSIH0Y3392 675714AG4 500000.00000000 PA USD 243214.50000000 0.130949940689 Long ABS-CBDO CORP US Y 2 2030-07-15 Floating 9.92125000 N N N N N N Wamu Mortgage Pass-through Cer N/A 933634AG2 1740496.91000000 PA USD 1492947.95000000 0.803823149954 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.59900000 N N N N N N Medco Oak Tree Pte Ltd 254900YN7RH1JFLP4J36 Y59501AA7 250000.00000000 PA USD 159020.97000000 0.085619017738 Long DBT CORP SG N 2 2026-05-14 Fixed 7.37500000 N N N N N N McDermott Technology , Inc. 549300MSF84ZAB7RHN59 58004GAL2 47553.51000000 PA USD 43654.12000000 0.023503962242 Long LON CORP US N 2 2020-10-23 Floating 10.64660000 N N N N N N Wells Fargo Commercial Mortgag 549300JPCJUA5JJLRW54 95000LAJ2 332000.00000000 PA USD 245367.39000000 0.132109085468 Long ABS-MBS CORP US Y 2 2059-03-15 Fixed 3.12300000 N N N N N N Radiology Partners, Inc. N/A N/A 215777.62000000 PA USD 180821.65000000 0.097356795515 Long LON CORP US N 2 2025-07-09 Floating 5.98070000 N N N N N N Hyland Software, Inc. N/A 44908XAT5 203522.64000000 PA USD 191056.88000000 0.102867580281 Long LON CORP US N 2 2024-07-01 Floating 4.23940000 N N N N N N Carlyle Global Market Strategi 549300K65HYRGER5BW54 14314NAA9 500000.00000000 PA USD 294310.00000000 0.158460441479 Long ABS-CBDO CORP US Y 2 2031-05-15 Floating 7.04175000 N N N N N N Credit Suisse First Boston Mor N/A 2254585R5 1191455.47000000 PA USD 919794.69000000 0.495229766735 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N Flexential Intermediate 549300M6D163XS0DO113 33938DAA7 305000.00000000 PA USD 279837.50000000 0.150668253856 Long DBT CORP US Y 2 2024-08-01 Fixed 11.25000000 N N N N N N Vedanta Resources 8945002DGA3BBXO3N634 92243XAA9 250000.00000000 PA USD 106250.00000000 0.057206421484 Long DBT CORP GB Y 2 2026-04-23 Fixed 9.25000000 N N N N N N New Century Home Equity Loan T N/A 64352VQR5 2185696.24000000 PA USD 1738956.10000000 0.936277229179 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.12663000 N N N N N N Mitchell International, Inc. N/A N/A 73869.36000000 PA USD 62050.26000000 0.033408690134 Long LON CORP US N 2 2024-11-29 Floating 4.23940000 N N N N N N Octagon Investment Partners Xv N/A 67590DAG1 500000.00000000 PA USD 304854.50000000 0.164137741351 Long ABS-CBDO CORP US Y 2 2030-07-17 Floating 7.58613000 N N N N N N Peak 10 Holding Corp. 549300M6D163XS0DO113 70469CAC4 442729.60000000 PA USD 318211.90000000 0.171329544215 Long LON CORP US N 2 2024-08-01 Floating 4.95010000 N N N N N N Jp Morgan Chase Commercial Mor N/A 46651CAL2 111000.00000000 PA USD 94346.00000000 0.050797148625 Long ABS-MBS CORP US Y 2 2024-05-05 Floating 4.45200000 N N N N N N Minotaur Acquisition, Inc. N/A 60441EAC4 372180.45000000 PA USD 315731.84000000 0.169994246731 Long LON CORP US N 2 2026-03-27 Floating 5.98940000 N N N N N N Invesco Dynamic Credit Opportu UJGJ6DJQ6L11ZHIVZG65 46132R104 307596.00000000 NS USD 2454616.08000000 1.321598136997 Long EC RF US N 1 N N N Great Wolf Trust N/A 39152TAQ3 1100000.00000000 PA USD 746821.24000000 0.402098547099 Long ABS-MBS CORP US Y 3 2024-12-15 Floating 3.83563000 N N N N N N Wamu Mortgage Pass-through Cer N/A 93363BAG6 1496174.53000000 PA USD 1202833.35000000 0.647621567963 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.83600000 N N N N N N Nexpoint Strategic Opportuniti 5493008KGR2NU3OXMR64 65340G205 211507.00000000 NS USD 1747047.82000000 0.940633919483 Long EC RF US N 1 N N N Morgan Stanley Capital I Trust N/A 61691KAQ4 330000.00000000 PA USD 177701.04000000 0.095676617341 Long ABS-MBS CORP US Y 2 2034-11-15 Floating 5.05463000 N N N N N N Cim Trust N/A 12553TAC6 3720000.00000000 PA USD 3664200.00000000 1.972854302163 Long ABS-MBS CORP US Y 2 2057-01-27 Floating 10.50100000 N N N N N N Insite Issuer Llc N/A 45780KAF3 3000000.00000000 PA USD 2557147.20000000 1.376802263737 Long ABS-MBS CORP US Y 2 2046-11-15 Fixed 6.41400000 N N N N N N Neuberger Berman Clo Ltd 549300Y4D7MPQZMHJR43 64131DAF6 500000.00000000 PA USD 319064.50000000 0.171788595462 Long ABS-CBDO CORP US Y 2 2027-10-17 Floating 7.58613000 N N N N N N Western Asset High Yield Defin 5493004NC00X8WKL1P34 95768B107 46990.00000000 NS USD 579386.70000000 0.311949550709 Long EC RF US N 1 N N N Thl Credit Inc ZPFGW6VV73M9CW4FN909 872438304 131112.00000000 NS USD 2753352.00000000 1.482441553018 Long EP CORP US N 1 N N N Zelis Cost Management Buyer, Inc. N/A N/A 70000.00000000 PA USD 65100.00000000 0.035050710952 Long LON CORP US N 2 2026-09-30 Floating 5.73940000 N N N N N N Morgan Stanley Capital I Trust N/A 61691MAS6 350000.00000000 PA USD 263159.16000000 0.141688412466 Long ABS-MBS CORP US Y 2 2020-07-15 Floating 3.75463000 N N N N N N Nomura Asset Acceptance Corpor N/A 65535VSF6 8938104.79000000 PA USD 2441168.03000000 1.314357526960 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.48663000 N N N N N N Dhanani Group, Inc. 54930016IW5324QMQK30 44216WAM9 49292.29000000 PA USD 41651.99000000 0.022425988664 Long LON CORP US N 2 2025-07-20 Floating 4.73940000 N N N N N N Jpmbb Commercial Mortgage Secu N/A 46640LAL6 9475000.00000000 PA USD 309027.13000000 0.166384341167 Long ABS-MBS CORP US Y 2 2023-08-15 Floating 1.10400000 N N N N N N Bear Stearns Alt-a Trust N/A 07386HZG9 1809994.94000000 PA USD 1580650.66000000 0.851043462365 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.84000000 N N N N N N Amerihome Gmsr Issuer Trust N/A 03078AAC2 2500000.00000000 PA USD 2635965.00000000 1.419238821735 Long ABS-MBS CORP US Y 2 2026-11-25 Fixed 4.68000000 N N N N N N 2020-04-30 RIVERNORTH/DOUBLELINE STRATEGIC OPPORTUNITY FUND INC. Jonathan M. Mohrhardt Jonathan M. Mohrhardt Treasurer & Chief Financial Officer XXXX