<SEC-DOCUMENT>0001752724-20-148026.txt : 20200729
<SEC-HEADER>0001752724-20-148026.hdr.sgml : 20200729
<ACCEPTANCE-DATETIME>20200729155201
ACCESSION NUMBER:		0001752724-20-148026
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20200531
FILED AS OF DATE:		20200729
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:		201057313

	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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        <name>Treman Park CLO Ltd</name>
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        <name>GOLD PARENT LP</name>
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        <name>FAGE INTL / FAGE  USA</name>
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      <invstOrSec>
        <name>NORANDA ALUMINUM HOLDING CORP</name>
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        <title>Noranda Aluminum Acquisition Corp.</title>
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      <invstOrSec>
        <name>NATHAN'S FAMOUS INC</name>
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        <curCd>USD</curCd>
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        <name>BNP Paribas</name>
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        <name>SAPPHIRE AVIATION FINANCE I LI</name>
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        <name>MH SUB I LLC</name>
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        <name>OXFORD FIN LLC/CO-ISS II</name>
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        <name>SABRE GLBL INC</name>
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        <name>OECONNECTION LLC</name>
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        <name>BIDFAIR LTD</name>
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        <title>Sotheby's</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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        <name>Castlelake Aircraft Structured</name>
        <lei>N/A</lei>
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          <isin value="US14856CAA71"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THERMON GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Thermon Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US88362WAB28"/>
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        <balance>639179.95070000</balance>
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        <curCd>USD</curCd>
        <valUSD>594437.35000000</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>2024-10-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>SEAPORT FINANCING LLC</name>
        <lei>N/A</lei>
        <title>SeaPort Financing LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US81220HAC07"/>
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        <balance>1476914.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1255377.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.68000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.JPY5"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>ILPEA PARENT INC</name>
        <lei>N/A</lei>
        <title>ILPEA Parent, Inc.</title>
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          <isin value="US45236FAC14"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SIWF HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Springs Window Fashions</title>
        <cusip>N/A</cusip>
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          <isin value="US78489JAD63"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1111495.50000000</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>2026-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.57000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AFFORDABLE CARE HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Affordable Care Holdings Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US00829RAC34"/>
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        <balance>124278.35010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92587.37000000</valUSD>
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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>2022-10-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.20000000</annualizedRt>
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      <invstOrSec>
        <name>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX168295 1"/>
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        <balance>183545.29700000</balance>
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        <curCd>USD</curCd>
        <valUSD>174368.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</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>TLWND 2019-1</name>
        <lei>N/A</lei>
        <title>GAIA Aviation Ltd.</title>
        <cusip>87404LAA0</cusip>
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          <isin value="US87404LAA08"/>
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        <balance>1702056.29880000</balance>
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        <curCd>USD</curCd>
        <valUSD>1341173.73000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.96700000</annualizedRt>
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      <invstOrSec>
        <name>NewStar Clarendon Fund CLO LLC</name>
        <lei>549300HC3VVP80NTKX35</lei>
        <title>NewStar Clarendon Fund CLO LLC</title>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <debtSec>
          <maturityDt>2027-01-25</maturityDt>
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      <invstOrSec>
        <name>NTS HOLDING CORP INC</name>
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        <title>National Technical</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-12</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec ILS / Deliver USD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.ILS.USD5"/>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796TY5</cusip>
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          <isin value="US912796TY52"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-31</maturityDt>
          <couponKind>None</couponKind>
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        <name>PAINT INTERMEDIATE III LLC</name>
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        <title>WESCO</title>
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        <balance>1155736.77200000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PH OFFSHORE IM ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
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          <other otherDesc="Internal ID" value="BGH6ASXT1"/>
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        <balance>267000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
        <title>Fortis Solutions Group LLC</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>PLANVIEW INC</name>
        <lei>N/A</lei>
        <title>Planview, Inc.</title>
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        <balance>970000.00000000</balance>
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        <valUSD>952189.32000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-01-27</maturityDt>
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      <invstOrSec>
        <name>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
        <cusip>N/A</cusip>
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        <name>PANDA POWER FUNDS</name>
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        <name>TREASURY BILL</name>
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        <name>Dryden Senior Loan Fund</name>
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        <name>Capmark Military Housing Trust</name>
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        <name>Taco Bell Funding, LLC</name>
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        <name>Turbine Engine Securitization</name>
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        <name>FLNG LIQUEFACTION 2 LLC</name>
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        <name>SPDR Bloomberg Barclays High Y</name>
        <lei>549300NCLW2248PN7J24</lei>
        <title>SPDR Bloomberg Barclays High Yield Bond ETF</title>
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        <name>CHARLES SCHWAB CORP</name>
