1 | Octagon 64 Ltd / Octagon 64 FRN 6.01626% | N/A | 8.52% | 10,000,000 |
2 | DRYDEN 95 CLO LTD 7.37199% | N/A | 5.95% | 7,000,000 |
3 | CAPITAL FOUR US CLO III LTD 6.53133% | N/A | 4.28% | 5,000,000 |
4 | SCULPTOR CLO LTD 2024-33 6.46947% | N/A | 4.27% | 5,000,000 |
5 | Neuberger Berman Loan Advisers Clo 38 Ltd. 5.66947% | N/A | 4.26% | 5,000,000 |
6 | NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD 5.66054% | N/A | 4.26% | 5,000,000 |
7 | United States Treasury Bills 0% | N/A | 4.07% | 4,800,000 |
8 | Bain Cap Cr Clo 2021-7 FRN 10.77238% | N/A | 2.93% | 3,500,000 |
9 | SOUND POINT CLO XXIX LTD 8.04338% | N/A | 2.93% | 3,500,000 |
10 | SCULPTOR CLO 2021-26 LTD 6.46947% | N/A | 2.82% | 3,300,000 |
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11 | Bluemountain Clo XXXII Ltd. 10.8561% | N/A | 2.72% | 3,250,000 |
12 | Sculptor Clo Xxviii Ltd / Sculptor C FRN 6.21947% | N/A | 2.55% | 3,000,000 |
13 | Bain Capital Credit Clo 2021-1 Ltd. 10.56947% | N/A | 2.53% | 3,000,000 |
14 | BAIN CAPITAL CREDIT CLO 2022-3 LTD 7.97979% | N/A | 2.52% | 2,980,000 |
15 | BLUEMOUNTAIN CLO XXXIII LTD 11.4136% | N/A | 2.50% | 3,000,000 |
16 | BLUEMOUNTAIN CLO XXXV LTD 12.34738% | N/A | 2.14% | 2,500,000 |
17 | LCM 39 Ltd / LCM 39 LLC 7.5061% | N/A | 2.13% | 2,500,000 |
18 | Trinitas Clo Xix Ltd / Trinitas Clo FRN 7.21947% | N/A | 2.13% | 2,500,000 |
19 | Wind Riv 2022-1 Clo Ltd / Wind Riv 2 FRN 6.11947% | N/A | 2.13% | 2,500,000 |
20 | LCM 39 Ltd / LCM 39 LLC 11.2561% | N/A | 2.12% | 2,500,000 |
21 | KKR CLO 27 LTD 10.5061% | N/A | 2.11% | 2,500,000 |
22 | SOUND POINT CLO LTD 2021-31 7.79338% | N/A | 2.05% | 2,500,000 |
23 | BAIN CAPITAL CREDIT CLO LIMITED 6.26054% | N/A | 1.92% | 2,250,000 |
24 | SIGNAL PK CLO LTD 2017-4R 7.74423% | N/A | 1.92% | 2,300,000 |
25 | Whitebox Clo Iii Ltd / Whitebox Clo FRN 6.1561% | N/A | 1.92% | 2,250,000 |
26 | Goldentree Loan Management US CLO 12 Ltd. 5.80238% | N/A | 1.70% | 2,000,000 |
27 | CANYON CLO 2020-1 LTD 10.5061% | N/A | 1.69% | 2,000,000 |
28 | CANYON CLO LTD 6.1561% | N/A | 1.51% | 1,775,000 |
29 | OCEAN TRAILS CLO XIV LTD 6.26947% | N/A | 1.45% | 1,700,000 |
30 | Carlyle Global Market Strategies CLO 2012-2, Ltd. 6.37238% | N/A | 1.41% | 1,650,000 |
31 | OCTAGON 55 LTD/LLC 7.63108% | N/A | 1.41% | 1,645,000 |
32 | CANYON CLO 2020-1 LTD 6.2061% | N/A | 1.28% | 1,500,000 |
33 | BLUEMOUNTAIN CLO XXVIII LTD 7.41771% | N/A | 1.27% | 1,500,000 |
34 | Madison Park Funding LVII Ltd. / Madison Park Funding LVII LLC 7.23262% | N/A | 1.27% | 1,500,000 |
35 | BAIN CAPITAL CREDIT CLO LIMITED 7.36054% | N/A | 1.07% | 1,250,000 |
36 | GOLUB CAPITAL PARTNERS CLO 74B LTD 6.13177% | N/A | 1.07% | 1,250,000 |
37 | POLUS US CLO I LTD 2024-1 6.66947% | N/A | 1.07% | 1,250,000 |
38 | Dryden 72 CLO Ltd / LLC 6.32633% | N/A | 0.85% | 1,000,000 |
39 | GOLD TREE LN MGT US CLO 2020-8 6.11947% | N/A | 0.85% | 1,000,000 |
40 | Halseypoint CLO 7 Ltd / LLC 1% | N/A | 0.85% | 1,000,000 |
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41 | OZLM XXIII 2019-23 6.4561% | N/A | 0.85% | 1,000,000 |
42 | Rockford Tower Clo 2019-2 Ltd / Llc 6.32199% | N/A | 0.85% | 1,000,000 |
43 | WIND RIVER CLO LTD 1% | N/A | 0.85% | 1,000,000 |
44 | SOUND POINT CLO XXVI LTD 7.88108% | N/A | 0.83% | 1,000,000 |
45 | Us Dollar | N/A | 0.15% | 178,539 |