| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| U.S. Treasury Bills | 11.98 mm | 12.00 mm principal | 47.76 | Short-term investment vehicle | Long | USA |
| Sound Point CLO XXIX Ltd | 3.48 mm | 3.50 mm principal | 13.88 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| BlueMountain CLO XXXII Ltd | 3.19 mm | 3.25 mm principal | 12.70 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Madison Park Funding LVII Ltd | 1.50 mm | 1.50 mm principal | 5.99 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| BlueMountain CLO XXVIII Ltd | 1.48 mm | 1.50 mm principal | 5.90 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Bain Capital Credit CLO 2021-2 Ltd | 1.25 mm | 1.25 mm principal | 5.00 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Bain Capital Credit CLO 2021-2 Ltd | 1.25 mm | 1.25 mm principal | 5.00 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| POLUS US CLO I Ltd | 1.25 mm | 1.25 mm principal | 5.00 | ABS-collateralized bond/debt obligation | Long | Bermuda |
| Fort Washington CLO 2019-1 | 1.25 mm | 1.25 mm principal | 5.00 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Whitebox CLO III Ltd | 1.25 mm | 1.25 mm principal | 5.00 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| POLUS US CLO I Ltd | 1.25 mm | 1.25 mm principal | 4.99 | ABS-collateralized bond/debt obligation | Long | Bermuda |
| Fort Washington CLO 2019-1 | 1.25 mm | 1.25 mm principal | 4.99 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Whitebox CLO III Ltd | 1.25 mm | 1.25 mm principal | 4.99 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Sound Point Clo XXXI Ltd | 1.22 mm | 1.25 mm principal | 4.88 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
| Sound Point CLO XXVI Ltd | 983.37 k | 1.00 mm principal | 3.92 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