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        <title>Charles Schwab Corp.</title>
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        <name>DOMINION WEB SOLUTIONS LLC</name>
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        <name>BofA Securities, Inc.</name>
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        <name>JACKSON MILL CLO LTD</name>
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        <name>Eaton Vance Limited Duration I</name>
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        <name>Carlyle Global Market Strategi</name>
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        <name>BlackRock Credit Allocation In</name>
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        <name>SIX FLAGS THEME PARKS</name>
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        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
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        <valUSD>1424430.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.95000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Invesco Municipal Trust</name>
        <lei>GKS5Y4B1VKHV66WSPK53</lei>
        <title>Invesco Municipal Trust</title>
        <cusip>46131J103</cusip>
        <identifiers>
          <isin value="US46131J1034"/>
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        <balance>179952.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2101839.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TITAN ACQUISITION LTD</name>
        <lei>N/A</lei>
        <title>Titan Acquisition Ltd. (Husky)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAC8856UAB44"/>
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        <balance>296122.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267357.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.45000000</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>
      <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>237154.35890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198616.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.70000000</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>
      <invstOrSec>
        <name>PHNTM HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Planview, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185354 1"/>
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        <balance>694374.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681624.93000000</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>2023-01-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.25000000</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 BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.BRL8"/>
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        <balance>-4050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.33480000"/>
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        <pctVal>0.032202397746</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>4050000.00000000</amtCurSold>
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            <amtCurPur>965389.02000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORT BENNING FAM</name>
        <lei>N/A</lei>
        <title>Fort Benning Family Communities LLC</title>
        <cusip>346845AG5</cusip>
        <identifiers>
          <isin value="US346845AG57"/>
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        <balance>721603.07570000</balance>
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        <curCd>USD</curCd>
        <valUSD>829309.28000000</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>2051-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.09000000</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>ENDO DAC/FIN LLC/FINCO</name>
        <lei>N/A</lei>
        <title>Endo Dac / Endo Finance LLC / Endo Finco, Inc.</title>
        <cusip>29273EAC2</cusip>
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          <isin value="US29273EAC21"/>
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        <balance>140000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>107800.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>BCPE EMPIRE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>BCPE Empire Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US05550HAB15"/>
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        <balance>1579405.07300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1476743.74000000</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>2026-06-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.17000000</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>
        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>549300DDK3ZCQPZWVP70</lei>
        <title>Aspect Software, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX179024 1"/>
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        <balance>1012442.14580000</balance>
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        <curCd>USD</curCd>
        <valUSD>911197.93000000</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>2024-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MDVIP LLC</name>
        <lei>N/A</lei>
        <title>MDVIP LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US55281UAC18"/>
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        <balance>1697372.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1578556.33000000</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>2024-11-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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      <invstOrSec>
        <name>PETROCHOICE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>PetroChoice Holdings</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US71645XAC39"/>
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        <balance>2013930.70160000</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>2022-08-19</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Golub Capital Partners CLO Ltd</name>
        <lei>N/A</lei>
        <title>Golub Capital Partners CLO Ltd.</title>
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          <isin value="US38175BAE48"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>SCRIBEAMERICA INTERMEDIATE HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>ScribeAmerica Intermediate Holdco LLC (Healthchannels)</title>
        <cusip>N/A</cusip>
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          <isin value="US81104BAC46"/>
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        <balance>1619964.73000000</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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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-03</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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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>
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          <isin value="US04941WAC73"/>
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        <balance>2600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>477380.80000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Great Lakes CLO Ltd</name>
        <lei>254900GKX01S4T3NFH46</lei>
        <title>Great Lakes CLO Ltd.</title>
        <cusip>39055RAE2</cusip>
        <identifiers>
          <isin value="US39055RAE27"/>
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        <balance>1153846.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley Mortgage Loan T</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust</title>
        <cusip>61748JAB3</cusip>
        <identifiers>
          <isin value="US61748JAB35"/>
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        <balance>3559027.21780000</balance>
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        <curCd>USD</curCd>
        <valUSD>1451342.83000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOYD GAMING CORP</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>Boyd Gaming Corp.</title>
        <cusip>103304BS9</cusip>
        <identifiers>
          <isin value="US103304BS93"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>267065.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KAISER ALUMINUM CORP</name>
        <lei>N/A</lei>
        <title>Kaiser Aluminum Corp.</title>
