<SEC-DOCUMENT>0001752724-20-015811.txt : 20200129
<SEC-HEADER>0001752724-20-015811.hdr.sgml : 20200129
<ACCEPTANCE-DATETIME>20200129102431
ACCESSION NUMBER:		0001752724-20-015811
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20191130
FILED AS OF DATE:		20200129
PERIOD START:           	20200531

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
		CENTRAL INDEX KEY:			0001380936
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			0531

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21982
		FILM NUMBER:		20556823

	BUSINESS ADDRESS:	
		STREET 1:		227 WEST MONROE STREET
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606
		BUSINESS PHONE:		312-827-0100

	MAIL ADDRESS:	
		STREET 1:		227 WEST MONROE STREET
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CLAYMORE/GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
		DATE OF NAME CHANGE:	20090630

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	Claymore/Guggenheim Strategic Opportunities Fund
		DATE OF NAME CHANGE:	20070605

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	Claymore Strategic Opportunities Fund
		DATE OF NAME CHANGE:	20061113
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <repPdDate>2019-11-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
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        <name>HOUGHTON MIFFLIN HARCOUR</name>
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        <name>TITAN ACQUISITION LTD</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>CTI FOODS HOLDING CO LLC</name>
        <lei>549300I6BSNYS69CTS62</lei>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>PH OFFSHORE GP ISSUER</name>
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        <title>Petershill II Senior Secured Notes</title>
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          <other otherDesc="Internal ID" value="BGH6B3XF5"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2039-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Great Lakes CLO Ltd</name>
        <lei>254900GKX01S4T3NFH46</lei>
        <title>Great Lakes CLO Ltd.</title>
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          <isin value="US39055RAE27"/>
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        <balance>1153846.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
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          <maturityDt>2029-10-15</maturityDt>
          <couponKind>None</couponKind>
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        <name>BCPE EMPIRE HOLDINGS INC</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX180770U 1"/>
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      <invstOrSec>
        <name>LIBERTY LATIN AMERICA LTD</name>
        <lei>N/A</lei>
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          <isin value="US50183CAB37"/>
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      <invstOrSec>
        <name>COLOGIX HOLDINGS INC</name>
        <lei>N/A</lei>
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        <name>AVANOS MEDICAL INC</name>
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      <invstOrSec>
        <name>CERTARA USA INC</name>
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        <name>FT 1 INC</name>
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        <name>Ace Securities Corp.</name>
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        <name>TK USA ENTERPRISES INC</name>
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        <title>Dimora Brands, Inc.</title>
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        <name>PSAV INC</name>
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        <name>AT HOME GROUP INC</name>
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        <name>MDC PARTNERS INC</name>
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        <issuerCat>CORP</issuerCat>
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        <name>JAPAN (GOVERNMENT OF)</name>
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      <invstOrSec>
        <name>BofA Securities, Inc.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>CDX IG31 1% 12/20/2023</title>
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        <name>Morgan Stanley IXIS Real Estat</name>
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        <name>Bank of America, N.A.</name>
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        <name>WAND NEWCO 3 INC</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-05</maturityDt>
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        <name>PLANVIEW INC</name>
        <lei>N/A</lei>
        <title>Planview, Inc.</title>
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        <valUSD>980000.00000000</valUSD>
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          <couponKind>Variable</couponKind>
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        <name>Deutsche Bank AG</name>
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        <title>CURRENCY CONTRACT - Rec USD / Deliver KRW</title>
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        <identifiers>
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        <name>REYNOLDS GRP ISS/REYNOLD</name>
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        <name>JIANGSU PROVINCE OF</name>
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        <title>Assetmark Financial Holdings, Inc.</title>
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        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver KRW</title>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>AASET 2017-1 Trust</name>
        <lei>549300UGVCXV1Y1NM635</lei>
        <title>Apollo Aviation Securitization Equity Trust</title>
        <cusip>000366AB0</cusip>
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        <balance>1839677.36730000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KNEL HOLDINGS</name>
        <lei>N/A</lei>
        <title>Nellson Nutraceutical</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US64029BAD01"/>
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        <balance>238390.31890000</balance>
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        <curCd>USD</curCd>
        <valUSD>214551.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2021-12-23</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPMARK MILITARY HOUSING TRUST</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
        <cusip>14070AAA1</cusip>
        <identifiers>
          <isin value="US14070AAA16"/>
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        <balance>474961.09450000</balance>
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        <curCd>USD</curCd>
        <valUSD>574922.16000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2052-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>N/A</lei>
        <title>Government of Japan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1023871J45"/>
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        <balance>142900000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="109.40700000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EG GROUP LTD</name>
        <lei>2138003OUK4UQHRJLT65</lei>
        <title>EG Finco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN2820EAC20"/>
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        <balance>2416380.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2349422.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
        <cusip>92926SAE6</cusip>
        <identifiers>
          <isin value="US92926SAE63"/>
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        <balance>2093912.06640000</balance>
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        <curCd>USD</curCd>
        <valUSD>1118538.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.06800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.BRL7"/>
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        <balance>-3000000.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="4.22830000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMorgan Chase Bank, N.A.</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LSTAR Securities Investment Lt</name>
        <lei>N/A</lei>
        <title>LSTAR Securities Investment Trust</title>
        <cusip>50220CAA0</cusip>
        <identifiers>
          <isin value="US50220CAA09"/>
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        <balance>3238497.04680000</balance>
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        <curCd>USD</curCd>
        <valUSD>3240116.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.40850000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>N/A</lei>
        <title>Vector Phoenix Holdings, LP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH5ZXBJ1"/>
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        <balance>55075.88570000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4608.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HOUGHTON MIFFLIN HARCOURT CO</name>
        <lei>N/A</lei>
        <title>Houghton Mifflin Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX184068 1"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675500.00000000</valUSD>
        <pctVal>0.100128878743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Argent Securities Inc.</name>
        <lei>N/A</lei>
        <title>Ameriquest Mortgage Securities Trust</title>
        <cusip>03076MAA2</cusip>
        <identifiers>
          <isin value="US03076MAA27"/>
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        <balance>4502826.85460000</balance>
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        <curCd>USD</curCd>
        <valUSD>3172536.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.88300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ace Securities Corp.</name>
        <lei>N/A</lei>
        <title>ACE Securities Corporation Home Equity Loan Trust Series</title>
        <cusip>00443LAA6</cusip>
        <identifiers>
          <isin value="US00443LAA61"/>
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        <balance>2909576.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1896444.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.85800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300ZVVNSDW7WU0O73</lei>
        <title>Venture XIII CLO Ltd.</title>
        <cusip>92329PAC9</cusip>
        <identifiers>
          <isin value="US92329PAC95"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>504949.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-10</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MASTR Asset Backed Securities</name>
        <lei>N/A</lei>
        <title>Master Asset Backed Securities Trust</title>
        <cusip>55291KAD9</cusip>
        <identifiers>
          <isin value="US55291KAD90"/>
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        <balance>3770353.17210000</balance>
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        <curCd>USD</curCd>
        <valUSD>1760108.32000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.86800000</annualizedRt>
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      <invstOrSec>
        <name>Newstar Trust</name>
        <lei>549300HA6DDD2ONJSM48</lei>
        <title>Newstar Commercial Loan Funding LLC</title>
        <cusip>65252AAG0</cusip>
        <identifiers>
          <isin value="US65252AAG04"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250142.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.65590000</annualizedRt>
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      <invstOrSec>
        <name>OUTCOMES GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Outcomes Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US21652EAB20"/>
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        <balance>498243.72800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490356.53000000</valUSD>
        <pctVal>0.072685195460</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.41000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BIDFAIR LTD</name>
        <lei>N/A</lei>
        <title>Sotheby's</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US08883CAB46"/>
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        <balance>560141.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>544911.05000000</valUSD>
        <pctVal>0.080771772689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.27000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRIVE CHASSIS HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>Drive Chassis (DCLI)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX179529 1"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450000.00000000</valUSD>
        <pctVal>0.066703176069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>10.26000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GSAA Home Equity Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>PANDA POWER FUNDS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>HUSKY ENERGY INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BlackRock Municipal Income Tru</name>
        <lei>R3ITLLW1CUEQICP4XR90</lei>
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          <isin value="US09248F1093"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GRINDING MED/MOLY-COP</name>
        <lei>N/A</lei>
        <title>Grinding Media Inc. / MC Grinding Media Canada Inc.</title>
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          <isin value="US398545AA16"/>
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        <balance>1280000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MH SUB I LLC</name>
        <lei>N/A</lei>
        <title>Internet Brands, Inc.</title>
