Principal Amount USD ($) | | | | | | Value |
| Asset Backed Securities — (continued) | |
14,708(d) | Gold Key Resorts LLC, Series 2014-A, Class C, 5.87%, 3/17/31 (144A) | $ 14,529 |
500,000(a) | Gracie Point International Funding, Series 2021-1A, Class C, 7.434% (1 Month USD LIBOR + 240 bps), 11/1/23 (144A) | 499,897 |
600,000(a) | Gracie Point International Funding, Series 2022-1A, Class D, 9.532% (SOFR30A + 450 bps), 4/1/24 (144A) | 597,973 |
500,000(a) | Gracie Point International Funding, Series 2022-2A, Class D, 10.532% (SOFR30A + 550 bps), 7/1/24 (144A) | 500,005 |
500,000(a) | Gracie Point International Funding, Series 2022-2A, Class E, 12.032% (SOFR30A + 700 bps), 7/1/24 (144A) | 499,962 |
102,306 | HIN Timeshare Trust, Series 2020-A, Class D, 5.50%, 10/9/39 (144A) | 94,616 |
900,000 | HOA Funding LLC - HOA, Series 2021-1A, Class B, 7.432%, 8/20/51 (144A) | 688,975 |
559,353 | Horizon Funding LLC, Series 2019-1A, Class A1, 4.21%, 9/15/27 (144A) | 548,166 |
500,000(a) | ICG US CLO, Ltd., Series 2016-1A, Class DRR, 12.739% (3 Month USD LIBOR + 744 bps), 4/29/34 (144A) | 383,111 |
500,000 | Kubota Credit Owner Trust, Series 2023-1A, Class A3, 5.02%, 6/15/27 (144A) | 500,223 |
1,000,000 | Lendingpoint Asset Securitization Trust, Series 2022-C, Class C, 8.68%, 2/15/30 (144A) | 973,602 |
1,000,000 | LendingPoint Asset Securitization Trust, Series 2020-REV1, Class B, 4.494%, 10/15/28 (144A) | 981,288 |
340,686 | LFS LLC, Series 2021-A, Class A, 2.46%, 4/15/33 (144A) | 324,953 |
603,408 | LFS LLC, Series 2021-B, Class A, 2.40%, 12/15/33 (144A) | 565,254 |
750,000 | LFS LLC, Series 2023-A, Class A, 7.173%, 7/15/35 (144A) | 750,000 |
341,119 | Libra Solutions LLC, Series 2022-2A, Class B, 8.85%, 10/15/34 (144A) | 339,072 |
565,679 | Libra Solutions LLC, Series 2023-1A, Class B, 10.25%, 2/15/35 (144A) | 565,679 |
1,000,000 | LL ABS Trust, Series 2022-1A, Class C, 5.88%, 11/15/29 (144A) | 948,265 |
1,000,000 | Lobel Automobile Receivables Trust, Series 2023-1, Class A, 6.97%, 7/15/26 (144A) | 996,084 |
423,892 | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.636%, 10/15/46 (144A) | 367,154 |
107,532 | Marlette Funding Trust, Series 2019-2A, Class C, 4.11%, 7/16/29 (144A) | 107,296 |