        <cusip>483007AK6</cusip>
        <identifiers>
          <isin value="US483007AK64"/>
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        <balance>1050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1077562.50000000</valUSD>
        <pctVal>0.166557114734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Morgan Stanley Capital Inc</name>
        <lei>N/A</lei>
        <title>Morgan Stanley ABS Capital I Incorporated Trust</title>
        <cusip>61750SAF9</cusip>
        <identifiers>
          <isin value="US61750SAF92"/>
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        <balance>3376067.96330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1708953.11000000</valUSD>
        <pctVal>0.264150152977</pctVal>
        <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>0.38800000</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>SCHAHIN II FINANCE CO</name>
        <lei>N/A</lei>
        <title>Schahin II Finance Co. SPV Ltd.</title>
        <cusip>80629QAA3</cusip>
        <identifiers>
          <isin value="US80629QAA31"/>
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        <balance>1216133.33800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76008.33000000</valUSD>
        <pctVal>0.011748486181</pctVal>
        <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>
          <annualizedRt>5.88000000</annualizedRt>
          <isDefault>Y</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>Dryden Senior Loan Fund</name>
        <lei>5493008NBEE3C4AF3K95</lei>
        <title>Dryden 50 Senior Loan Fund</title>
        <cusip>262430AA9</cusip>
        <identifiers>
          <isin value="US262430AA95"/>
        </identifiers>
        <balance>3555000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1494614.43000000</valUSD>
        <pctVal>0.231020165513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</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>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460W776</cusip>
        <identifiers>
          <isin value="US74460W7763"/>
        </identifiers>
        <balance>41000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1055750.00000000</valUSD>
        <pctVal>0.163185591444</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>LTI HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>LTI Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX175350 1"/>
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        <balance>985000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>862613.75000000</valUSD>
        <pctVal>0.133332829724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.67000000</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 ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS10"/>
        </identifiers>
        <balance>-4747500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.50730000"/>
        <valUSD>32253.17000000</valUSD>
        <pctVal>0.004985320977</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>4747500.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>1407459.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-31</settlementDt>
            <unrealizedAppr>32253.17000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BCPE EMPIRE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>BCPE Empire Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX180770U 1"/>
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        <balance>-63734.17770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4142.72000000</valUSD>
        <pctVal>-0.00064033361</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</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>ADVANCED POWER SERVICES NA INC</name>
        <lei>N/A</lei>
        <title>Carroll County Energy LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US14474FAW41"/>
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        <balance>1492521.35720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1414163.99000000</valUSD>
        <pctVal>0.218585069483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-16</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IXIS Real Estate Capital Trust</name>
        <lei>N/A</lei>
        <title>IXIS Real Estate Capital Trust</title>
        <cusip>45073DAA6</cusip>
        <identifiers>
          <isin value="US45073DAA63"/>
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        <balance>2520276.74320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>740091.87000000</valUSD>
        <pctVal>0.114394818403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.22830000</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>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc.</title>
        <cusip>17312EAE6</cusip>
        <identifiers>
          <isin value="US17312EAE68"/>
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        <balance>2298457.95670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1932872.36000000</valUSD>
        <pctVal>0.298760993846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.51830000</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>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6NYS78"/>
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        <balance>-1467073.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1467073.35000000</valUSD>
        <pctVal>-0.22676318476</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1750000.00000000</principalAmt>
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              <collateralVal>1831900.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PACKAGING COORDINATORS MIDCO INC</name>
        <lei>N/A</lei>
        <title>Packaging Coordinators Midco, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX153181U 1"/>
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        <balance>-161538.45610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-6057.69000000</valUSD>
        <pctVal>-0.00093632746</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.90658000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR5"/>
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        <balance>-9018000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90110000"/>
        <valUSD>27778.77000000</valUSD>
        <pctVal>0.004293720115</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
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            <amtCurSold>9018000.00000000</amtCurSold>
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            <amtCurPur>10041272.46000000</amtCurPur>
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            <settlementDt>2020-06-30</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EyeCare Partners LLC</name>
        <lei>N/A</lei>
        <title>EyeCare Partners LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185368U 1"/>
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        <balance>-331081.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-29797.30000000</valUSD>
        <pctVal>-0.00460572107</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</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>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX180803U 1"/>
        </identifiers>
        <balance>-140439.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4915.38000000</valUSD>
        <pctVal>-0.00075976243</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.75000000</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>TECBID US INC</name>
        <lei>N/A</lei>
        <title>Tecbid US, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX165626 1"/>
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        <balance>988890.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>979001.10000000</valUSD>
        <pctVal>0.151322636541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KAMC HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Franklin Energy (KAMC Holdings, Inc.)</title>
        <cusip>N/A</cusip>
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          <isin value="US48238YAC21"/>
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        <curCd>USD</curCd>
        <valUSD>1362652.50000000</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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          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.BRL.USD4"/>
