| 1 | ARES LOAN FUNDING IV LTD 7.08% | N/A | 3.52% | 2,000,000 |
| 2 | MADISON PARK FUNDING LXII LTD 7.17% | N/A | 3.52% | 2,000,000 |
| 3 | PALMER SQUARE CLO 2023-1 LTD 7.22% | N/A | 3.51% | 2,000,000 |
| 4 | Benefit Street Partners Clo X 6.8% | N/A | 3.50% | 2,000,000 |
| 5 | CARLYLE US CLO 2020-2 LTD 6.73% | N/A | 3.50% | 2,000,000 |
| 6 | ELMWOOD CLO XII LTD 6.74% | N/A | 3.50% | 2,000,000 |
|
| 7 | HARRIMAN PARK CLO LTD 6.71% | N/A | 3.50% | 2,000,000 |
| 8 | MADISON PARK FUNDING XXXIV LTD 6.71% | N/A | 3.50% | 2,000,000 |
| 9 | ARES LVI CLO LTD 6.75% | N/A | 3.49% | 2,000,000 |
| 10 | OHA CREDIT PARTNERS XVI LTD 6.74% | N/A | 3.45% | 1,975,000 |
| 11 | CARLYLE US CLO 2021-2 LTD 6.67% | N/A | 2.65% | 1,515,000 |
| 12 | ARES LXI CLO LTD 6.86% | N/A | 2.64% | 1,500,000 |
| 13 | Agl Clo 12 Ltd / Llc 6.75% | N/A | 2.62% | 1,500,000 |
| 14 | AGL CORE CLO 4 LTD 6.66% | N/A | 2.62% | 1,500,000 |
| 15 | Apidos Clo Xxxvii Ltd / Llc 6.72% | N/A | 2.62% | 1,500,000 |
| 16 | CIFC FUNDING 2020-IV LTD 6.91% | N/A | 2.62% | 1,500,000 |
| 17 | Cifc Funding 2022-II Ltd / LLC 6.65% | N/A | 2.62% | 1,500,000 |
| 18 | Cifc Funding Ltd 6.76% | N/A | 2.62% | 1,500,000 |
| 19 | Elmwood Clo V Ltd / Elmwood Clo V Llc 6.74% | N/A | 2.62% | 1,500,000 |
| 20 | OHA CREDIT FUNDING 10 LTD 6.72% | N/A | 2.62% | 1,500,000 |
| 21 | REESE PARK CLO LTD 6.72% | N/A | 2.62% | 1,500,000 |
| 22 | REGATTA XVIII FUNDING LTD 6.69% | N/A | 2.62% | 1,500,000 |
| 23 | PALMER SQUARE 2019-1 LTD 6.73% | N/A | 2.42% | 1,390,000 |
| 24 | Elmwood CLO 15 LTD / LLC 6.66% | N/A | 2.41% | 1,380,000 |
| 25 | NEUBERGER BERMAN LOAN ADVISERS CLO LTD 6.71% | N/A | 2.27% | 1,300,000 |
| 26 | U.S. Bank Money Market Deposit Account | N/A | 2.22% | 1,276,431 |
| 27 | Symphony CLO 35 Ltd / Symphony CLO 35 LLC 7.02% | N/A | 2.20% | 1,250,000 |
| 28 | NEUBERGER BERMAN LOAN ADVISERS CLO 39 LTD 6.85% | N/A | 2.19% | 1,250,000 |
| 29 | GoldenTree Loan Management US CLO 6, Ltd. / LLC 6.64% | N/A | 2.18% | 1,250,000 |
| 30 | CARLYLE US CLO 2021-4 LTD 6.7% | N/A | 2.10% | 1,200,000 |
| 31 | ROCKLAND PARK LTD 6.71% | N/A | 2.10% | 1,200,000 |
| 32 | Wellman Park Clo Ltd / Wellman Park Clo Llc 6.69% | N/A | 2.10% | 1,200,000 |
| 33 | BALLYROCK CLO 18 LTD 6.74% | N/A | 1.95% | 1,115,000 |
| 34 | APIDOS CLO XXXII 6.91% | N/A | 1.75% | 1,000,000 |
| 35 | BENEFIT STREET PARTNERS CLO XXI LTD 6.76% | N/A | 1.75% | 1,000,000 |
| 36 | Ticp Clo XV Ltd / Llc 6.87% | N/A | 1.75% | 1,000,000 |
| 37 | Valley Stream Park CLO Ltd / Valley Stream Park CLO LLC 6.95% | N/A | 1.75% | 1,000,000 |
| 38 | Magnetite XXVIII Ltd / Magnetite XXVIII LLC 6.72% | N/A | 1.74% | 1,000,000 |
| 39 | DEPOSITS WITH BROKER FOR SHORT POSITIONS | N/A | 0.63% | 359,672 |
