Principal Amount USD ($) | | | | | | Value |
| Asset Backed Securities — (continued) | |
750,000 | Genesis Sales Finance Master Trust, Series 2021-AA, Class D, 2.09%, 12/21/26 (144A) | $ 660,451 |
1,290,000 | GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D, 6.42%, 6/15/28 (144A) | 1,274,683 |
750,000 | GLS Auto Receivables Issuer Trust, Series 2023-1A, Class D, 7.01%, 1/16/29 (144A) | 752,216 |
1,000,000 | GLS Auto Receivables Issuer Trust, Series 2023-4A, Class C, 6.65%, 8/15/29 (144A) | 1,007,407 |
1,089,000 | GLS Auto Select Receivables Trust, Series 2023-1A, Class C, 6.41%, 8/15/29 (144A) | 1,071,216 |
1,000,000 | GLS Auto Select Receivables Trust, Series 2023-1A, Class D, 7.93%, 7/15/30 (144A) | 1,000,876 |
1,429,000 | GLS Auto Select Receivables Trust, Series 2023-2A, Class C, 7.31%, 1/15/30 (144A) | 1,445,947 |
1,744(c) | Gold Key Resorts LLC, Series 2014-A, Class C, 5.87%, 3/17/31 (144A) | 1,741 |
600,000(a) | Gracie Point International Funding, Series 2022-1A, Class D, 9.831% (SOFR30A + 450 bps), 4/1/24 (144A) | 602,277 |
500,000(a) | Gracie Point International Funding, Series 2022-2A, Class D, 10.82% (SOFR30A + 550 bps), 7/1/24 (144A) | 503,975 |
500,000(a) | Gracie Point International Funding, Series 2022-2A, Class E, 12.32% (SOFR30A + 700 bps), 7/1/24 (144A) | 502,396 |
780,000(a) | Gracie Point International Funding, Series 2023-1A, Class A, 7.174% (SOFR90A + 195 bps), 9/1/26 (144A) | 778,084 |
460,000(a) | Gracie Point International Funding, Series 2023-1A, Class C, 8.324% (SOFR90A + 310 bps), 9/1/26 (144A) | 458,866 |
500,000(a) | Gracie Point International Funding, Series 2023-1A, Class D, 9.724% (SOFR90A + 450 bps), 9/1/26 (144A) | 498,791 |
630,000(a) | Harvest SBA Loan Trust, Series 2023-1, Class A, 0.000% (SOFR30A + 325 bps), 10/25/50 (144A) | 630,000 |
84,285 | HIN Timeshare Trust, Series 2020-A, Class D, 5.50%, 10/9/39 (144A) | 78,638 |
900,000 | HOA Funding LLC - HOA, Series 2021-1A, Class B, 7.432%, 8/20/51 (144A) | 650,635 |
230,786 | Horizon Funding LLC, Series 2019-1A, Class A1, 4.21%, 9/15/27 (144A) | 230,786 |
500,000(a) | ICG US CLO, Ltd., Series 2016-1A, Class DRR, 13.092% (3 Month Term SOFR + 770 bps), 4/29/34 (144A) | 390,020 |
908,460(a) | JP Morgan Mortgage Trust, Series 2023-HE1, Class A1, 7.075% (SOFR30A + 175 bps), 11/25/53 (144A) | 910,157 |
1,449,085(a) | JP Morgan Mortgage Trust, Series 2023-HE2, Class A1, 7.025% (SOFR30A + 170 bps), 3/25/54 (144A) | 1,450,968 |
500,000 | Kubota Credit Owner Trust, Series 2023-1A, Class A3, 5.02%, 6/15/27 (144A) | 496,136 |