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        <balance>9970000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <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>ANCHOR PACKAGING LLC</name>
        <lei>N/A</lei>
        <title>Anchor Packaging LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US03306UAB44"/>
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        <balance>1347076.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1279723.06000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-20</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>38110.21110000</balance>
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        <curCd>USD</curCd>
        <valUSD>26274.70000000</valUSD>
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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>2023-01-26</maturityDt>
          <couponKind>Variable</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>ENPRO INDUSTRIES INC</name>
        <lei>549300Y5CFT2LKCFDN54</lei>
        <title>EnPro Industries, Inc.</title>
        <cusip>29355XAG2</cusip>
        <identifiers>
          <isin value="US29355XAG25"/>
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        <balance>115000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>112987.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TENEO HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Teneo Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US88033CAH25"/>
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        <balance>1741250.00000000</balance>
        <units>PA</units>
        <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>2025-07-11</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>CHARTER NEX US HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Charter Nex US, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US16125TAD46"/>
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        <balance>1177048.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1142479.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOLERA GLOBAL HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Solera LLC</title>
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          <other otherDesc="LoanX ID" value="LX151719U 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>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Textainer Marine Containers Li</name>
        <lei>N/A</lei>
        <title>Textainer Marine Containers V Ltd.</title>
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          <isin value="US88315FAA93"/>
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        <curCd>USD</curCd>
        <valUSD>1524151.94000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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>Airplanes Pass Through Trust</name>
        <lei>N/A</lei>
        <title>Airplanes Pass Through Trust</title>
        <cusip>009451AP0</cusip>
        <identifiers>
          <isin value="US009451AP06"/>
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        <balance>6677316.64800000</balance>
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        <curCd>USD</curCd>
        <valUSD>667.73000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2019-03-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CATALOG INTERMEDIATE INC</name>
        <lei>4Q9DLX2VIFGJMOYJ4Y35</lei>
        <title>Cambrex Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US13201FAM86"/>
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        <balance>1695750.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1634279.06000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>USI INC/NY</name>
        <lei>N/A</lei>
        <title>USI, Inc.</title>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Argent Securities Inc.</name>
        <lei>N/A</lei>
        <title>Ameriquest Mortgage Securities Trust</title>
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          <isin value="US03076MAC82"/>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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      <invstOrSec>
        <name>SITUS AMC HOLDINGS CORPORATION</name>
        <lei>N/A</lei>
        <title>Situs AMC Holdings Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US82988PAD06"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>ANTERO RESOURCES CORP</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>Antero Resources Corp.</title>
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          <isin value="US03674XAF33"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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>984962.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>916428.72000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.07000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Mountain Hawk CLO Ltd</name>
        <lei>549300X4VFRMZJ7T1U89</lei>
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          <isin value="US62405TAN72"/>
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        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
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          <isin value="US92926SAE63"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>HAYWARD INDUSTRIES INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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          <other otherDesc="Internal ID" value="BGH6N58C2"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp.</title>
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          <isin value="US023551AM66"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2033-03-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1</name>
        <lei>N/A</lei>
        <title>Castlelake Aircraft Securitization Trust</title>
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          <other otherDesc="Internal ID" value="BGH5C4ZW5"/>
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        <balance>3054104.73000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2030-12-31</maturityDt>
          <couponKind>None</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AVERY POINT CLO LTD AVERY_13-3A</name>
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        <title>Avery Point II CLO Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USG0680XAA57"/>
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        <balance>2350912.33530000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-18</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>AFFORDABLE CARE HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Affordable Care Holdings Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US00829RAC34"/>
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        <balance>680000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>506600.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.20000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CONSTELLATION (BC) SARL</name>
        <lei>N/A</lei>
        <title>Diamond (BC) BV</title>
        <cusip>N/A</cusip>
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          <isin value="XAN2611UAC98"/>
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        <balance>1739209.84300000</balance>
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        <curCd>USD</curCd>
        <valUSD>1606160.29000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED NATURAL FOODS INC</name>
        <lei>N/A</lei>
        <title>Save-A-Lot</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6L7M67"/>
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        <assetCat>EC</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TCB HOLDINGS I CORP</name>
        <lei>N/A</lei>
        <title>TricorBraun Holdings, Inc.</title>
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        <balance>586324.77000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2023-11-30</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>ARETEC GROUP INC</name>
        <lei>N/A</lei>
        <title>Aretec Group, Inc.</title>
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          <isin value="US04009DAB01"/>
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        <balance>1678750.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-10-01</maturityDt>
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      <invstOrSec>
