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Par | Value | ||||||
RESIDENTIAL MORTGAGE-BACKED SECURITY - NON-AGENCY - 58.2% | |||||||
AFC Home Equity Loan Trust, Series 1997-3, Class 1A4, 7.47%, 09/27/2027(a) | $33,665 | $32,730 | |||||
AMSR Trust | |||||||
Series 2020-SFR4, Class G1, 4.00%, 11/17/2037(b) | 750,000 | 715,965 | |||||
Series 2021-SFR3, Class H, 4.90%, 10/17/2038(b) | 1,750,000 | 1,596,656 | |||||
Angel Oak Mortgage Trust, Series 2023-6, Class A3, 6.50%, 12/25/2067(a)(b) | 882,406 | 885,154 | |||||
Asset Backed Securities Corp. Home Equity Loan Trust, Series 1999-LB1, Class A1F, 7.11%, 06/21/2029 | 246,575 | 245,802 | |||||
Banc of America Funding Corp. | |||||||
Series 2006-D, Class 5A2, 5.41%, 05/20/2036(c) | 5,703 | 4,876 | |||||
Series 2008-R4, Class 1A4, 5.88% (1 mo. Term SOFR + 0.56%), 07/25/2037(b) | 1,107,888 | 731,175 | |||||
BRAVO Residential Funding Trust, Series 2024-NQM2, Class B1, 7.91%, 02/25/2064(b) | 1,335,000 | 1,332,037 | |||||
Chase Mortgage Finance Corp., Series 2020-CL1, Class M4, 9.79% (1 mo. Term SOFR + 4.46%), 10/25/2057(b) | 265,098 | 270,048 | |||||
Citigroup Mortgage Loan Trust, Series 2004-HYB4, Class WA, 6.25%, 12/25/2034(c) | 3,725 | 3,545 | |||||
COLT Funding LLC, Series 2022-6, Class A2, 4.65%, 06/27/2067(a)(b) | 1,621,368 | 1,572,892 | |||||
COLT Mortgage Loan Trust | |||||||
Series 2021-3, Class B2, 4.12%, 09/27/2066(b)(c) | 1,578,000 | 1,040,253 | |||||
Series 2021-4, Class B2, 4.14%, 10/25/2066(b)(c) | 2,625,000 | 1,720,772 | |||||
Conseco Finance Home Loan Trust, Series 2000-E, Class B1, 10.26%, 08/15/2031(c) | 62,433 | 7,098 | |||||
CoreVest American Finance Trust | |||||||
Series 2019-1, Class D, 4.82%, 03/15/2052(b) | 1,600,000 | 1,495,709 | |||||