| STATE STREET INSTITUTIONAL US STATE ST INST US GOV MM PREM | 4.21 | 10,849,022 |
| LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 06/29 4.75 | 1.68 | 4,529,000 |
| ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125 | 1.51 | 4,213,000 |
| ARSENAL AIC PARENT LLC 2024 1ST LIEN TERM LOAN B | 1.50 | 3,825,978 |
| OLYMPUS WTR US HLDG CORP SR UNSECURED 144A 10/29 6.25 | 1.49 | 3,990,000 |
| TRANSOCEAN INC COMPANY GUAR 144A 05/31 8.5 | 1.49 | 3,779,000 |
| LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25 | 1.48 | 3,657,000 |
| VIBRANTZ TECH INC SR UNSECURED 144A 02/30 9 | 1.47 | 4,025,000 |
| TASEKO MINES LTD SR SECURED 144A 05/30 8.25 | 1.46 | 3,632,000 |
| FREEDOM MORTGAGE HOLD SR UNSECURED 144A 05/31 9.125 | 1.46 | 3,633,000 |
| CALIFORNIA BUYER/ATLANTI SR UNSECURED 144A 02/32 6.375 | 1.43 | 3,701,000 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR | 1.43 | 3,714,000 |
| SMYRNA READY MIX CONCRET SR SECURED 144A 11/28 6 | 1.42 | 3,694,000 |
| BARCLAYS PLC JR SUBORDINA 12/99 8 | 1.42 | 3,524,000 |
| CREDIT ACCEPTANC COMPANY GUAR 144A 12/28 9.25 | 1.41 | 3,405,000 |
| GLOBAL AIR LEASE CO LTD SR SECURED 144A 09/27 8.75 | 1.39 | 3,493,000 |
| AMERITEX HOLDCO INTERMED SR SECURED 144A 10/28 10.25 | 1.39 | 3,375,000 |
| CHURCHILL DOWNS INC SR UNSECURED 144A 04/30 5.75 | 1.39 | 3,607,000 |
| CAESARS ENTERTAIN INC SR SECURED 144A 02/32 6.5 | 1.38 | 3,491,000 |
| OWENS + MINOR INC COMPANY GUAR 144A 03/29 4.5 | 1.38 | 3,914,000 |
| ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5 | 1.35 | 3,692,000 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 1.33 | 3,871,000 |
| ICAHN ENTERPRISES/FIN COMPANY GUAR 02/29 4.375 | 1.31 | 3,900,000 |
| CCM MERGER INC SR UNSECURED 144A 05/26 6.375 | 1.30 | 3,335,000 |
| DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875 | 1.26 | 3,322,000 |
| CHOBANI LLC/FINANCE CORP SR UNSECURED 144A 07/29 7.625 | 1.25 | 3,067,000 |
| JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375 | 1.24 | 3,365,000 |
| EQUIPMENTSHARE.COM INC SR SECURED 144A 03/33 8 | 1.23 | 3,089,000 |
| HESS MIDSTREAM OPERATION COMPANY GUAR 144A 02/30 4.25 | 1.22 | 3,353,000 |
| MAXIM CRANE WORKS LLC SECURED 144A 09/28 11.5 | 1.22 | 2,915,000 |
| COMPASS GROUP DIVERSIFIE COMPANY GUAR 144A 04/29 5.25 | 1.19 | 3,155,000 |
| BAUSCH HEALTH COS INC SR SECURED 144A 11/25 5.5 | 1.18 | 3,120,000 |
| ONEMAIN FINANCE CORP COMPANY GUAR 09/30 4 | 1.17 | 3,346,000 |
| WASH MULTIFAM ACQ INC SR SECURED 144A 04/26 5.75 | 1.10 | 2,845,000 |
| ENDO FINANCE HOLDINGS SR SECURED 144A 04/31 8.5 | 1.10 | 2,668,000 |
| TMS INTERNATIONAL CORP SR UNSECURED 144A 04/29 6.25 | 1.08 | 2,825,000 |
| FIESTA PURCHASER INC 2024 TERM LOAN B | 1.07 | 2,748,113 |
| UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6 | 1.03 | 3,104,000 |
| CONNECT FINCO SARL/CONNE SR SECURED 144A 09/29 9 | 1.02 | 2,880,000 |
| ECHOSTAR CORP SR SECURED 11/29 10.75 | 0.99 | 2,357,794 |
| VITAL ENERGY INC COMPANY GUAR 10/30 9.75 | 0.99 | 2,374,000 |
| STAR PARENT INC SR SECURED 144A 10/30 9 | 0.98 | 2,434,000 |
| ADAMS HOMES INC SR UNSECURED 144A 10/28 9.25 | 0.98 | 2,407,000 |
| CARVANA CO SR SECURED 144A 06/30 13 | 0.98 | 2,294,000 |
| VERDE PURCHASER LLC SR SECURED 144A 11/30 10.5 | 0.97 | 2,322,000 |