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          <isin value="US45567YAJ47"/>
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        <balance>1047139.99000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.45000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THE HILLMAN GROUP INC</name>
        <lei>BDPO7HREUXNPHVMSIT54</lei>
        <title>Hillman Group, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US43162TAK60"/>
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        <balance>989974.94000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.ILS11"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>PRINCESS JULIANA INTL</name>
        <lei>N/A</lei>
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          <isin value="US741771AA79"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>SX</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ISRAEL (STATE OF)</name>
        <lei>N/A</lei>
        <title>State of Israel</title>
        <cusip>N/A</cusip>
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          <isin value="IL0011422230"/>
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        <balance>4520000.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.47070000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MACQUARIE GROUP LTD</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>Macquarie Group Ltd.</title>
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          <isin value="US55608JAP30"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2282942.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.03300000</annualizedRt>
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      <invstOrSec>
        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
        <title>Fortis Solutions Group LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX170813 1"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Golub Capital Partners CLO Ltd</name>
        <lei>254900XWTZJ46JGSP919</lei>
        <title>Golub Capital Partners CLO Ltd.</title>
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          <isin value="US38175NAC20"/>
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        <balance>2500000.00000000</balance>
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          <maturityDt>2030-05-05</maturityDt>
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        <name>MATTERHORN BUYER LLC</name>
        <lei>N/A</lei>
        <title>Hearthside Group Holdings LLC</title>
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      <invstOrSec>
        <name>INDIGO NATURAL RES LLC</name>
        <lei>549300F7DOI6H6TA3C86</lei>
        <title>Indigo Natural Resources LLC</title>
        <cusip>45569LAA9</cusip>
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          <isin value="US45569LAA98"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1588125.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-02-15</maturityDt>
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      <invstOrSec>
        <name>ALTICE EUROPE NV</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>SFR Group S.A.</title>
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          <isin value="XAF6628DAM65"/>
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        <curCd>USD</curCd>
        <valUSD>989062.37000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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          <maturityDt>2026-08-14</maturityDt>
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      <invstOrSec>
        <name>KVK CLO Ltd</name>
        <lei>5493007VGL59COTLZY21</lei>
        <title>KVK CLO Ltd.</title>
        <cusip>48274GAB8</cusip>
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          <isin value="US48274GAB86"/>
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        <balance>2300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>713388.70000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
        <cusip>65409QBB7</cusip>
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          <isin value="US65409QBB77"/>
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        <balance>1650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1660312.50000000</valUSD>
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        <name>WAMU Asset-Backed Certificates</name>
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        <name>Long Beach Mortgage Loan Trust</name>
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        <name>AASET 2019-2 Trust</name>
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        <name>Bank of America, N.A.</name>
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        <name>EXIDE INTL HLDGS LP</name>
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        <name>ASCEND PERFORMANCE MATERIALS HOLDINGS INC</name>
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        <name>BANK OF AMERICA CORP</name>
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        <name>STAR MERGER SUB INC</name>
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        <name>ASP CHROMAFLO HOLDINGS INC</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>KISSNER GROUP HOLDINGS LP</name>
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        <title>US Salt LLC</title>
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      </invstOrSec>
      <invstOrSec>
        <name>CLARIOS GLOBAL LP</name>
        <lei>N/A</lei>
        <title>Power Solutions (Panther)</title>
        <cusip>N/A</cusip>
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          <isin value="XAC8000CAB90"/>
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        <balance>1650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1648977.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH68E1J2"/>
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        <curCd>USD</curCd>
        <valUSD>59850.00000000</valUSD>
        <pctVal>0.008871522417</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>Y</isTriParty>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>60000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
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      <invstOrSec>
        <name>UNIVISION COMMUNICATIONS</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>Univision Communications, Inc.</title>
        <cusip>914906AS1</cusip>
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          <isin value="US914906AS13"/>
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        <balance>-150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-144562.50000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CYPRESS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Cypress Intermediate Holdings III, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX161959U 1"/>
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        <balance>-812500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-47889.89000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IVD INTERMEDIATE HOLDINGS B INC</name>
        <lei>N/A</lei>
        <title>Immucor, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US45252HAH57"/>
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        <balance>1955000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1942175.20000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FINASTRA GROUP HOLDINGS LTD</name>
        <lei>N/A</lei>
        <title>Misys Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="US02034DAC11"/>
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        <balance>1696803.56780000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FDF Limited</name>
        <lei>254900VT795OQ64MDF49</lei>
        <title>FDF II Ltd.</title>
        <cusip>30258BAG6</cusip>
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          <isin value="US30258BAG68"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2974678.80000000</valUSD>
        <pctVal>0.440934497211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
        <title>Fortis Solutions Group LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX170811 1"/>
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        <balance>582944.41140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582944.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANCHOR PACKAGING LLC</name>
        <lei>N/A</lei>
        <title>Anchor Packaging LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03306UAB44"/>
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        <balance>1353846.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1331846.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SP PF PARENT CORP</name>
        <lei>N/A</lei>
        <title>SP PF Buyer LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX177388 1"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>135300.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.20000000</annualizedRt>
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      <invstOrSec>
        <name>SNACKING INVESTMENTS BIDCO PTY LTD</name>
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        <title>Snacking Investments US LLC (Arnott's)</title>
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          <other otherDesc="LoanX ID" value="LX182839 1"/>
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        <curCd>USD</curCd>
        <valUSD>1696821.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>BIFM CA BUYER INC</name>
        <lei>N/A</lei>
        <title>BGIS (BIFM CA Buyer, Inc.)</title>
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          <isin value="XAG0757GAB86"/>
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        <balance>1745625.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENDURANCE INTERNATIONAL GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>EIG Investors Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US26852BAP40"/>
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        <balance>2006299.66940000</balance>
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        <curCd>USD</curCd>
        <valUSD>1885921.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-09</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PETCO HOLDINGS INC</name>
        <lei>EQFF4O0CK09VES3JAH16</lei>
        <title>Petco Animal Supplies, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US71579UAF21"/>
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        <balance>98465.47560000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>EIF CHANNELVIEW HOLDINGS II LLC</name>
        <lei>549300IBZIX0M6W75Q58</lei>
        <title>EIF Channelview Cogeneration LLC</title>
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      <invstOrSec>
        <name>BEVERAGES &amp; MORE INC</name>
        <lei>549300WVXB1BG5U3Z655</lei>
        <title>Beverages &amp; More, Inc.</title>
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      <invstOrSec>
        <name>ALION SCIENCE AND TECHNOLOGY CORP</name>
        <lei>5493003ITP0M5GD4XN85</lei>
        <title>Alion Science &amp; Technology Corp.</title>
        <cusip>N/A</cusip>
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        <balance>3324204.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3324204.64000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-19</maturityDt>
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          <annualizedRt>6.20000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MRI SOFTWARE LLC</name>
        <lei>549300LNQ2G4DKR9QR85</lei>
        <title>MRI Software LLC</title>
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          <other otherDesc="LoanX ID" value="LX169053 1"/>
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        <curCd>USD</curCd>
        <valUSD>20138.80000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.46000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley Capital Inc</name>
        <lei>N/A</lei>
        <title>Morgan Stanley ABS Capital I Incorporated Trust</title>
        <cusip>61753VAD4</cusip>
        <identifiers>
          <isin value="US61753VAD47"/>
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        <balance>3681822.16230000</balance>
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        <curCd>USD</curCd>
        <valUSD>1678036.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.93800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IVANTI SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>LANDesk Group, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US51501EAC03"/>
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        <balance>2216349.42230000</balance>
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        <curCd>USD</curCd>
        <valUSD>2199726.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.01000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CAST &amp; CREW PAYROLL LLC</name>
        <lei>N/A</lei>
        <title>Cast &amp; Crew Payroll LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US14835JAN00"/>
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        <balance>995000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998114.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.71000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.JPY15"/>
        </identifiers>
        <balance>-379189500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="109.40700000"/>
        <valUSD>81446.85000000</valUSD>
        <pctVal>0.012072807946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A., New York</counterpartyName>
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            <amtCurSold>379189500.00000000</amtCurSold>
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            <amtCurPur>3587276.74000000</amtCurPur>
