| 1 | 5 Year Treasury Note Future Mar 25 | N/A | 6.41% | 80,100,000 |
| 2 | U S Treasury Repo | N/A | 3.02% | 40,000,000 |
| 3 | U S Treasury Repo | N/A | 2.83% | 37,500,000 |
| 4 | Offset: Cash | N/A | 1.77% | 0 |
| 5 | Cdx Hy43 5y Ice | N/A | 0.94% | 11,600,000 |
| 6 | DISH Network Corporation 11.75% | N/A | 0.62% | 7,684,000 |
|
| 7 | Directv Financing LLC/Directv Financing Co-Obligor Inc. 5.875% | N/A | 0.56% | 7,640,000 |
| 8 | AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.75% | N/A | 0.55% | 7,422,000 |
| 9 | Medline Borrower LP 3.875% | N/A | 0.52% | 7,404,000 |
| 10 | Carnival Corporation 5.75% | N/A | 0.51% | 6,784,000 |
| 11 | DISH DBS Corporation 5.25% | N/A | 0.49% | 7,091,000 |
| 12 | Venture Global LNG Inc. 9.5% | N/A | 0.49% | 5,839,000 |
| 13 | Cloud Software Group Inc. 9% | N/A | 0.47% | 6,078,000 |
| 14 | Cash Collateral Ice Wfs Usd | N/A | 0.46% | 6,115,000 |
| 15 | U S Treasury Repo | N/A | 0.45% | 5,900,000 |
| 16 | NFE Financing LLC 12% | N/A | 0.43% | 5,441,580 |
| 17 | Tibco Software Inc 6.5% | N/A | 0.40% | 5,377,000 |
| 18 | Carnival Holdings Bermuda Ltd. 10.375% | N/A | 0.39% | 4,803,000 |
| 19 | Prime Healthcare Services Inc 9.375% | N/A | 0.39% | 5,273,000 |
| 20 | CCO Holdings, LLC/ CCO Holdings Capital Corp. 5.125% | N/A | 0.38% | 5,169,000 |
| 21 | Cdx Hy36 5y Ice | N/A | 0.38% | 4,800,000 |
| 22 | Venture Global LNG Inc. 8.125% | N/A | 0.38% | 4,776,000 |
| 23 | BCPE Empire Topco Inc 7.625% | N/A | 0.37% | 4,995,000 |
| 24 | MidCap Financial Issuer Trust 6.5% | N/A | 0.37% | 5,034,000 |
| 25 | 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 4.375% | N/A | 0.36% | 5,022,000 |
| 26 | CCO Holdings, LLC/ CCO Holdings Capital Corp. 5% | N/A | 0.36% | 5,001,000 |
| 27 | Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca | N/A | 0.36% | 4,420,000 |
| 28 | CommScope Technologies LLC 5% | N/A | 0.35% | 5,166,000 |
| 29 | DISH DBS Corporation 5.75% | N/A | 0.34% | 5,256,000 |
| 30 | Kraken Oil & Gas Partners LLC 7.625% | N/A | 0.34% | 4,633,000 |
| 31 | Mauser Packaging Solutions Holding Co. 7.875% | N/A | 0.34% | 4,436,000 |
| 32 | Nationstar Mortgage LLC 6.5% | N/A | 0.34% | 4,530,000 |
| 33 | TransDigm, Inc. 6.375% | N/A | 0.34% | 4,537,000 |
| 34 | Western Digital Corp. 4.75% | N/A | 0.34% | 4,540,000 |
| 35 | Neptune BidCo US Inc. 9.29% | N/A | 0.33% | 4,685,000 |
| 36 | Rakuten Group Inc. 11.25% | N/A | 0.33% | 3,971,000 |
| 37 | Trident TPI Holdings Inc 12.75% | N/A | 0.33% | 3,926,000 |
| 38 | Mauser Packaging Solutions Holding Co. 9.25% | N/A | 0.32% | 4,116,000 |
| 39 | TransDigm, Inc. 5.5% | N/A | 0.32% | 4,329,000 |
| 40 | Rakuten Group Inc. 9.75% | N/A | 0.31% | 3,761,000 |
|
| 41 | Community Health Systems Incorporated 5.625% | N/A | 0.30% | 4,198,000 |
| 42 | DISH DBS Corporation 7.75% | N/A | 0.30% | 4,672,000 |
| 43 | Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. 4.25% | N/A | 0.30% | 4,147,000 |
| 44 | Nesco Holdings II Incorporated 5.5% | N/A | 0.30% | 4,239,000 |
| 45 | Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated 2.875% | N/A | 0.30% | 4,137,000 |
| 46 | Altice France S.A 8.125% | N/A | 0.29% | 4,795,000 |
| 47 | Aston Martin Capital Holdings Ltd. 10% | N/A | 0.29% | 3,970,000 |
| 48 | Bausch Plus Lomb Corp. 8.375% | N/A | 0.29% | 3,676,000 |
| 49 | CSC Holdings, LLC 11.75% | N/A | 0.29% | 3,925,000 |
| 50 | GoEasy Limited 9.25% | N/A | 0.29% | 3,650,000 |