| CINEMARK USA INC COMPANY GUAR 144A 07/28 5.25 | 0.96 | 2,531,000 |
| ARCHROCK PARTNERS LP/FIN COMPANY GUAR 144A 04/28 6.25 | 0.96 | 2,454,000 |
| CSC HOLDINGS LLC COMPANY GUAR 144A 11/31 4.5 | 0.95 | 3,264,000 |
| ACRISURE LLC / FIN INC SR UNSECURED 144A 08/29 6 | 0.94 | 2,530,000 |
| MCAFEE CORP SR UNSECURED 144A 02/30 7.375 | 0.92 | 2,425,000 |
| NCR ATLEOS LLC SR SECURED 144A 04/29 9.5 | 0.92 | 2,165,000 |
| CLOUD SOFTWARE GRP INC SECURED 144A 09/29 9 | 0.91 | 2,331,000 |
| DANA INC SR UNSECURED 09/30 4.25 | 0.89 | 2,575,000 |
| VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 05/29 4.375 | 0.89 | 2,397,000 |
| GARDA WORLD SECURITY SR UNSECURED 144A 11/32 8.375 | 0.88 | 2,209,000 |
| DISH NETWORK CORP SR SECURED 144A 11/27 11.75 | 0.87 | 2,117,000 |
| WATCO COS LLC/FINANCE CO SR UNSECURED 144A 08/32 7.125 | 0.85 | 2,115,000 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5 | 0.85 | 1,962,000 |
| SEAGATE HDD CAYMAN COMPANY GUAR 12/32 9.625 | 0.83 | 1,871,093 |
| MACQUARIE AIRFINANCE HLD SR UNSECURED 144A 05/28 8.375 | 0.83 | 2,035,000 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN | 0.83 | 2,064,125 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 03/55 VAR | 0.81 | 2,014,000 |
| ALBION FINANCING 1SARL / SR SECURED 144A 10/26 6.125 | 0.80 | 2,066,000 |
| CONSOLIDATED ENERGY FIN COMPANY GUAR 144A 10/28 5.625 | 0.80 | 2,381,000 |
| KOBE US MIDCO 2 INC SR UNSECURED 144A 11/26 9.25 | 0.80 | 2,446,061 |
| MACQUARIE AIRFINANCE HLD SR UNSECURED 144A 03/29 8.125 | 0.77 | 1,888,000 |
| ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125 | 0.75 | 2,102,000 |
| BELLRING BRANDS INC COMPANY GUAR 144A 03/30 7 | 0.72 | 1,786,000 |
| LIONS GATE CAPITAL HOLD COMPANY GUAR 144A 04/29 5.5 | 0.71 | 2,441,000 |
| NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625 | 0.69 | 2,011,000 |
| KRONOS ACQUISITION HOLDI SR UNSECURED 144A 06/32 10.75 | 0.67 | 1,896,000 |
| FORESTAR GROUP INC COMPANY GUAR 144A 03/28 5 | 0.67 | 1,797,000 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375 | 0.66 | 1,749,000 |
| BOMBARDIER INC SR UNSECURED 144A 11/30 8.75 | 0.65 | 1,540,000 |
| WESTJET LOYALTY LP TERM LOAN B | 0.60 | 1,552,200 |
| VISTRA CORP JR SUBORDINA 144A 12/99 VAR | 0.59 | 1,489,000 |
| MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2 | 0.59 | 1,501,238 |
| GARDA WORLD SECURITY SR UNSECURED 144A 06/29 6 | 0.59 | 1,620,000 |
| FERTITTA ENTERTAINMENT SR SECURED 144A 01/29 4.625 | 0.55 | 1,499,000 |
| AETHON UN/AETHIN UN FIN SR UNSECURED 144A 10/29 7.5 | 0.54 | 1,343,000 |
| WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 02/31 7.125 | 0.54 | 1,322,000 |
| SEAGATE HDD CAYMAN COMPANY GUAR 12/34 5.75 | 0.50 | 1,300,000 |
| BOMBARDIER INC SR UNSECURED 144A 02/29 7.5 | 0.50 | 1,240,000 |
| CONSOLIDATED ENERGY FIN COMPANY GUAR 144A 02/31 12 | 0.48 | 1,225,000 |
| WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625 | 0.46 | 1,228,000 |
| VICTRA HLDG/VICTRA FIN SR SECURED 144A 09/29 8.75 | 0.45 | 1,098,000 |
| SPECTRUM GROUP BUYER, INC. 2022 TERM LOAN B | 0.45 | 1,390,311 |
| SUNRISE HOLDCO IV BV SR SECURED 144A 01/28 5.5 | 0.43 | 1,125,000 |
| LEVEL 3 FINANCING INC SR SECURED 144A 12/30 10.75 | 0.43 | 987,000 |
| PARK RIVER HOLDINGS INC COMPANY GUAR 144A 02/29 5.625 | 0.43 | 1,260,000 |