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            <settlementDt>2020-06-01</settlementDt>
            <unrealizedAppr>81446.85</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Apollo Aviation Securitization</name>
        <lei>N/A</lei>
        <title>Apollo Aviation Securitization Equity Trust</title>
        <cusip>03766EAC1</cusip>
        <identifiers>
          <isin value="US03766EAC12"/>
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        <balance>512841.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521420.30000000</valUSD>
        <pctVal>0.077289755726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.92600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JACKSON MILL CLO LTD</name>
        <lei>635400GWSUQH85DLFS40</lei>
        <title>Jackson Mill CLO Ltd.</title>
        <cusip>468367AN7</cusip>
        <identifiers>
          <isin value="US468367AN74"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>986203.20000000</valUSD>
        <pctVal>0.146184190420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.85090000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONSTELLATION (BC) SARL</name>
        <lei>N/A</lei>
        <title>Diamond (BC) B.V.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN2611UAC98"/>
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        <balance>1748106.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1658078.60000000</valUSD>
        <pctVal>0.245775797315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.93000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lehman XS Trust</name>
        <lei>N/A</lei>
        <title>Lehman XS Trust Series</title>
        <cusip>52522DAL5</cusip>
        <identifiers>
          <isin value="US52522DAL55"/>
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        <balance>1957870.16230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1878860.12000000</valUSD>
        <pctVal>0.278502083096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.91800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APTTUS CORPORATION</name>
        <lei>N/A</lei>
        <title>Apttus Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX177930 1"/>
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        <balance>425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423659.68000000</valUSD>
        <pctVal>0.062798769396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.84000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>N/A</lei>
        <title>Atlas Senior Loan Fund IX Ltd.</title>
        <cusip>04941VAG0</cusip>
        <identifiers>
          <isin value="US04941VAG05"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>674369.92000000</valUSD>
        <pctVal>0.099961367798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.76590000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.BRL6"/>
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        <balance>-4050000.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="4.22830000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>Citibank N.A., New York</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STV GROUP INCORPORATED</name>
        <lei>N/A</lei>
        <title>STV Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX184002 1"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1687250.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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      <invstOrSec>
        <name>Cent CLO LP</name>
        <lei>549300TP4B0QBDWSY710</lei>
        <title>Cent CLO 19 Ltd.</title>
        <cusip>12518XAL1</cusip>
        <identifiers>
          <isin value="US12518XAL10"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1742576.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.22810000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPRINGLEAF FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp.</title>
        <cusip>85172FAP4</cusip>
        <identifiers>
          <isin value="US85172FAP45"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1642515.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley IXIS Real Estat</name>
        <lei>N/A</lei>
        <title>Morgan Stanley IXIS Real Estate Capital Trust</title>
        <cusip>617463AC8</cusip>
        <identifiers>
          <isin value="US617463AC80"/>
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        <balance>2117752.66900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1042109.87000000</valUSD>
        <pctVal>0.154471195870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.85800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KNEL HOLDINGS</name>
        <lei>549300BNWT9VE2M38175</lei>
        <title>Nellson Nutraceutical</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US64029BAE83"/>
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        <balance>579836.67360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521853.01000000</valUSD>
        <pctVal>0.077353896018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>AP VIII DUKE HOLDINGS GP LLC</name>
        <lei>N/A</lei>
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          <isin value="US92243BAC37"/>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>DOLLAR TREE INC</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>Dollar Tree, Inc.</title>
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          <isin value="US256746AG33"/>
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      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>N/A</lei>
        <title>Government of Japan</title>
        <cusip>N/A</cusip>
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          <isin value="JP1051231F37"/>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2020-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MRI SOFTWARE LLC</name>
        <lei>549300LNQ2G4DKR9QR85</lei>
        <title>MRI Software LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX171968 1"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>WP CPP HOLDINGS LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX173000 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.68000000</annualizedRt>
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      <invstOrSec>
        <name>ATD New Holdings Inc</name>
        <lei>5493001F45YR8KICVO87</lei>
        <title>ATD New Holdings, Inc.</title>
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          <isin value="US04683P1003"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAPMARK MILITARY HOUSING TRUST</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
        <cusip>14069BAA2</cusip>
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          <isin value="US14069BAA26"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DOMINION WEB SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>Trader Interactive</title>
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          <other otherDesc="LoanX ID" value="LX167554 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>SITUS AMC HOLDINGS CORPORATION</name>
        <lei>N/A</lei>
        <title>Situs AMC Holdings Corp.</title>
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          <isin value="US82988PAD06"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Marathon CLO LTD</name>
        <lei>635400LRBGQZIPTCBI09</lei>
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        <name>CAMBREX CORPORATION</name>
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        <title>Cambrex Corp.</title>
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        <name>JAMAICA MERCHANT VOUCHER RECEIVABLES LTD</name>
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        <title>NCBJ</title>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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          <maturityDt>2022-07-08</maturityDt>
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        <name>ILPEA PARENT INC</name>
        <lei>N/A</lei>
        <title>ILPEA Parent, Inc.</title>
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          <maturityDt>2023-03-02</maturityDt>
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        <name>AASET 2019-1 Trust</name>
        <lei>549300TXM3PCKZJKD061</lei>
        <title>Aaset 2019-1 Trust</title>
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        <curCd>USD</curCd>
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        <name>TSG ENTERTAINMENT FINANCE LLC TSGE_17-1</name>
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        <title>TSGE</title>
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        <assetCat>ABS-O</assetCat>
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        <name>BlackRock MuniVest Fund Inc</name>
        <lei>68LQJ5NLUNQI2T9OLL41</lei>
        <title>BlackRock MuniVest Fund, Inc.</title>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
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          <other otherDesc="Internal ID" value="CC.USD.BRL1"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>TBW Mortgage Backed Pass Throu</name>
        <lei>N/A</lei>
        <title>TBW Mortgage Backed Pass-Through Certificates</title>
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          <isin value="US87222PAU75"/>
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        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
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      <invstOrSec>
        <name>AMERICAN BATH GROUP LLC</name>
        <lei>N/A</lei>
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          <isin value="US02451UAJ25"/>
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        <balance>2681038.09400000</balance>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-29</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JANE STREET GROUP LLC</name>
        <lei>N/A</lei>
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          <isin value="US47077DAC48"/>
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        <balance>497487.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>494169.20000000</valUSD>
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        <assetCat>LON</assetCat>
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        <debtSec>
          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.JPY12"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Invesco Trust for Investment G</name>
        <lei>V0VF67S6NRLBDK357F71</lei>
        <title>Invesco Trust for Investment Grade Municipals</title>
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          <isin value="US46131M1062"/>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>GALLS</name>
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        <name>Citigroup Global Markets Inc.</name>
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          <other otherDesc="Internal ID" value="BGH6BL509"/>
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        <curCd>USD</curCd>
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          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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        <securityLending>
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        <name>GALLS</name>
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        <title>Galls LLC</title>
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          <other otherDesc="Internal ID" value="BGH647P48 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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        <name>LYTX INC</name>
        <lei>N/A</lei>
        <title>Lytx, Inc.</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>SCRIBEAMERICA INTERMEDIATE HOLDCO LLC</name>
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        <curCd>USD</curCd>
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        <name>Alexander Mann</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CELTIC INTERMEDIATE CORP</name>
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        <title>Civitas Solutions, Inc.</title>
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          <isin value="US63689EAK10"/>
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        <curCd>USD</curCd>
        <valUSD>117154.38000000</valUSD>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>BBC MILITARY HSG NAVY NE</name>
        <lei>N/A</lei>
        <title>BBC Military Housing-Navy Northeast LLC</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOLD PARENT LP</name>
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        <fairValLevel>3</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>Bank of America, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR9"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.90750000"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>II-VI INCORPORATED</name>
        <lei>N/A</lei>
        <title>II-VI Incorporated</title>
        <cusip>N/A</cusip>
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          <isin value="US45173JAJ34"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001260.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Deutsche Bank AG</name>
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        <name>BCPE EMPIRE HOLDINGS INC</name>
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        <name>PSAV INC</name>
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        <name>Citibank N.A., New York</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <name>Maryland St Economic Dev Corp</name>
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        <name>MONROE CAPITAL CLO LTD</name>
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        <invCountry>KY</invCountry>
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        <name>Bank of America, N.A.</name>
