| Principal
Amount
| Value
|
Asset-Backed Securities–119.22%(a)
|
BX Commercial Mortgage Trust, Series 2021-VOLT, Class D, 6.76% (1 mo. USD LIBOR + 1.65%), 09/15/2023(b)(c)
|
| $2,750,000
| $2,614,155
|
Citigroup Commercial Mortgage Trust,
|
|
|
Series 2014-GC19, Class AS, 4.35%, 01/10/2024
|
| 5,000,000
| 4,887,389
|
Series 2014-GC19, Class D, 5.09%, 02/10/2024(b)(d)(e)
|
| 500,000
| 461,672
|
Series 2014-GC19, Class XA, IO, 1.09%, 01/10/2024(d)(f)
|
| 35,394,474
| 127,084
|
Series 2014-GC23, Class D, 4.48%, 07/10/2024(b)(d)(e)
|
| 3,000,000
| 2,550,487
|
Commercial Mortgage Trust,
|
|
|
Series 2013-CR13, Class D, 4.87%, 12/10/2023(b)(d)(e)
|
| 3,250,000
| 2,587,364
|
Series 2014-CR14, Class C, 4.59%, 01/10/2024(d)(e)
|
| 1,000,000
| 870,026
|
Series 2014-CR19, Class C, 4.70%, 08/10/2024(d)(e)
|
| 3,000,000
| 2,741,560
|
Series 2014-CR19, Class D, 4.70%, 08/10/2024(b)(d)(e)
|
| 4,000,000
| 3,421,008
|
Series 2014-LC15, Class XA, IO, 1.04%, 12/10/2023(d)(f)
|
| 33,648,404
| 140,674
|
Series 2014-UBS4, Class C, IO, 4.65%, 07/10/2024(d)(f)
|
| 3,000,000
| 2,447,145
|
Series 2014-UBS4, Class XD, IO, 0.96%, 06/10/2024(b)(f)
|
| 22,430,681
| 198,022
|
Series 2014-UBS5, Class D, 3.50%, 09/10/2024(b)(d)
|
| 4,500,000
| 3,311,991
|
Series 2014-UBS6, Class C, 4.43%, 12/10/2024(d)(e)
|
| 1,287,000
| 1,115,244
|
Series 2014-UBS6, Class D, 3.93%, 12/10/2024(b)(d)(e)
|
| 5,000,000
| 3,804,648
|
Series 2015-CR22, Class D, 4.07%, 03/10/2025(b)(e)
|
| 4,000,000
| 3,152,269
|
Series 2015-CR23, Class C, 4.30%, 04/10/2025(e)
|
| 3,060,000
| 2,654,929
|
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class E, 3.35%, 11/15/2027(b)(e)
|
| 4,000,000
| 1,868,336
|
DBJPM Mortgage Trust, Series 2017-C6, Class D, 3.18%, 06/10/2027(b)(d)(e)
|
| 3,500,000
| 2,321,048
|
FREMF Mortgage Trust,
|
|
|
Series 2016-K57, Class C, 3.92%, 08/25/2026(b)(e)
|
| 3,000,000
| 2,844,761
|
Series 2017-K71, Class C, 3.88%, 11/25/2027(b)(e)
|
| 3,000,000
| 2,767,140
|
Series 2017-KF41, Class B, 7.56% (1 mo. USD LIBOR + 2.50%), 11/25/2024(b)(c)
|
| 912,120
| 895,923
|
GS Mortgage Securities Trust, Series 2015-GC30, Class C, 4.07%, 05/10/2025(d)(e)
|
| 3,398,000
| 3,003,874
|
Hilton USA Trust, Series 2016-SFP, Class F, 6.16%, 11/05/2023(b)
|
| 3,000,000
| 1,995,000
|