Principal Amount USD ($) | | | | | | Value |
| UNAFFILIATED ISSUERS — 104.4% | |
| Asset Backed Securities — 36.2% of Net Assets | |
250,000(a) | AIG CLO LLC, Series 2020-1A, Class ER, 7.344% (3 Month USD LIBOR + 630 bps), 4/15/34 (144A) | $ 238,177 |
400,000 | Arivo Acceptance Auto Loan Receivables Trust, Series 2021-1A, Class D, 5.83%, 1/18/28 (144A) | 380,152 |
400,000 | Arivo Acceptance Auto Loan Receivables Trust, Series 2022-1A, Class D, 7.38%, 9/17/29 (144A) | 397,105 |
350,000 | Avid Automobile Receivables Trust, Series 2021-1, Class F, 5.16%, 10/16/28 (144A) | 329,825 |
281,575 | Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.446%, 7/15/46 (144A) | 235,755 |
650,000 | Conn's Receivables Funding LLC, Series 2021-A, Class B, 2.87%, 5/15/26 (144A) | 631,691 |
600,000 | Continental Credit Card ABS LLC, Series 2019-1A, Class C, 6.16%, 8/15/26 (144A) | 593,829 |
400,000 | Crossroads Asset Trust, Series 2021-A, Class E, 5.48%, 1/20/28 (144A) | 380,249 |
194,462 | Diamond Resorts Owner Trust, Series 2018-1, Class D, 5.90%, 1/21/31 (144A) | 191,684 |
116,952 | Diamond Resorts Owner Trust, Series 2019-1A, Class D, 5.25%, 2/20/32 (144A) | 113,829 |
250,000 | Exeter Automobile Receivables Trust, Series 2022-2A, Class D, 4.56%, 7/17/28 | 248,292 |
500,000 | First Investors Auto Owner Trust, Series 2021-1A, Class F, 5.37%, 4/17/28 (144A) | 476,907 |
600,000 | Foursight Capital Automobile Receivables Trust, Series 2020-1, Class F, 4.62%, 6/15/27 (144A) | 595,060 |
400,000(a) | GRACIE POINT INTERNATIONAL FUNDING, Series 2022-1A, Class E, 6.037% (SOFR30A + 575 bps), 4/1/24 (144A) | 399,999 |
200,000 | HOA Funding LLC - HOA, Series 2021-1A, Class B, 7.432%, 8/20/51 (144A) | 181,639 |
300,000(a) | ICG US CLO, Ltd., Series 2016-1A, Class DRR, 8.679% (3 Month USD LIBOR + 744 bps), 4/29/34 (144A) | 281,694 |
600,000 | JPMorgan Chase Bank N.A. - CACLN, Series 2021-2, Class F, 4.393%, 12/26/28 (144A) | 570,206 |
250,000(a) | Madison Park Funding XLV, Ltd., Series 2020-45A, Class ER, 7.394% (3 Month USD LIBOR + 635 bps), 7/15/34 (144A) | 235,013 |
400,000 | NMEF Funding LLC, Series 2021-A, Class D, 5.78%, 12/15/27 (144A) | 387,875 |
250,000(a) | Ocean Trails CLO IX, Series 2020-9A, Class ER, 8.494% (3 Month USD LIBOR + 745 bps), 10/15/34 (144A) | 238,750 |