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        <name>INFORMATICA HOLDCO 2 LLC</name>
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        <name>GREAT LAKES DREDGE&amp;DOCK</name>
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        <name>Apollo Aviation Securitization</name>
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        <name>Willis Engine Securitization T</name>
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        <name>UNIVISION COMMUNICATIONS</name>
        <lei>549300YQDE2JSGTL8V47</lei>
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      <invstOrSec>
        <name>CAPSTONE LOGISTICS LLC</name>
        <lei>N/A</lei>
        <title>Capstone Logistics</title>
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        <name>PH ONSHORE GP ISSUER</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>TRUCK ACQUISITION INC</name>
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        <name>CTI FOODS HOLDING CO LLC</name>
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        <name>STRIPES 2013 AIRCRAFT 1 LIMITED</name>
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          <maturityDt>2023-03-20</maturityDt>
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        <name>Morgan Stanley Capital Services LLC</name>
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          <other otherDesc="Internal ID" value="BGH5V7J5401"/>
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        <name>ARETEC GROUP INC</name>
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        <name>DURAN INC</name>
        <lei>N/A</lei>
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        <name>Situs AMC Holdings Corp.</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="BGH65PNG2 1"/>
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        <name>Nassau 2019 CFO LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>A10 Securitization</name>
        <lei>N/A</lei>
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          <isin value="US00216AAC18"/>
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        <name>Goldman Sachs International</name>
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        <name>DATIX BIDCO LIMITED</name>
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        <name>MDVIP LLC</name>
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        <name>GOLD PARENT LP</name>
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        <name>AVISON YOUNG CANADA INC</name>
        <lei>N/A</lei>
        <title>Avison Young (Canada), Inc.</title>
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        <issuerCat>CORP</issuerCat>
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        <name>Citibank N.A., New York</name>
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        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
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        <name>MP Clo VIII, LTD</name>
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        <name>BNP Paribas</name>
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        <name>West CLO Ltd</name>
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          <isin value="US95168RAC25"/>
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        <debtSec>
          <maturityDt>2025-11-07</maturityDt>
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        <name>LBC TANK TERMINAL HLDING</name>
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        <name>JPMorgan Chase Bank, N.A.</name>
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        <name>NORANDA ALUMINUM HOLDING CORP</name>
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        <name>Lehman XS Trust</name>
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        <name>RECESS HOLDINGS INC</name>
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        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <name>Dryden Senior Loan Fund</name>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZEPHYR BIDCO LTD</name>
        <lei>N/A</lei>
        <title>Zephyr Bidco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX173637 1"/>
        </identifiers>
        <balance>570000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77326000"/>
        <valUSD>727615.03000000</valUSD>
        <pctVal>0.107853852125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
        <title>RALI Series Trust</title>
        <cusip>75114NAB0</cusip>
        <identifiers>
          <isin value="US75114NAB01"/>
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        <balance>2091048.42350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>832947.39000000</valUSD>
        <pctVal>0.123467192025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.93800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.GBP1"/>
        </identifiers>
        <balance>-1135000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77326000"/>
        <valUSD>-10609.39000000</valUSD>
        <pctVal>-0.00157262224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>1135000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1457913.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-13</settlementDt>
            <unrealizedAppr>-10609.39</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamond CLO 2018-1, LLC</name>
        <lei>N/A</lei>
        <title>Diamond CLO Ltd.</title>
        <cusip>25256LAE1</cusip>
        <identifiers>
          <isin value="US25256LAE11"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2432109.75000000</valUSD>
        <pctVal>0.360509877496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.55330000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460W776</cusip>
        <identifiers>
          <isin value="US74460W7763"/>
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        <balance>41000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1053700.00000000</valUSD>
        <pctVal>0.156189192497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONFLUENT HEALTH LLC</name>
        <lei>N/A</lei>
        <title>Confluent Health LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US20716LAC00"/>
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        <balance>1596000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1572060.00000000</valUSD>
        <pctVal>0.233025322157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MIDAS INTERMEDIATE HOLDCO II LLC</name>
        <lei>549300O5UULN1EULDF23</lei>
        <title>Midas Intermediate Holdco II LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US59562TAK88"/>
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        <balance>1773907.99080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1670808.46000000</valUSD>
        <pctVal>0.247662735300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR6"/>
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        <balance>-2290000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90750000"/>
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        <pctVal>0.016608105116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <amtCurSold>2290000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Trinity Rail Leasing L.P.</name>
        <lei>N/A</lei>
        <title>Trinity Rail Leasing, LP</title>
        <cusip>89655YAA4</cusip>
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          <isin value="US89655YAA47"/>
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        <balance>151916.49230000</balance>
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        <curCd>USD</curCd>
        <valUSD>174971.29000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.65700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEWMARK GROUP INC</name>
        <lei>N/A</lei>
        <title>Newmark Group, Inc.</title>
        <cusip>65158NAB8</cusip>
        <identifiers>
          <isin value="US65158NAB82"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1593825.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUNDYNE US PURCHASER INC</name>
        <lei>N/A</lei>
        <title>Sundyne Us Purchaser, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX179826 1"/>
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        <balance>1888888.88670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1887717.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HAMILTON BIDCO LTD</name>
        <lei>N/A</lei>
        <title>SLR Consulting Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH62TZ17 1"/>
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        <balance>82946.66670000</balance>
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        <curCd>USD</curCd>
        <valUSD>81162.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-23</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHECKERS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Checkers Drive-In Restaurants, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US16280UAB61"/>
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        <balance>1002860.82760000</balance>
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        <curCd>USD</curCd>
        <valUSD>652691.91000000</valUSD>
        <pctVal>0.096748051981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.16000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UPLAND SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>Upland Software, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US91544BAC19"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1993760.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nuveen Quality Municipal Incom</name>
        <lei>549300RDIO25ZNWCOA97</lei>
        <title>Nuveen Quality Municipal Income Fund</title>
        <cusip>67066V101</cusip>
        <identifiers>
          <isin value="US67066V1017"/>
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        <balance>23225.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>335369.00000000</valUSD>
        <pctVal>0.049711505455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KDAC Aviation Finance Limited</name>
        <lei>N/A</lei>
        <title>KDAC Aviation Finance Ltd.</title>
        <cusip>48244XAA0</cusip>
        <identifiers>
          <isin value="US48244XAA00"/>
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        <balance>1599061.31900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1624800.61000000</valUSD>
        <pctVal>0.240843024813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.21200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH5ZU0N0"/>
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        <balance>4637.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4637.50000000</valUSD>
        <pctVal>0.000687413286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP Paribas"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Invesco Municipal Trust</name>
        <lei>GKS5Y4B1VKHV66WSPK53</lei>
        <title>Invesco Municipal Trust</title>
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        <name>BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)</name>
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        <title>Federative Republic of Brazil</title>
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          <couponKind>None</couponKind>
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        <lei>N/A</lei>
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        <name>Bank of America, N.A.</name>
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        <name>Barclays Bank plc</name>
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        <name>INTERTAPE POLYMER GROUP</name>
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        <title>Intertape Polymer Group, Inc.</title>
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        <name>ALLIANT HOLDINGS INTERMEDIATE LLC</name>
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        <name>FLEXENTIAL INTERMEDIATE CORPORATION</name>
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        <title>Peak 10 Holding Corp.</title>
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        <name>IXIS Real Estate Capital Trust</name>
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        <name>KAMC HOLDINGS INC</name>
        <lei>N/A</lei>
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        <balance>1650000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>Invesco Advantage Municipal In</name>
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        <name>GOLUB CAPITAL PARTNERS CLO 39(</name>
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        <name>Barclays Bank plc</name>
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        <name>BofA Securities, Inc.</name>
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        <name>Argent Securities Inc.</name>
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        <name>Goldman Sachs International</name>
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        <name>Turbine Engine Securitization</name>
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        <name>Goldman Sachs International</name>
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        <name>MRI SOFTWARE LLC</name>
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        <name>Freddie Mac Military Housing B</name>
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        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1</title>
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        <name>SOTHEBY'S</name>
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        <name>KAR NUT PRODUCTS</name>
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        <name>ATD CORP</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>Lytx, Inc.</name>