        <name>LANDRYS FINANCE ACQUISITION CO</name>
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        <title>Landry's Inc.</title>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>Long Beach Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Long Beach Mortgage Loan Trust</title>
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          <isin value="US542514RL06"/>
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        <balance>1356462.93990000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2036-02-25</maturityDt>
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      <invstOrSec>
        <name>MONROE CAPITAL CLO LTD</name>
        <lei>549300P18F17MYF55L44</lei>
        <title>Monroe Capital CLO Ltd.</title>
        <cusip>610333AY2</cusip>
        <identifiers>
          <isin value="US610333AY20"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1511752.90000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2026-10-22</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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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>295326.90000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENCORE CAPITAL GROUP INC.</name>
        <lei>5493000UVC6H49CIH830</lei>
        <title>Encore Capital Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH53G1U9"/>
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        <balance>3400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3373379.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>QBE INSURANCE GROUP LTD</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE Insurance Group Ltd.</title>
        <cusip>74728GAE0</cusip>
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          <isin value="US74728GAE08"/>
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        <name>Golub Capital Partners CLO Ltd</name>
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        <name>AESF VI VERDI</name>
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      <invstOrSec>
        <name>PROJECT BOOST PURCHASER LLC</name>
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      <invstOrSec>
        <name>UNITED NATURAL FOODS INC</name>
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        <name>Bank of America, N.A.</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>BILLIKEN BUYER INC</name>
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        <title>EyeCare Partners LLC</title>
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        <name>HUNT CRE ltd</name>
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        <title>Hunt CRE Ltd.</title>
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        <name>CNB FINANCIAL CORP/PA</name>
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        <name>Goldman Sachs International</name>
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        <name>Freddie Mac Military Housing B</name>
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        <name>Bank of America, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
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        <name>PLANVIEW INC</name>
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        <name>Fortress Credit Opportunities</name>
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        <name>HOUGHTON MIFFLIN HARCOURT CO</name>
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        <name>ALLIANT HOLDINGS INTERMEDIATE LLC</name>
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        <name>ENTRANS INTERNATIONAL LLC / ENTRANS FINANCE CORP</name>
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        <name>Venture CDO Ltd</name>
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        <name>JEFFERIES GROUP LLC</name>
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        <name>AVISON YOUNG CANADA INC</name>
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        <name>Citibank N.A., New York</name>
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        <name>WILLIAMS SCOTSMAN INTL</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>Goldman Sachs International</name>
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        <name>RESOURCE LABEL GROUP LLC</name>
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        <name>Titan Energy LLC</name>
        <lei>N/A</lei>
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        <name>TSG ENTERTAINMENT FINANCE LLC TSGE_17-1</name>
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        <title>TSGE</title>
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        <balance>5000000.00000000</balance>
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        <name>ARAMARK SERVICES INC</name>
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        <name>STANDARD INDUSTRIES INC</name>
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        <name>WAMU Asset-Backed Certificates</name>
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        <name>KDAC Aviation Finance Limited</name>
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        <name>Nuveen AMT-Free Quality Munici</name>
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        <name>ASP CHROMAFLO HOLDINGS INC</name>
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        <title>ASP Chromaflo Intermediate Holdings, Inc.</title>
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        <name>VB-S1 Issuer LLC</name>
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        <name>Lehman XS Trust</name>
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        <name>Capmark Military Housing Trust</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
        <cusip>14070AAA1</cusip>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
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        <name>HILLMAN GROUP INC</name>
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      <invstOrSec>
        <name>COLOGIX HOLDINGS INC</name>
        <lei>N/A</lei>
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          <isin value="US19521LAB99"/>
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        <balance>3150000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-20</maturityDt>
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      <invstOrSec>
        <name>JANE STREET GROUP LLC</name>
        <lei>N/A</lei>
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          <isin value="US47077DAF78"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <couponKind>Variable</couponKind>
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        <name>Goldman Sachs International</name>
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          <other otherDesc="Internal ID" value="CC.ILS.USD1"/>
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      <invstOrSec>
        <name>UNITED AIR 2015-1 AA PTT</name>
        <lei>N/A</lei>
        <title>United Airlines 2015-1 Class AA Pass Through Trust</title>
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          <isin value="US90932LAA52"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Dreyfus Treasury Securities Ca</name>
        <lei>549300U78VESCW509025</lei>
        <title>Dreyfus Treasury Securities Cash Management Fund - Institutional Shares</title>
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        <identifiers>
          <isin value="US2619411083"/>
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        <balance>6469421.62000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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="LX170811 1"/>
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        <balance>579985.31140000</balance>
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        <curCd>USD</curCd>
        <valUSD>560671.80000000</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>6.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PH ONSHORE GP ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6B3XG3"/>
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        <balance>211000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>190571.26000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
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        <name>TRANSCENDIA HOLDINGS INC</name>
        <lei>N/A</lei>
