| United States Treasury Bills 0%
| - | 4.77% | - | - | 63,000,000 |
| SIGNAL PK CLO LTD 2017-4R 5.50798%
| - | 2.81% | - | - | 37,000,000 |
| Regatta Funding Ltd. 5.20564%
| - | 2.76% | - | - | 36,400,000 |
| OCEAN TRAILS CLO XV LTD 1%
| - | 2.65% | - | - | 35,000,000 |
| Neuberger Berman Loan Advisers Clo 38 Ltd/llc 5.28444%
| - | 2.03% | - | - | 26,700,000 |
| Trinitas Clo Xix Ltd / Trinitas Clo FRN 4.99444%
| - | 2.01% | - | - | 26,489,709 |
| Octagon 64 Ltd / Octagon 64 FRN 5.56996%
| - | 1.90% | - | - | 25,000,000 |
| Neuberger Berman CLO XV Ltd. 5.29363%
| - | 1.71% | - | - | 22,500,000 |
| SAGARD- HALSEYPOINT CLO 10 LTD 5.62968%
| - | 1.67% | - | - | 22,000,000 |
| RR 35 LTD 5.22219%
| - | 1.67% | - | - | 22,000,000 |