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        <name>TRONAIR PARENT INC</name>
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        <name>Golub Capital Partners CLO Ltd</name>
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        <name>Citibank N.A., New York</name>
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        <name>ASSURANT INC</name>
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        <name>Mountain Hawk CLO Ltd</name>
        <lei>549300X4VFRMZJ7T1U89</lei>
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        <name>DCG ACQUISITION CORP</name>
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        <name>Goldman Sachs International</name>
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          <other otherDesc="Internal ID" value="BGH5WLE3201"/>
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      <invstOrSec>
        <name>CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1</name>
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          <other otherDesc="Internal ID" value="BGH5C4ZW5"/>
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        <name>JPMorgan Chase Bank, N.A.</name>
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          <other otherDesc="Internal ID" value="CC.JPY.USD1"/>
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        <name>DRYDEN SENIOR LOAN FUND DRSLF_15-37A</name>
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          <isin value="USG2851JAC11"/>
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        <balance>2998799.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BEAR PARENT INC</name>
        <lei>N/A</lei>
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          <isin value="US07384DAC65"/>
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        <balance>647385.89060000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TRANSACT HOLDINGS INC</name>
        <lei>N/A</lei>
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          <isin value="US09227HAC43"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <name>NATHAN'S FAMOUS INC</name>
        <lei>54930034SKNSF1JIE673</lei>
        <title>Nathan's Famous, Inc.</title>
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          <isin value="US632347AC40"/>
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        <name>ANTERO RESOURCES CORP</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>Antero Resources Corp.</title>
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          <isin value="US03674XAC02"/>
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        <name>FOUNDATION BUILDING MATERIALS HOLDING COMPANY LLC</name>
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        <title>Foundation Building Materials Holding Company LLC</title>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-08-13</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>Madison Avenue Secured Funding</name>
        <lei>N/A</lei>
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          <isin value="US55661HAA41"/>
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        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <name>CENGAGE LEARNING HOLDINGS II INC</name>
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        <title>Cengage Learning Acquisitions, Inc.</title>
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        <name>JP Morgan Mortgage Acquisition</name>
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        <name>VIRTU FINANCIAL INC</name>
        <lei>N/A</lei>
        <title>Virtu Financial, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US91820UAQ31"/>
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        <balance>1608227.84810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1605220.46000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamond CLO 2018-1, LLC</name>
        <lei>N/A</lei>
        <title>Diamond CLO Ltd.</title>
        <cusip>25256LAG6</cusip>
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          <isin value="US25256LAG68"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2925603.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.65330000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WILLIAMS SCOTSMAN INTL</name>
        <lei>549300V3TCHCBOBTGH07</lei>
        <title>Williams Scotsman International, Inc.</title>
        <cusip>96950GAB8</cusip>
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          <isin value="US96950GAB86"/>
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        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1733604.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>DCG ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>DCG Acquisition Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US23308UAG94"/>
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        <balance>1506666.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1491599.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.51000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCHAHIN II FINAN CO SPV</name>
        <lei>N/A</lei>
        <title>Schahin II Finance Co. SPV Ltd.</title>
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          <isin value="US80629QAA31"/>
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        <balance>1216133.33800000</balance>
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        <curCd>USD</curCd>
        <valUSD>91210.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MRI SOFTWARE LLC</name>
        <lei>549300LNQ2G4DKR9QR85</lei>
        <title>MRI Software LLC</title>
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          <other otherDesc="LoanX ID" value="LX180446 1"/>
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        <balance>58247.13550000</balance>
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        <curCd>USD</curCd>
        <valUSD>57664.66000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.66000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
        <title>SHO Holding I Corp.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX148896U 1"/>
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        <balance>-166000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-17430.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.86345000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Long Beach Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Long Beach Mortgage Loan Trust</title>
        <cusip>542514RL0</cusip>
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          <isin value="US542514RL06"/>
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        <balance>1400904.86500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1242373.57000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.89800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OXFORD FIN LLC/CO-ISS II</name>
        <lei>N/A</lei>
        <title>Oxford Finance LLC / Oxford Finance Company-Issuer II, Inc.</title>
        <cusip>69145LAA2</cusip>
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          <isin value="US69145LAA26"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103240.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BC CYAN PARENT INC</name>
        <lei>N/A</lei>
        <title>Blue Nile, Inc.</title>
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          <isin value="US09578EAB83"/>
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        <balance>1775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1273562.50000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-17</maturityDt>
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      <invstOrSec>
        <name>TOUCHTUNES INTERACTIVE NETWORKS INC</name>
        <lei>N/A</lei>
        <title>Touchtunes Interactive Network</title>
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        <balance>350839.68160000</balance>
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        <curCd>USD</curCd>
        <valUSD>347331.28000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.45000000</annualizedRt>
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      <invstOrSec>
        <name>NFP INTERMEDIATE HOLDINGS B CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>National Financial Partners Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US62910PAC77"/>
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        <balance>1699232.08550000</balance>
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        <curCd>USD</curCd>
        <valUSD>1677991.68000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>L Brands, Inc. 1% 12/20/2024</title>
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          <other otherDesc="Internal ID" value="BGH6AG1S401"/>
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        <descOthUnits>Swap</descOthUnits>
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        <valUSD>2550.55000000</valUSD>
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      <invstOrSec>
        <name>Citimortgage Alternative Loan</name>
        <lei>N/A</lei>
        <title>CitiMortgage Alternative Loan Trust Series</title>
        <cusip>12566XAK4</cusip>
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          <isin value="US12566XAK46"/>
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        <balance>969016.68880000</balance>
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        <curCd>USD</curCd>
        <valUSD>784427.63000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.10800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
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        <pctVal>0.000358535500</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MAVIS TIRE EXPRESS SERVICES CORP</name>
        <lei>N/A</lei>
        <title>Mavis Tire Express Services Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US57777PAB13"/>
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        <balance>265332.86100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250519.33000000</valUSD>
        <pctVal>0.037134299950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank plc</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS2"/>
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        <balance>-8085000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.47070000"/>
        <valUSD>-50805.76000000</valUSD>
        <pctVal>-0.00753090123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>Avery Point CLO Ltd</name>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>COMET BIDCO LTD</name>
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      <invstOrSec>
        <name>API HOLDINGS III CORP</name>
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        <name>SPIRIT AEROSYSTEMS INC</name>
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          <isin value="US85205TAK60"/>
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        <name>JB POINDEXTER &amp; CO INC</name>
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        <name>MAVIS TIRE EXPRESS SERVICES CORP</name>
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        <name>FDF Limited</name>
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      <invstOrSec>
        <name>SOTERA HEALTH HOLDINGS LLC</name>
        <lei>549300OVT7MBXFLOFU20</lei>
        <title>Sotera Health Holdings LLC</title>
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        <curCd>USD</curCd>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
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        <title>CURRENCY CONTRACT - Rec EUR / Deliver USD</title>
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        <name>Deutsche Bank AG</name>
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        <title>CURRENCY CONTRACT - Rec USD / Deliver KRW</title>
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        <name>ENTRANS INTERNATIONAL LLC / ENTRANS FINANCE CORP</name>
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        <name>AGRIBANK FCB</name>
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      <invstOrSec>
        <name>HOSTESS BRANDS INC</name>
        <lei>N/A</lei>
        <title>Hostess Brands LLC</title>
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        <curCd>USD</curCd>
        <valUSD>-9603.45000000</valUSD>
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        <debtSec>
          <maturityDt>2020-08-03</maturityDt>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Korea Monetary Stabilization Bond</title>
        <cusip>N/A</cusip>
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        <assetCat>DCR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>AASET 2018-1 Trust</name>
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        <name>GALLS</name>
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        <name>PANDA POWER FUNDS</name>
        <lei>N/A</lei>
        <title>Panda Power</title>
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        <name>ABU DHABI (EMIRATE OF)</name>
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        <name>CPI CARD GROUP INC</name>
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        <name>BlackRock Taxable Municipal Bo</name>
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        <name>EXIDE TECHNOLOGIES</name>
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        <name>Babson CLO Ltd</name>
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        <name>TBW Mortgage Backed Pass Throu</name>
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        <name>BIOPLAN USA INC</name>
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        <name>BASIC ENERGY SERVICES</name>
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        <name>Goldman Sachs International</name>