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        <name>CYPRESS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CCC Information Services, Inc.</title>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2022-04-27</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TRANSACT HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Transact Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US09227HAC43"/>
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        <balance>1343250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1185418.13000000</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>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>EXC HOLDINGS III CORP / EXCELITAS TECHNOLOGIES CORP</name>
        <lei>N/A</lei>
        <title>EXC Holdings III Corp.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX169510 1"/>
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        <balance>99491.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95014.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2024-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.95000000</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>
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          <isin value="US86614WAC01"/>
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        <curCd>USD</curCd>
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          <maturityDt>2022-08-15</maturityDt>
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      <invstOrSec>
        <name>AASET 2017-1 Trust</name>
        <lei>549300UGVCXV1Y1NM635</lei>
        <title>Apollo Aviation Securitization Equity Trust</title>
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          <isin value="US000366AB05"/>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PAPAY HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>Cvent, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US23248RAB06"/>
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        <balance>1960000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1700300.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.92000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>SITUS AMC HOLDINGS CORPORATION</name>
        <lei>N/A</lei>
        <title>Situs AMC Holdings Corp.</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Morgan Stanley IXIS Real Estat</name>
        <lei>N/A</lei>
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          <isin value="US617463AC80"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CENGAGE LEARNING INC</name>
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        <curCd>USD</curCd>
        <valUSD>955800.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
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          <isin value="US65409QBB77"/>
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        <balance>1650000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Avery Point CLO Ltd</name>
        <lei>N/A</lei>
        <title>Avery Point VI CLO Ltd.</title>
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          <isin value="US05363LAY92"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2027-08-05</maturityDt>
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      <invstOrSec>
        <name>Trinity Rail Leasing L.P.</name>
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          <isin value="US89655YAA47"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GREENWAY HEALTH LLC (DELAWARE)</name>
        <lei>N/A</lei>
        <title>Greenway Health LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US39678DAC48"/>
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        <balance>979848.86830000</balance>
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        <curCd>USD</curCd>
        <valUSD>734886.65000000</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>2024-02-16</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DOMINION WEB SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>Trader Interactive</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX167554 1"/>
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        <balance>2697388.23540000</balance>
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        <curCd>USD</curCd>
        <valUSD>2508571.06000000</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>2024-06-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.57000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
        <cusip>93363XAA1</cusip>
        <identifiers>
          <isin value="US93363XAA19"/>
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        <balance>2169539.64710000</balance>
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        <curCd>USD</curCd>
        <valUSD>1620141.92000000</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>2047-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.33800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REYNOLDS GRP ISS/REYNOLD</name>
        <lei>N/A</lei>
        <title>Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC</title>
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          <isin value="US761735AR08"/>
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        <balance>1225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1215812.50000000</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>2021-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver GBP</title>
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          <other otherDesc="Internal ID" value="CC.USD.GBP2"/>
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        <name>CARRIAGE SERVICES INC</name>
        <lei>N/A</lei>
        <title>Carriage Services, Inc.</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
        <title>SHO Holding I Corp.</title>
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        <balance>474720.00000000</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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      <invstOrSec>
        <name>BCP IV GRAFTECH LP HOLDINGS</name>
        <lei>N/A</lei>
        <title>GrafTech Finance, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US38431EAB48"/>
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        <balance>1483194.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1416450.69000000</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>2025-02-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>RECORDED BOOKS INC</name>
        <lei>N/A</lei>
        <title>Recorded Books, Inc.</title>
        <cusip>N/A</cusip>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>843750.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp.</title>
        <cusip>42809HAC1</cusip>
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          <isin value="US42809HAC16"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>993945.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec JPY / Deliver USD</title>
        <cusip>N/A</cusip>
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        <balance>6723951.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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      </invstOrSec>
      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX171347 1"/>
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        <curCd>USD</curCd>
        <valUSD>103789.71000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRINCESS JULIANA INTL</name>
        <lei>N/A</lei>
        <title>Princess Juliana International Airport Operating Company N.V.</title>
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          <isin value="US741771AA79"/>
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        <curCd>USD</curCd>
        <valUSD>1145807.65000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>SX</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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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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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NORTHSTAR FINANCIAL SERVICES GROUP LLC</name>
        <lei>N/A</lei>
        <title>Northstar Financial Services LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US66705QAF81"/>
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        <balance>392340.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GOODPACK LTD</name>
