Principal Amount USD ($) | | | | | | Value |
| UNAFFILIATED ISSUERS — 109.8% | |
| Asset Backed Securities — 45.1% of Net Assets | |
380,000(a) | ACREC, Ltd., Series 2021-FL1, Class D, 6.093% (1 Month USD LIBOR + 265 bps), 10/16/36 (144A) | $ 348,942 |
250,000(a) | AIG CLO LLC, Series 2020-1A, Class ER, 10.379% (3 Month USD LIBOR + 630 bps), 4/15/34 (144A) | 205,262 |
120,000 | AMSR Trust, Series 2022-SFR3, Class E2, 4.00%, 10/17/39 (144A) | 95,314 |
550,000 | Arivo Acceptance Auto Loan Receivables Trust, Series 2021-1A, Class D, 5.83%, 1/18/28 (144A) | 510,292 |
400,000 | Arivo Acceptance Auto Loan Receivables Trust, Series 2022-1A, Class D, 7.38%, 9/17/29 (144A) | 365,028 |
200,000 | Arivo Acceptance Auto Loan Receivables Trust, Series 2022-2A, Class C, 9.84%, 3/15/29 (144A) | 198,533 |
350,000 | Avid Automobile Receivables Trust, Series 2021-1, Class F, 5.16%, 10/16/28 (144A) | 306,805 |
281,575 | Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.446%, 7/15/46 (144A) | 209,665 |
650,000 | Conn's Receivables Funding LLC, Series 2021-A, Class B, 2.87%, 5/15/26 (144A) | 635,106 |
600,000 | Continental Credit Card ABS LLC, Series 2019-1A, Class C, 6.16%, 8/15/26 (144A) | 577,514 |
200,000 | Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class C, 9.33%, 10/15/30 (144A) | 194,427 |
400,000 | Crossroads Asset Trust, Series 2021-A, Class E, 5.48%, 1/20/28 (144A) | 373,858 |
150,215 | Diamond Resorts Owner Trust, Series 2018-1, Class D, 5.90%, 1/21/31 (144A) | 146,015 |
91,902 | Diamond Resorts Owner Trust, Series 2019-1A, Class D, 5.25%, 2/20/32 (144A) | 88,418 |
250,000 | Exeter Automobile Receivables Trust, Series 2022-2A, Class D, 4.56%, 7/17/28 | 231,511 |
200,000 | Exeter Automobile Receivables Trust, Series 2022-5A, Class D, 7.40%, 2/15/29 | 194,903 |
500,000 | First Investors Auto Owner Trust, Series 2021-1A, Class F, 5.37%, 4/17/28 (144A) | 458,316 |
600,000 | Foursight Capital Automobile Receivables Trust, Series 2020-1, Class F, 4.62%, 6/15/27 (144A) | 582,330 |
400,000(a) | GRACIE POINT INTERNATIONAL FUNDING, Series 2022-1A, Class E, 8.197% (SOFR30A + 575 bps), 4/1/24 (144A) | 399,040 |
200,000 | HOA Funding LLC - HOA, Series 2021-1A, Class B, 7.432%, 8/20/51 (144A) | 156,744 |