Principal Amount USD ($) | | | | | | Value |
| Asset Backed Securities — (continued) | |
852,000 | Crossroads Asset Trust, Series 2021-A, Class E, 5.48%, 1/20/28 (144A) | $ 809,930 |
4,517,000(c) | Finance of America HECM Buyout, Series 2022-HB1, Class M5, 7.87%, 2/25/32 (144A) | 4,371,474 |
700,000(a) | GRACIE POINT INTERNATIONAL FUNDING, Series 2022-1A, Class E, 6.037% (SOFR30A + 575 bps), 4/1/24 (144A) | 699,999 |
2,400,000 | JPMorgan Chase Bank NA - CACLN, Series 2021-2, Class G, 8.482%, 12/26/28 (144A) | 2,252,426 |
2,000,000 | LL ABS Trust, Series 2022-1A, Class D, 7.83%, 11/15/29 (144A) | 1,992,830 |
1,664,000 | Octane Receivables Trust 2022-1, 7.33%, 12/20/29 (144A) | 1,647,680 |
500,000 | Rosy Blue Carat SA, Series 2018-1, Class A1, 6.25%, 12/15/25 (144A) | 500,000 |
2,550,000 | Santander Bank N.A. - SBCLN, Series 2021-1A, Class E, 6.171%, 12/15/31 (144A) | 2,415,823 |
4,500,000 | SCF Equipment Leasing LLC, Series 2022-1A, Class F, 6.00%, 7/20/32 (144A) | 4,093,620 |
800,000(a) | STAR, Series 2021-SFR1, Class H, 5.005% (1 Month USD LIBOR + 445 bps), 4/17/38 (144A) | 764,718 |
2,500,000 | Tricolor Auto Securitization Trust, Series 2022-1A, Class F, 9.80%, 7/16/29 (144A) | 2,487,559 |
| Total Asset Backed Securities (Cost $29,533,650) | $28,787,555 |
|
|
| Collateralized Mortgage Obligations—4.5% of Net Assets | |
290,000(a) | Bellemeade Re, Ltd., Series 2020-3A, Class B1, 7.018% (1 Month USD LIBOR + 635 bps), 10/25/30 (144A) | $ 294,608 |
2,100,000(a) | Bellemeade Re, Ltd., Series 2020-3A, Class M2, 5.518% (1 Month USD LIBOR + 485 bps), 10/25/30 (144A) | 2,158,856 |
2,400,000(a) | Bellemeade Re, Ltd., Series 2022-1, Class B1, 5.789% (SOFR30A + 550 bps), 1/26/32 (144A) | 2,221,675 |
1,900,000(c) | CFMT LLC, Series 2020-HB4, Class M4, 4.948%, 12/26/30 (144A) | 1,843,337 |
1,270,000(c) | CFMT LLC, Series 2020-HB4, Class M5, 6.00%, 12/26/30 (144A) | 1,241,427 |
1,250,000(c) | CFMT LLC, Series 2021-HB5, Class M4, 5.682%, 2/25/31 (144A) | 1,205,737 |