Principal Amount USD ($) | | | | | | Value |
| Collateralized Mortgage Obligations—(continued) | |
149,315(c) | New Residential Mortgage Loan Trust, Series 2017-4A, Class B4, 5.215%, 5/25/57 (144A) | $ 139,482 |
150,000(b) | Oaktown Re VII, Ltd., Series 2021-2, Class B1, 9.257% (SOFR30A + 440 bps), 4/25/34 (144A) | 153,284 |
170,000(c) | Onity Loan Investment Trust, Series 2024-HB2, Class M3, 5.00%, 8/25/37 (144A) | 155,191 |
390,000(c) | PRPM Trust, Series 2023-NQM2, Class B1, 6.998%, 8/25/68 (144A) | 383,402 |
243,357(b) | Radnor Re, Ltd., Series 2023-1, Class M1A, 7.557% (SOFR30A + 270 bps), 7/25/33 (144A) | 245,979 |
300,000(b) | Radnor Re, Ltd., Series 2023-1, Class M1B, 9.207% (SOFR30A + 435 bps), 7/25/33 (144A) | 312,423 |
409,215(b) | Radnor Re, Ltd., Series 2024-1, Class M1A, 6.857% (SOFR30A + 200 bps), 9/25/34 (144A) | 409,757 |
360,000(b) | Radnor Re, Ltd., Series 2024-1, Class M1B, 7.757% (SOFR30A + 290 bps), 9/25/34 (144A) | 362,416 |
185,000(d) | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1, 7.50%, 2/25/30 (144A) | 185,515 |
170,000(d) | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1, 7.762%, 4/25/30 (144A) | 170,576 |
600,000(b) | STACR Trust, Series 2018-HRP2, Class B2, 15.471% (SOFR30A + 1,061 bps), 2/25/47 (144A) | 730,936 |
250,000(c) | Towd Point Mortgage Trust, Series 2022-SJ1, Class B1, 5.25%, 3/25/62 (144A) | 231,284 |
200,000(b) | Triangle Re, Ltd., Series 2021-3, Class M2, 8.607% (SOFR30A + 375 bps), 2/25/34 (144A) | 206,112 |
290,000(b) | Triangle Re, Ltd., Series 2023-1, Class M1B, 10.107% (SOFR30A + 525 bps), 11/25/33 (144A) | 309,413 |
1,030,000(c) | Verus Securitization Trust, Series 2023-4, Class B1, 8.138%, 5/25/68 (144A) | 1,035,758 |
560,000(c) | Verus Securitization Trust, Series 2023-5, Class B2, 8.097%, 6/25/68 (144A) | 553,598 |
620,000(c) | Verus Securitization Trust, Series 2023-6, Class B1, 7.816%, 9/25/68 (144A) | 624,180 |
550,000(c) | Verus Securitization Trust, Series 2023-7, Class B1, 7.897%, 10/25/68 (144A) | 550,509 |
920,000(c) | Verus Securitization Trust, Series 2023-8, Class B1, 8.121%, 12/25/68 (144A) | 926,858 |
530,000(c) | Verus Securitization Trust, Series 2023-INV3, Class B1, 8.234%, 11/25/68 (144A) | 531,148 |
170,000(c) | Verus Securitization Trust, Series 2024-1, Class B1, 7.909%, 1/25/69 (144A) | 170,925 |