Principal Amount USD ($) | | | | | | Value |
| Asset Backed Securities — (continued) | |
8,100,898 | Lobel Automobile Receivables Trust, Series 2023-1, Class A, 6.97%, 7/15/26 (144A) | $ 8,053,516 |
1,432,181 | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.636%, 10/15/46 (144A) | 1,244,594 |
949,944(a) | Madison Park Funding XXX LTD, Series 2018-30A, Class A, 6.01% (3 Month USD LIBOR + 75 bps), 4/15/29 (144A) | 939,839 |
5,458,328(a) | Magnetite VII, Ltd., Series 2012-7A, Class A1R2, 6.06% (3 Month USD LIBOR + 80 bps), 1/15/28 (144A) | 5,420,000 |
825,888 | Marlette Funding Trust, Series 2022-1A, Class A, 1.36%, 4/15/32 (144A) | 820,862 |
1,540,823 | Marlette Funding Trust, Series 2022-3A, Class A, 5.18%, 11/15/32 (144A) | 1,531,632 |
21,206,137 | Marlette Funding Trust, Series 2023-2A, Class A, 6.04%, 6/15/33 (144A) | 21,134,253 |
2,000,000(a) | MCF CLO IX, Ltd., Series 2019-1A, Class A2R, 6.736% (3 Month Term SOFR + 175 bps), 7/17/31 (144A) | 1,922,484 |
6,930,000(a) | MCF CLO IX, Ltd., Series 2019-1A, Class CR, 7.686% (3 Month Term SOFR + 270 bps), 7/17/31 (144A) | 6,631,490 |
2,500,000(a) | MCF CLO VII LLC, Series 2017-3A, Class ER, 14.46% (3 Month Term SOFR + 941 bps), 7/20/33 (144A) | 2,345,825 |
5,228,739(a) | MCF CLO VIII, Ltd., Series 2018-1A, Class A2AR, 7.662% (3 Month USD LIBOR + 240 bps), 7/18/30 (144A) | 5,204,326 |
10,000,000 | Mercury Financial Credit Card Master Trust, Series 2022-1A, Class A, 2.50%, 9/21/26 (144A) | 9,446,751 |
7,000,000 | Mercury Financial Credit Card Master Trust, Series 2022-1A, Class B, 3.20%, 9/21/26 (144A) | 6,580,125 |
3,000,000 | Mercury Financial Credit Card Master Trust, Series 2022-2A, Class C, 10.83%, 3/22/27 (144A) | 2,904,553 |
12,000,000 | Mercury Financial Credit Card Master Trust, Series 2023-1A, Class A, 8.04%, 9/20/27 (144A) | 11,985,358 |
4,326(a) | Merrill Lynch Mortgage Investors Trust Series, Series 2004-OPT1, Class A1B, 6.01% (1 Month USD LIBOR + 86 bps), 6/25/35 | 4,400 |
4,677,554(a) | MF1, Ltd., Series 2020-FL4, Class A, 6.961% (1 Month Term SOFR + 181 bps), 11/15/35 (144A) | 4,636,212 |
9,000,000(a) | MF1, Ltd., Series 2021-FL6, Class E, 8.166% (1 Month Term SOFR + 306 bps), 7/16/36 (144A) | 8,234,397 |
2,300,000(a) | MF1, Ltd., Series 2021-FL7, Class D, 7.707% (1 Month USD LIBOR + 255 bps), 10/16/36 (144A) | 2,139,996 |
3,300,000(a) | MF1, Ltd., Series 2021-FL7, Class E, 7.957% (1 Month USD LIBOR + 280 bps), 10/16/36 (144A) | 3,037,874 |