Principal Amount USD ($) | | | | | | Value |
| Asset Backed Securities — (continued) | |
1,120,000 | Santander Drive Auto Receivables Trust, Series 2024-2, Class D, 6.28%, 8/15/31 | $ 1,152,349 |
1,980,000 | Santander Drive Auto Receivables Trust, Series 2024-4, Class D, 5.32%, 12/15/31 | 1,975,438 |
1,000,000 | Santander Drive Auto Receivables Trust, Series 2024-5, Class C, 4.78%, 1/15/31 | 996,562 |
1,424,000 | SCF Equipment Leasing LLC, Series 2022-1A, Class E, 5.26%, 7/20/32 (144A) | 1,386,647 |
500,000 | SCF Equipment Leasing LLC, Series 2022-2A, Class D, 6.50%, 10/20/32 (144A) | 510,828 |
480,000 | SCF Equipment Leasing LLC, Series 2024-1A, Class D, 6.58%, 6/21/33 (144A) | 493,169 |
2,670,000(a) | Sound Point CLO V-R, Ltd., Series 2014-1RA, Class B, 6.644% (3 Month Term SOFR + 201 bps), 7/18/31 (144A) | 2,672,502 |
500,000(a) | Sound Point CLO XVI, Ltd., Series 2017-2A, Class D, 8.487% (3 Month Term SOFR + 386 bps), 7/25/30 (144A) | 500,562 |
900,000(a) | STAR Trust, Series 2021-SFR1, Class C, 5.774% (1 Month Term SOFR + 116 bps), 4/17/38 (144A) | 886,191 |
2,230,000(a) | STAR Trust, Series 2021-SFR2, Class C, 6.324% (1 Month Term SOFR + 171 bps), 1/17/39 (144A) | 2,208,131 |
1,610,000(a) | Starwood LLC, Series 2024-SIF4A, Class C, 7.149% (3 Month Term SOFR + 250 bps), 10/17/36 (144A) | 1,612,468 |
206,064 | Stonepeak ABS, Series 2021-1A, Class AA, 2.301%, 2/28/33 (144A) | 197,152 |
8,409 | Structured Receivables Finance LLC, Series 2010-B, Class A, 3.73%, 8/15/36 (144A) | 8,346 |
1,000,000(a) | STWD, Ltd., Series 2021-SIF2A, Class D, 8.506% (3 Month Term SOFR + 385 bps), 1/15/33 (144A) | 1,003,213 |
214,205 | Tidewater Auto Receivables Trust, Series 2020-AA, Class D, 2.31%, 3/15/27 (144A) | 212,993 |
1,250,000 | Tidewater Auto Receivables Trust, Series 2020-AA, Class E, 3.35%, 7/17/28 (144A) | 1,214,872 |
3,514,699(d) | Towd Point Mortgage Trust, Series 2024-CES1, Class A1A, 5.848%, 1/25/64 (144A) | 3,514,435 |
2,890,000(e) | Towd Point Mortgage Trust, Series 2024-CES4, Class A2, 5.173%, 9/25/64 (144A) | 2,840,811 |
3,000,000 | Trafigura Securitisation Finance Plc, Series 2024-1A, Class A2, 5.98%, 11/15/27 (144A) | 3,051,410 |
1,610,000 | Trafigura Securitisation Finance Plc, Series 2024-1A, Class B, 7.29%, 11/15/27 (144A) | 1,633,010 |
1,023,836 | Tricolor Auto Securitization Trust, Series 2021-1A, Class F, 5.08%, 5/15/28 (144A) | 1,023,007 |