        <lei>5493003ZYID1KN87T037</lei>
        <title>IBC Capital Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="US44928QAE98"/>
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        <balance>1220765.48950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1098688.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-11</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARAMARK SERVICES INC</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>Aramark Services, Inc.</title>
        <cusip>038522AR9</cusip>
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          <isin value="US038522AR99"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1831882.50000000</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>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>LSTAR Securities Investment Lt</name>
        <lei>N/A</lei>
        <title>LSTAR Securities Investment Limited</title>
        <cusip>54912VAA3</cusip>
        <identifiers>
          <isin value="US54912VAA35"/>
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        <balance>4386578.28170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4295996.32000000</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>1.87000000</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>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX171347U 1"/>
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        <balance>-26052.62400000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2077.31000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.91545000</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>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>4379.63000000</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>DENALI CAPITAL CLO XI LTD</name>
        <lei>254900ENG873HFQYVK56</lei>
        <title>Denali Capital CLO XI Ltd.</title>
        <cusip>24823DAW6</cusip>
        <identifiers>
          <isin value="US24823DAW65"/>
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        <balance>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2194013.52000000</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>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.JPY7"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMorgan Chase Bank, N.A.</counterpartyName>
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      <invstOrSec>
        <name>LoanCore 2019-CRE2 Issuer, Ltd</name>
        <lei>N/A</lei>
        <title>LoanCore Issuer Ltd.</title>
        <cusip>53946JAC8</cusip>
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          <isin value="US53946JAC80"/>
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        <balance>4750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MAPS LTD</name>
        <lei>N/A</lei>
        <title>MAPS Ltd.</title>
        <cusip>55283LAA3</cusip>
        <identifiers>
          <isin value="US55283LAA35"/>
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        <balance>225860.27530000</balance>
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        <curCd>USD</curCd>
        <valUSD>183756.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45800000</annualizedRt>
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      <invstOrSec>
        <name>KEHE DISTRIBUTORS LLC/FI</name>
        <lei>N/A</lei>
        <title>KeHE Distributors LLC / KeHE Finance Corp.</title>
        <cusip>487526AB1</cusip>
        <identifiers>
          <isin value="US487526AB19"/>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>580250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>549300DDK3ZCQPZWVP70</lei>
        <title>Aspect Software, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX179361U 1"/>
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      <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"/>
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        <balance>1927972.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1303309.55000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CAPSTONE LOGISTICS LLC</name>
        <lei>N/A</lei>
        <title>Capstone Logistics</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US14070KAB70"/>
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        <balance>2613813.97920000</balance>
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        <curCd>USD</curCd>
        <valUSD>2463519.68000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.57000000</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>PACKAGING COORDINATORS MIDCO INC</name>
        <lei>N/A</lei>
        <title>Packaging Coordinators Midco, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX153181 1"/>
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        <balance>1338461.53770000</balance>
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        <curCd>USD</curCd>
        <valUSD>1288269.23000000</valUSD>
        <pctVal>0.199125717487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>APTTUS CORPORATION</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>WALT DISNEY COMPANY/THE</name>
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      <invstOrSec>
        <name>Madison Avenue Secured Funding</name>
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      <invstOrSec>
        <name>BROOKFIELD RESID PROPERT</name>
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        <name>Blackstone / GSO Strategic Cre</name>
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        <assetCat>EC</assetCat>
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        <name>GALLS</name>
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        <name>SOTHEBY'S</name>
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        <name>EG GROUP LTD</name>
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        <name>CPI CARD GROUP INC</name>
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        <name>UPLAND SOFTWARE INC</name>
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        <name>mmcf clo, llc</name>
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        <name>West CLO Ltd</name>
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        <name>BBC MILITARY HSG NAVY NE</name>
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        <name>BOEING CO</name>
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        <name>American Home Mortgage Assets</name>
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        <name>JB POINDEXTER &amp; CO INC</name>
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        <title>JB Poindexter &amp; Company, Inc.</title>
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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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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2025-08-06</maturityDt>
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          <annualizedRt>5.45000000</annualizedRt>
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      <invstOrSec>
        <name>PH ONSHORE IM ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
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          <other otherDesc="Internal ID" value="BGH6B3X81"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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          <maturityDt>2039-12-02</maturityDt>
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          <annualizedRt>5.00000000</annualizedRt>
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        <name>FERGUSON FINANCE PLC</name>
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        <title>Ferguson Finance plc</title>
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        <balance>490000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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          <maturityDt>2030-06-02</maturityDt>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
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        <name>FDF Limited</name>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>PCI PHARMA SERVICES</name>
        <lei>N/A</lei>
        <title>Packaging Coordinators Midco, Inc.</title>
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          <isin value="US69515EAB83"/>
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        <balance>1024018.96780000</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>2023-06-30</maturityDt>