| CINEMARK USA INC COMPANY GUAR 144A 08/32 7 | 0.42 | 1,057,000 |
| CLYDESDALE ACQUISITION COMPANY GUAR 144A 04/30 8.75 | 0.41 | 1,057,000 |
| FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75 | 0.39 | 1,067,000 |
| KRONOS ACQUISITION HOLD INC 2024 TERM LOAN | 0.39 | 1,065,000 |
| NET OTHER ASSETS | 0.38 | 0 |
| UNITED AIRLINES INC 2024 TERM LOAN B | 0.37 | 957,973 |
| ENDO LUXEMBOURG FIN CO I SARL 2024 TERM LOAN B | 0.36 | 920,000 |
| FIESTA PURCHASER INC SR SECURED 144A 03/31 7.875 | 0.34 | 826,000 |
| LABL INC SR UNSECURED 144A 11/29 8.25 | 0.34 | 1,009,000 |
| LABL INC SR SECURED 144A 11/28 9.5 | 0.30 | 770,000 |
| BLACKSTONE MORTGAGE TR SR SECURED 144A 12/29 7.75 | 0.29 | 730,000 |
| MERCER INTL INC SR UNSECURED 02/29 5.125 | 0.26 | 774,000 |
| BATH + BODY WORKS INC COMPANY GUAR 144A 10/30 6.625 | 0.22 | 567,000 |
| NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR | 0.21 | 491,000 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/28 6.625 | 0.20 | 512,000 |
| LEVEL 3 FINANCING INC SR SECURED 144A 05/30 10.5 | 0.20 | 463,000 |
| LABL INC SR SECURED 144A 11/28 5.875 | 0.20 | 572,000 |
| MERCER INTL INC SR UNSECURED 144A 10/28 12.875 | 0.19 | 456,000 |
| BOMBARDIER INC SR UNSECURED 144A 07/31 7.25 | 0.18 | 452,000 |
| GRUPO AEROMEXICO SAB SR SECURED 144A 11/31 8.625 | 0.16 | 420,000 |
| US DOLLAR | 0.14 | 356,248 |
| TEREX CORP COMPANY GUAR 144A 10/32 6.25 | 0.13 | 331,000 |
| BATH + BODY WORKS INC COMPANY GUAR 02/28 5.25 | 0.13 | 344,000 |
| BATH + BODY WORKS INC COMPANY GUAR 07/36 6.75 | 0.12 | 297,000 |
| ZAYO GROUP HOLDINGS INC USD TERM LOAN | 0.12 | 315,000 |
| ZAYO GROUP HOLDINGS INC SR SECURED 144A 03/27 4 | 0.12 | 337,000 |
| VIKING BAKED GOODS ACQUI SR SECURED 144A 11/31 8.625 | 0.12 | 315,000 |
| CLYDESDALE ACQUISITION SR SECURED 144A 04/29 6.625 | 0.11 | 287,000 |
| DELUXE CORP SR SECURED 144A 09/29 8.125 | 0.10 | 245,000 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5 | 0.10 | 264,000 |
| PHINIA INC SR SECURED 144A 04/29 6.75 | 0.09 | 220,000 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 06/31 7.25 | 0.09 | 238,000 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375 | 0.09 | 227,000 |
| NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875 | 0.08 | 245,000 |
| DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875 | 0.08 | 212,000 |
| SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375 | 0.07 | 358,000 |
| CLYDESDALE ACQUISITION SR SECURED 144A 01/30 6.875 | 0.04 | 105,000 |
| BOMBARDIER INC SR UNSECURED 144A 06/32 7 | 0.04 | 95,000 |
| UNITED AIR 2016 1 B PTT PASS THRU CE 07/27 3.65 | 0.04 | 118,358 |
| LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 07/31 7 | 0.03 | 65,000 |
| ONEMAIN FINANCE CORP COMPANY GUAR 05/31 7.5 | 0.02 | 50,000 |
| CLOUD SOFTWARE GRP INC SR SECURED 144A 03/29 6.5 | 0.02 | 40,000 |
| BATH + BODY WORKS INC COMPANY GUAR 144A 07/25 9.375 | 0.01 | 30,000 |
| FRONTIER COMMUNICATIONS SR SECURED 144A 03/31 8.625 | 0.01 | 28,000 |
| DISH DBS CORP SR SECURED 144A 12/26 5.25 | 0.00 | 284 |
| ESC GCB CBL ASSOCS L 12/26 FIXED 5.95 | 0.00 | 6,000,000 |
| ESCROW GENON ENERGY D05/11/11 10/20 9.875 | 0.00 | 3,100,000 |
| EURO CURRENCY | 0.00 | 1 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7 | 0.00 | 8,000 |
