COLLATERALIZED LOAN OBLIGATIONS: 7.9%
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Anchorage Capital CLO Ltd., Series 2015-7A, Class AR
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2,990,695
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2.791% (3 Month LIBOR USD + 0.960%), 10/15/27 1
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2,987,948
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Carlyle Global Market Strategies CLO Ltd., Series 2015-1A, Class AR2
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1,000,000
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3.019% (3 Month LIBOR USD + 1.200%), 7/20/31 1
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1,002,047
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CBAM Ltd., Series 2018-5A, Class B1
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5,245,000
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3.236% (3 Month LIBOR USD + 1.400%), 4/17/31 1
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5,179,888
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CIFC Funding Ltd., Series 2017-3A, Class A2
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5,000,000
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3.619% (3 Month LIBOR USD + 1.800%), 7/20/30 1
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5,005,711
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Crown Point CLO Ltd., Series 2015-3A, Class A2R
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2,000,000
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3.281% (3 Month LIBOR USD + 1.450%), 12/31/27 1
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1,996,032
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Dryden CLO Ltd., Series 2018-64A, Class B
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5,950,000
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3.219% (3 Month LIBOR USD + 1.400%), 4/18/31 1
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5,925,975
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Dryden Senior Loan Fund, Series 2014-36A, Class AR2
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500,000
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3.111% (3 Month LIBOR USD + 1.280%), 4/15/29 1
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500,736
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Dryden Senior Loan Fund, Series 2015-38A, Class BR
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3,000,000
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3.481% (3 Month LIBOR USD + 1.650%), 7/15/30 1
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3,003,554
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Madison Park Funding Ltd., Series 2014-15A, Class A2R
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1,250,000
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3.294% (3 Month LIBOR USD + 1.500%), 1/27/26 1
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1,252,495
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Madison Park Funding Ltd., Series 2015-17A, Class AR
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1,750,000
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3.039% (3 Month LIBOR USD + 1.220%), 7/21/30 1
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1,752,625
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Magnetite Ltd., Series 2019-24A, Class B
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1,500,000
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3.757% (3 Month LIBOR USD + 1.850%), 1/15/33 1
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1,515,657
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NZCG Funding Ltd., Series 2015-1A, Class A2R
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400,000
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3.197% (3 Month LIBOR USD + 1.550%), 2/26/31 1
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394,699
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Romark CLO Ltd., Series 2019-3A, Class A1
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2,005,000
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3.201% (3 Month LIBOR USD + 1.370%), 7/15/32 1
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2,003,924
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Tralee CLO Ltd., Series 2017-4A, Class B
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475,000
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3.469% (3 Month LIBOR USD + 1.650%), 1/20/30 1
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470,492
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Venture CLO Ltd., Series 2013-14A, Class CRR
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750,000
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3.863% (3 Month LIBOR USD + 2.250%), 8/28/29 1
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742,275
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TOTAL COLLATERALIZED LOAN OBLIGATIONS
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(Cost $33,797,784)
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33,734,058
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COLLATERALIZED MORTGAGE OBLIGATIONS: 5.4%
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Fannie Mae Connecticut Avenue Securities, Series 2014-C04, Class 2M2
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971,520
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6.627% (1 Month LIBOR USD + 5.000%), 11/25/24 1
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1,043,602
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Fannie Mae Connecticut Avenue Securities, Series 2015-C01, Class 2M2
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1,041,131
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6.177% (1 Month LIBOR USD + 4.550%), 2/25/25 1
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1,078,309
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Fannie Mae Connecticut Avenue Securities, Series 2016-C04, Class 1M2
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9,603,179
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5.877% (1 Month LIBOR USD + 4.250%), 1/25/29 1
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10,071,305
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Fannie Mae Connecticut Avenue Securities, Series 2017-C01, Class 1M1
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70,508
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2.927% (1 Month LIBOR USD + 1.300%), 7/25/29 1
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70,528
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Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DN1, Class M3
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2,564,193
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5.777% (1 Month LIBOR USD + 4.150%), 1/25/25 1
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2,656,508
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Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA2, Class M2
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298,487
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4.227% (1 Month LIBOR USD + 2.600%), 12/25/27 1
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298,838
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Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M2
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422,248
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4.477% (1 Month LIBOR USD + 2.850%), 4/25/28 1
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426,030
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Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-HQ2, Class M2
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122,935
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3.577% (1 Month LIBOR USD + 1.950%), 5/25/25 1
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124,133
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Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2015-HQA1, Class M2
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14,114
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4.277% (1 Month LIBOR USD + 2.650%), 3/25/28 1
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14,125
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