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        <name>Dreyfus Treasury Securities Ca</name>
        <lei>549300U78VESCW509025</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>RESOURCE LABEL GROUP LLC</name>
        <lei>N/A</lei>
        <title>Resource Label Group LLC</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>298930.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>LYTX INC</name>
        <lei>N/A</lei>
        <title>Lytx, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX172944 1"/>
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        <curCd>USD</curCd>
        <valUSD>204941.22000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.45000000</annualizedRt>
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      <invstOrSec>
        <name>LSTAR Securities Investment Lt</name>
        <lei>N/A</lei>
        <title>LSTAR Securities Investment Limited 2019-5</title>
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          <isin value="US54912VAA35"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4991685.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.20280000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SIMPLY GOOD FOODS CO</name>
        <lei>N/A</lei>
        <title>Atkins Nutritionals, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX162989 1"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1005000.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.73000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BHP BILLITON FIN USA LTD</name>
        <lei>5493003NUVITP3TMY274</lei>
        <title>BHP Billiton Finance USA Ltd.</title>
        <cusip>055451AX6</cusip>
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          <isin value="US055451AX66"/>
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        <balance>2450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2870297.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2075-10-19</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MAVIS TIRE EXPRESS SERVICES CORP</name>
        <lei>N/A</lei>
        <title>Mavis Tire Express Services Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US57777PAC95"/>
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        <balance>7595.66470000</balance>
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        <curCd>USD</curCd>
        <valUSD>7171.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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      <invstOrSec>
        <name>ALLIANT HOLDINGS INTERMEDIATE LLC</name>
        <lei>N/A</lei>
        <title>Alliant Holdings Intermediate LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US01881UAF21"/>
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        <balance>997500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>991764.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.02000000</annualizedRt>
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      <invstOrSec>
        <name>SUMMIT MID HLDS LLC / FI</name>
        <lei>N/A</lei>
        <title>Summit Midstream Holdings LLC / Summit Midstream Finance Corp.</title>
        <cusip>86614WAC0</cusip>
        <identifiers>
          <isin value="US86614WAC01"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>173000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>24-7 INTOUCH INC</name>
        <lei>N/A</lei>
        <title>24-7 Intouch, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="XAC9288BAC00"/>
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        <balance>1485000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1425600.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.95000000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6C8U17"/>
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        <balance>51000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51000.00000000</valUSD>
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        <assetCat>RA</assetCat>
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          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX176294 1"/>
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        <balance>300110.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>297550.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-04-27</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>BIB MERCHANT VOUCHER RECEIVABLES LTD</name>
        <lei>N/A</lei>
        <title>Bib Merchant Voucher Receivables Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US08866TAB89"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>Morgan Stanley Mortgage Loan T</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust</title>
        <cusip>61748JAB3</cusip>
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          <isin value="US61748JAB35"/>
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        <balance>3703334.11510000</balance>
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        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MRI SOFTWARE LLC</name>
        <lei>549300LNQ2G4DKR9QR85</lei>
        <title>MRI Software LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX170796 1"/>
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        <balance>54583.53240000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>APRO LLC</name>
        <lei>N/A</lei>
        <title>Apro LLC</title>
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          <isin value="US03834XAJ28"/>
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        <balance>1320000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-14</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ENDO INTERNATIONAL PLC</name>
        <lei>N/A</lei>
        <title>Endo Luxembourg Finance Co.</title>
        <cusip>N/A</cusip>
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          <isin value="XAL2968EAB82"/>
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        <balance>2256196.78790000</balance>
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        <curCd>USD</curCd>
        <valUSD>2074144.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
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        <name>BCP IV GRAFTECH LP HOLDINGS</name>
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        <name>PACKAGING COORDINATORS MIDCO INC</name>
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        <name>WAMU Asset-Backed Certificates</name>
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        <name>MCGRAW-HILL GLOBAL ED</name>
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        <name>Titan Energy LLC</name>
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        <name>PH ONSHORE IM ISSUER</name>
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        <name>Marathon CRE Issuer Ltd</name>
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        <name>YAK ACCESS LLC</name>
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        <title>YAK MAT (YAK ACCESS LLC)</title>
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        <name>Morgan Stanley Capital Inc</name>
        <lei>N/A</lei>
        <title>Morgan Stanley ABS Capital I Incorporated Trust</title>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>N/A</lei>
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          <maturityDt>2031-01-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NTS HOLDING CORP INC</name>
        <lei>N/A</lei>
        <title>National Technical</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX145294 1000"/>
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        <balance>1373523.13750000</balance>
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        <curCd>USD</curCd>
        <valUSD>1328883.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-12</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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          <other otherDesc="Internal ID" value="BGH687520"/>
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        <balance>441000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>679140.00000000</valUSD>
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                <issuerName>N/A</issuerName>
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                  <cusip value="N/A"/>
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      <invstOrSec>
        <name>Nuveen AMT-Free Quality Munici</name>
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          <isin value="US6706571055"/>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
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        <title>BofA Securities, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH6BKTP0"/>
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          <transCat>Repurchase</transCat>
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      <invstOrSec>
        <name>CBC INSURANCE REVENUE SECURITI</name>
        <lei>54930084NLD71YMN4154</lei>
        <title>CBC Insurance Revenue Securitization LLC</title>
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          <isin value="US12479MAH16"/>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GMAC Commercial Mortgage Asset</name>
        <lei>N/A</lei>
        <title>GMAC Commercial Mortgage Asset Corp.</title>
        <cusip>38011SAC9</cusip>
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          <isin value="US38011SAC98"/>
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        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4166888.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.35600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>N/A</lei>
        <title>Atlas Senior Loan Fund IX Ltd.</title>
        <cusip>04941WAC7</cusip>
        <identifiers>
          <isin value="US04941WAC73"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1118444.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUNT CRE ltd</name>
        <lei>N/A</lei>
        <title>Hunt CRE Ltd.</title>
        <cusip>445608AJ1</cusip>
        <identifiers>
          <isin value="US445608AJ10"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1791045.18000000</valUSD>
        <pctVal>0.265485337753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.06540000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carlyle Global Market Strategi</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO Ltd.</title>
        <cusip>14309WAC2</cusip>
        <identifiers>
          <isin value="US14309WAC29"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1286537.20000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-14</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>NEON HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Neon Holdings, Inc.</title>
        <cusip>64051NAA1</cusip>
        <identifiers>
          <isin value="US64051NAA19"/>
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        <balance>1625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1637187.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVERY POINT CLO LTD AVERY_13-3A</name>
        <lei>N/A</lei>
        <title>Avery Point II CLO Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USG0680XAA57"/>
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        <balance>2399940.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1728506.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
        <lei>N/A</lei>
        <title>Qlik Technologies, Inc. - Class B</title>
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          <ticker value="QLIK"/>
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        <balance>13812.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000001482</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France S.A.</title>
        <cusip>67054KAA7</cusip>
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          <isin value="US67054KAA79"/>
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        <balance>1060000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1131550.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Golub Capital Partners CLO Ltd</name>
        <lei>N/A</lei>
        <title>Golub Capital Partners CLO Ltd.</title>
        <cusip>38175BAE4</cusip>
        <identifiers>
          <isin value="US38175BAE48"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4619232.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-05</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anchorage Credit Funding Ltd.</name>
        <lei>549300VR9XUOV1E0U888</lei>
        <title>Anchorage Credit Funding 4 Ltd.</title>
        <cusip>03329TAE4</cusip>
        <identifiers>
          <isin value="US03329TAE47"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1006932.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SAGE BORROWCO LLC</name>
        <lei>N/A</lei>
        <title>Smart Foodservice (Sage Borrowco LLC)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX180684 1"/>
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        <balance>1296750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1301612.81000000</valUSD>
        <pctVal>0.192937129864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.44000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>N/A</lei>
        <title>Government of Japan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1748431K70"/>
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        <name>DENALI CAPITAL CLO XI LTD</name>
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      <invstOrSec>
        <name>MRI SOFTWARE LLC</name>
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      <invstOrSec>
        <name>CHS INC</name>
        <lei>N/A</lei>
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        <name>HOFFMASTER GROUP INC</name>
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        <title>Hoffmaster Group, Inc.</title>
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          <isin value="US43455JAT51"/>
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      <invstOrSec>
        <name>NORTHSTAR FINANCIAL SERVICES GROUP LLC</name>
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          <isin value="US66705QAF81"/>
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        <name>Mountain Hawk CLO Ltd</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>LMRK Issuer Co. LLC</name>
        <lei>N/A</lei>
        <title>Secured Tenant Site Contract Revenue Notes Series</title>
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          <isin value="US50209LAC19"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc.</title>
        <cusip>17312EAE6</cusip>
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          <isin value="US17312EAE68"/>
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        <balance>2382792.77920000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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        <name>FLEX LTD</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>Flex Ltd.</title>
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          <isin value="US33938EAU10"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Invesco Municipal Opportunity</name>
        <lei>WERC5RXCUSU16MOTZ848</lei>
        <title>Invesco Municipal Opportunity Trust</title>
        <cusip>46132C107</cusip>
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          <isin value="US46132C1071"/>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>NewStar Clarendon Fund CLO LLC</name>
        <lei>549300HC3VVP80NTKX35</lei>
        <title>NewStar Clarendon Fund CLO LLC</title>
        <cusip>65251QAG6</cusip>
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          <isin value="US65251QAG64"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>GI CHILL ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>California Cryobank</title>
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          <other otherDesc="LoanX ID" value="LX175095 1"/>
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        <name>PARTY CITY HOLDINGS INC</name>
        <lei>5493005PYM1JS6EZN307</lei>
        <title>Party City Holdings, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FLIGHT BIDCO INC</name>
        <lei>N/A</lei>
        <title>Flight Bidco, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US33941LAC00"/>
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        <balance>447738.69000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
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        <name>WAMU Asset-Backed Certificates</name>
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        <name>HAMILTON BIDCO LTD</name>
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        <name>GOODPACK LTD</name>
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        <title>IBC Capital Ltd.</title>
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        <name>PCI PHARMA SERVICES</name>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <name>TREASURY BILL</name>
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        <title>U.S. Treasury Bills</title>
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          <isin value="US912796TG47"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <debtSec>
          <maturityDt>2020-02-20</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>CHEF HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Chef Holdings, Inc.</title>
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        <name>SandRidge Energy Inc</name>
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        <name>MINISTRY BRANDS LLC</name>
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        <name>QBE INSURANCE GROUP LTD</name>
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        <invCountry>AU</invCountry>
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        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
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        <name>Goldman Sachs International</name>
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        <name>CITIZENS FINANCIAL GROUP</name>
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        <name>MRI SOFTWARE LLC</name>
        <lei>549300LNQ2G4DKR9QR85</lei>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <name>BOFA SECURITIES, INC.</name>
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          <transCat>Repurchase</transCat>
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      <invstOrSec>
        <name>GG FOODS HOLDINGS CORP</name>
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        <curCd>USD</curCd>
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        <name>FDF Limited</name>
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        <name>Citibank N.A., New York</name>
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        <name>Bank of America, N.A.</name>
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      <invstOrSec>
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        <name>MILLENNIUM PARK TOPCO LLC</name>
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      <invstOrSec>
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        <curCd>USD</curCd>
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        <curCd>USD</curCd>
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        <name>HIGHLAND PARK CDO LTD</name>
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      <invstOrSec>
        <name>Bank of America, N.A.</name>
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      <invstOrSec>
        <name>OEConnection LLC</name>
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        <curCd>USD</curCd>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-25</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>CELTIC INTERMEDIATE CORP</name>
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        <assetCat>LON</assetCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>HUNT COS INC</name>
        <lei>549300ODPWDNCH5TKM49</lei>
        <title>Hunt Companies, Inc.</title>
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        <valUSD>1658250.00000000</valUSD>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Global SC Finance SRL</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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      <invstOrSec>
        <name>AASET 2018-2 Trust</name>
        <lei>N/A</lei>
        <title>AASET US Ltd.</title>
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        <name>JAPAN (GOVERNMENT OF)</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>YAMANA GOLD INC</name>
        <lei>549300WHE4O6UJ2KU013</lei>
        <title>Yamana Gold, Inc.</title>
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        <balance>2560000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2683122.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>PAPAY HOLDCO LLC</name>
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        <name>CONTERRA ULTRA BROADBAND HOLDINGS INC</name>
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      <invstOrSec>
        <name>MIRABELA NICKEL LTD</name>
        <lei>N/A</lei>
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        <name>DCAL AVIATION FINANCE LIMITED</name>
        <lei>N/A</lei>
        <title>AIM Aviation Finance Ltd.</title>
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          <isin value="US001406AB39"/>
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        <lei>N/A</lei>
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        <name>AMCOR PLC</name>
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        <name>Voya CLO Ltd</name>
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        <name>PPT HOLDINGS III LLC</name>
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        <name>UNITED NATURAL FOODS INC</name>
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        <name>STEPSTONE GROUP LP</name>
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        <name>ICP INDUSTRIAL INC</name>
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        <name>GOLD INTERMEDIATE HOLDINGS LLC</name>
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        <name>JAPAN (GOVERNMENT OF)</name>
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        <title>Government of Japan</title>
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      <invstOrSec>
        <name>TENEO HOLDINGS LLC</name>
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          <isin value="US88033CAH25"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GLOBAL PART/GLP FINANCE</name>
        <lei>N/A</lei>
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          <isin value="US37954FAF18"/>
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        <curCd>USD</curCd>
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          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OECONNECTION LLC</name>
        <lei>N/A</lei>
        <title>OEConnection LLC</title>
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          <isin value="US67613NAH08"/>
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        <curCd>USD</curCd>
        <valUSD>1536633.53000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-25</maturityDt>
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      <invstOrSec>
        <name>PELICAN TOPCO LLC</name>
        <lei>N/A</lei>
        <title>Pregis TopCo Corp.</title>
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          <isin value="US74045BAC19"/>
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        <curCd>USD</curCd>
        <valUSD>1419187.50000000</valUSD>
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          <maturityDt>2026-07-31</maturityDt>
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          <annualizedRt>5.70000000</annualizedRt>
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        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
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          <isin value="US62886EAS72"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>204830.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2023-12-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LTI HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>LTI Holdings, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX175350 1"/>
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        <balance>990000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>842202.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-09-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>N/A</lei>
        <title>Government of Japan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1200451001"/>
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        <balance>24000000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="109.40700000"/>
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        <pctVal>0.032760747606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MIDAS INT HOLDCO II/FIN</name>
        <lei>N/A</lei>
        <title>Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc.</title>
        <cusip>59563KAA8</cusip>
        <identifiers>
          <isin value="US59563KAA88"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>513000.00000000</valUSD>
        <pctVal>0.076041620718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>FLNG LIQUEFACTION 2 LLC</name>
        <lei>5493008RXZY6NJ5WF161</lei>
        <title>FLNG Liquefaction 2 LLC</title>
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          <isin value="US33972PAA75"/>
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        <balance>123287.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>116326.01000000</valUSD>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
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          <other otherDesc="Internal ID" value="CC.USD.JPY10"/>
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        <name>IXIS Real Estate Capital Trust</name>
        <lei>N/A</lei>
        <title>IXIS Real Estate Capital Trust</title>
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          <isin value="US45073DAA63"/>
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          <maturityDt>2037-05-25</maturityDt>
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      <invstOrSec>
        <name>Newstar Trust</name>
        <lei>549300HA6DDD2ONJSM48</lei>
        <title>Newstar Commercial Loan Funding LLC</title>
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          <isin value="US65252AAJ43"/>
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        <balance>2000000.00000000</balance>
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        <name>AMTRUST FINANCIAL SERVIC</name>
        <lei>549300SNNS1GRWBTGA28</lei>
        <title>AmTrust Financial Services, Inc.</title>
        <cusip>032359705</cusip>
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          <isin value="US0323597056"/>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
        <cusip>93363XAE3</cusip>
        <identifiers>
          <isin value="US93363XAE31"/>
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        <balance>1310200.39450000</balance>
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        <valUSD>912599.65000000</valUSD>
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          <maturityDt>2047-07-25</maturityDt>
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        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
        <lei>N/A</lei>
        <title>PT Intermediate Holdings III LLC</title>
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        <curCd>USD</curCd>
        <valUSD>1691500.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-10-15</maturityDt>
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        <name>RELIANCE INTERMEDIATE</name>
        <lei>549300F3NZL11SQLVG51</lei>
        <title>Reliance Intermediate Holdings, LP</title>
        <cusip>75947TAB0</cusip>
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          <isin value="US75947TAB08"/>
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        <balance>400000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>ANTERO RESOURCES CORP</name>
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        <name>GC EOS BUYER INC</name>
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        <name>SABRE GLBL INC</name>
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        <name>Goldman Sachs International</name>
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        <name>PLANVIEW INC</name>
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        <name>Fortress Credit Opportunities</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PPP INTERMEDIATE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Permian Production Partners LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US71424EAB48"/>
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        <balance>1805000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>902500.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>10.90000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>TITAN US FINCO LLC</name>
        <lei>N/A</lei>
        <title>Titan AcquisitionCo New Zealand Ltd. (Trade Me)</title>
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          <isin value="XAQ9051PAB12"/>
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        <balance>2793000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2799284.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AGRO MERCHANTS NORTH AMERICA HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Argo Merchants</title>
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          <isin value="US00856RAB15"/>
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        <balance>148895.51460000</balance>
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        <curCd>USD</curCd>
        <valUSD>147034.32000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>IMAGINE! PRINT SOLUTIONS INC</name>
        <lei>N/A</lei>
        <title>Imagine Print Solutions LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US45249KAD37"/>
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        <balance>1950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>776743.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.46000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SUNOCO LOGISTICS PARTNER</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>Sunoco Logistics Partners Operations, LP</title>
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          <isin value="US86765BAN91"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1043161.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SAVAGE ENTERPRISES LLC</name>
        <lei>N/A</lei>
        <title>Savage Enterprises LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US80465JAB44"/>
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        <balance>1063636.36370000</balance>
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        <curCd>USD</curCd>
        <valUSD>1073517.55000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.77000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EMERALD TOPCO INC</name>
        <lei>N/A</lei>
        <title>Emerald TopCo, Inc. (Press Ganey)</title>
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          <isin value="US29102TAB89"/>
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        <balance>2300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2288086.00000000</valUSD>
        <pctVal>0.339161340709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
        <title>Fortis Solutions Group LLC</title>
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          <other otherDesc="LoanX ID" value="LX182748 1"/>
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        <balance>210494.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>210494.22000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.27000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROAMPAC PG BORROWER LLC</name>
        <lei>N/A</lei>
        <title>ProAmpac PG Borrower LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US74274NAE31"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>915000.00000000</valUSD>
        <pctVal>0.135629791340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>10.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FT GORDON HOUSING</name>
        <lei>N/A</lei>
        <title>Fort Gordon Housing LLC</title>
        <cusip>347382AC7</cusip>
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          <isin value="US347382AC74"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>239457.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.32400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UGI CORPORATION</name>
        <lei>N/A</lei>
        <title>UGI Energy Services, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US90276DAB55"/>
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        <balance>1645875.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1651026.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>5493008NBEE3C4AF3K95</lei>
        <title>Dryden 50 Senior Loan Fund</title>
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        <identifiers>
          <isin value="US262430AA95"/>
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        <balance>3555000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2441886.84000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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          <other otherDesc="Internal ID" value="CC.USD.JPY4"/>
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        <name>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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          <other otherDesc="Internal ID" value="CC.USD.BRL8"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A., New York</counterpartyName>
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      <invstOrSec>
        <name>HAMILTON BIDCO LTD</name>
        <lei>N/A</lei>
        <title>SLR Consulting Ltd.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX176023U 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FT 1 INC</name>
        <lei>5493002GPK5LQJ7QPJ51</lei>
        <title>Targus Group International, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US87614QAH02"/>
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        <balance>106.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2016-05-24</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AUXEY BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX175460 1"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1254500.00000000</valUSD>
        <pctVal>0.185953631952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)</name>
        <lei>N/A</lei>
        <title>Federative Republic of Brazil</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BRSTNCLTN7F8"/>
        </identifiers>
        <balance>9860000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.22830000"/>
        <valUSD>2274419.98000000</valUSD>
        <pctVal>0.337135636401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.KRW2"/>
        </identifiers>
        <balance>-7513360.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1180.63000000"/>
        <valUSD>-77.48000000</valUSD>
        <pctVal>-0.00001148480</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>7513360.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>6310.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-05-11</settlementDt>
            <unrealizedAppr>-77.48</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANTERO RESOURCES CORP</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>Antero Resources Corp.</title>
        <cusip>03674XAF3</cusip>
        <identifiers>
          <isin value="US03674XAF33"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>849000.00000000</valUSD>
        <pctVal>0.125846658850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNT HOLDINGS III CORP</name>
        <lei>N/A</lei>
        <title>1-800 Contacts</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US12594EAD85"/>
        </identifiers>
        <balance>2583275.80380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2554859.77000000</valUSD>
        <pctVal>0.378705024599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC BEACON LLC</name>
        <lei>549300RDBP3BJOLTTC39</lei>
        <title>Pacific Beacon LLC</title>
        <cusip>69403WAG2</cusip>
        <identifiers>
          <isin value="US69403WAG24"/>
        </identifiers>
        <balance>692989.36560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>753327.60000000</valUSD>
        <pctVal>0.111665207867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KUEHG CORP</name>
        <lei>N/A</lei>
        <title>KUEHG Corp. (KinderCare)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US48244EAJ38"/>
        </identifiers>
        <balance>99747.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98832.79000000</valUSD>
        <pctVal>0.014649913317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nuveen AMT-Free Municipal Cred</name>
        <lei>549300LBMO1C0IG71T03</lei>
        <title>Nuveen AMT-Free Municipal Credit Income Fund</title>
        <cusip>67071L106</cusip>
        <identifiers>
          <isin value="US67071L1061"/>
        </identifiers>
        <balance>285719.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4614361.85000000</valUSD>
        <pctVal>0.683983535392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6CCXV9"/>
        </identifiers>
        <balance>52375.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52375.00000000</valUSD>
        <pctVal>0.007763508548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>1.30000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>50000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>52075.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec ILS / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.ILS.USD1"/>
        </identifiers>
        <balance>8085000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.47070000"/>
        <valUSD>20291.50000000</valUSD>
        <pctVal>0.003007794438</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A., New York</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>2317966.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8085000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2020-01-31</settlementDt>
            <unrealizedAppr>20291.5</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>K&amp;N PARENT INC</name>
        <lei>N/A</lei>
        <title>K &amp; N Parent, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US48234KAC62"/>
        </identifiers>
        <balance>1937936.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1453452.29000000</valUSD>
        <pctVal>0.215444186684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EG GROUP LTD</name>
        <lei>2138003OUK4UQHRJLT65</lei>
        <title>EG Finco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX172074 1"/>
        </identifiers>
        <balance>249504.95000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90750000"/>
        <valUSD>274249.25000000</valUSD>
        <pctVal>0.040651768910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hull Street CDO Ltd</name>
        <lei>549300W5TZ4WI4ZLP434</lei>
        <title>Hull Street CLO Ltd.</title>
        <cusip>444838AN6</cusip>
        <identifiers>
          <isin value="US444838AN68"/>
        </identifiers>
        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2200622.60000000</valUSD>
        <pctVal>0.326196703887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70330000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Treman Park CLO Ltd</name>
        <lei>549300E4DX3Q8L455K94</lei>
        <title>Treman Park CLO Ltd.</title>
        <cusip>89473MAD4</cusip>
        <identifiers>
          <isin value="US89473MAD48"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1618727.20000000</valUSD>
        <pctVal>0.239942767620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS4"/>
        </identifiers>
        <balance>-247500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.47070000"/>
        <valUSD>-618.71000000</valUSD>
        <pctVal>-0.00009171093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <amtCurSold>247500.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>70960.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-01-31</settlementDt>
            <unrealizedAppr>-618.71</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OREGON CLEAN ENERGY LLC</name>
        <lei>N/A</lei>
        <title>Oregon Clean Energy LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US68583LAF22"/>
        </identifiers>
        <balance>2462173.19010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2459095.47000000</valUSD>
        <pctVal>0.364509951346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2019-12-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Guggenheim Strategic Opportunities Fund</ncom:nameOfApplicant>
      <ncom:signature>John Sullivan</ncom:signature>
      <ncom:signerName>John Sullivan</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