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      <invstOrSec>
        <name>AASET 2019-1 Trust</name>
        <lei>549300TXM3PCKZJKD061</lei>
        <title>AASET Trust</title>
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          <isin value="US00256DAA00"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>ADT SECURITY CORP</name>
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          <isin value="US03765VAJ98"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Invesco Trust for Investment G</name>
        <lei>V0VF67S6NRLBDK357F71</lei>
        <title>Invesco Trust for Investment Grade Municipals</title>
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        <name>EXIDE INTL HLDGS LP</name>
        <lei>N/A</lei>
        <title>Exide International Holdings, LP</title>
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        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

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        <name>SAVAGE ENTERPRISES LLC</name>
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        <title>Savage Enterprises LLC</title>
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        <name>FORT KNOX MILITARY HOUS</name>
        <lei>N/A</lei>
        <title>Fort Knox Military Housing Privatization Project</title>
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          <isin value="US347508AA18"/>
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        <name>Residential Accredit Loans, In</name>
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        <title>RALI Series Trust</title>
        <cusip>75114NAA2</cusip>
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        <balance>6478684.08810000</balance>
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        <name>2018-A LTCG SECURITIZATION ISS</name>
        <lei>549300RUJTRJ3DLL8S20</lei>
        <title>LTCG Securitization Issuer LLC</title>
        <cusip>90215LAA3</cusip>
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        <name>TEXGEN POWER LLC</name>
        <lei>N/A</lei>
        <title>TexGen Power LLC</title>
        <cusip>N/A</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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        <name>NA RAIL HOLD CO LLC</name>
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      <invstOrSec>
        <name>GSAA Home Equity Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>LBC TANK TERMINAL HLDING</name>
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        <name>HARE TOPCO INC</name>
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        <name>ROTO ACQUISITION CORP</name>
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          <maturityDt>2026-03-26</maturityDt>
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        <name>Barclays Bank plc</name>
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        <name>HP COMMUNITIES LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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="US57777PAB13"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BIB MERCHANT VOUCHER RECEIVABLES LTD</name>
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        <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>
        <valUSD>1039553.58000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASP CHROMAFLO HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>ASP Chromaflo Dutch I B.V.</title>
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          <isin value="US00215KAL08"/>
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        <balance>447699.99440000</balance>
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        <curCd>USD</curCd>
        <valUSD>402929.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DURAN INC</name>
        <lei>N/A</lei>
        <title>Duran, Inc.</title>
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        <balance>539701.08310000</balance>
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        <curCd>USD</curCd>
        <valUSD>480804.58000000</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>2024-12-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>A10 Securitization</name>
        <lei>N/A</lei>
        <title>A10 Permanent Asset Financing LLC</title>
        <cusip>00216AAC1</cusip>
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          <isin value="US00216AAC18"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2051-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.24000000</annualizedRt>
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        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
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        <curCd>USD</curCd>
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        <name>JAGUAR HL / PPDI</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STRIPES 2013 AIRCRAFT 1 LIMITED</name>
        <lei>N/A</lei>
        <title>Stripes Aircraft Ltd.</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Diamond CLO 2018-1, LLC</name>
        <lei>N/A</lei>
        <title>Diamond CLO Ltd.</title>
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        <balance>2500000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <name>OKLAHOMA ST DEV FIN AUTH HLTHS</name>
        <lei>549300PXGPHUWC32DJ91</lei>
        <title>Oklahoma Development Finance Authority Revenue Bonds</title>
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          <isin value="US67884XCP06"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>463184.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OEConnection LLC</name>
        <lei>N/A</lei>
        <title>OEConnection LLC</title>
        <cusip>N/A</cusip>
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        <balance>-147186.15000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CLEAVER-BROOKS INC</name>
        <lei>549300TRZDD68CZBS255</lei>
        <title>Cleaver-Brooks, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>795824.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Marathon CRE Issuer Ltd</name>
        <lei>N/A</lei>
        <title>Marathon CRE Ltd.</title>
        <cusip>565780AJ2</cusip>
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          <isin value="US565780AJ23"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2681070.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AP VIII DUKE HOLDINGS GP LLC</name>
        <lei>N/A</lei>
        <title>Vectra Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US92243BAC37"/>
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        <balance>545085.27460000</balance>
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        <curCd>USD</curCd>
        <valUSD>507201.85000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.42000000</annualizedRt>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX171345 1"/>
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        <balance>848401.15890000</balance>
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        <curCd>USD</curCd>
        <valUSD>818707.12000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JAMAICA MERCHANT VOUCHER RECEIVABLES LTD</name>
        <lei>N/A</lei>
        <title>NCBJ</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="470170AB7"/>
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        <balance>729298.48580000</balance>
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        <curCd>USD</curCd>
        <valUSD>699401.19000000</valUSD>
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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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      <invstOrSec>
        <name>BEVERAGES &amp; MORE INC</name>
        <lei>549300WVXB1BG5U3Z655</lei>
        <title>Beverages &amp; More, Inc.</title>
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          <isin value="US08782TAJ25"/>
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        <balance>650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>419250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-06-15</maturityDt>
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          <annualizedRt>11.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GLOBAL PART/GLP FINANCE</name>
        <lei>N/A</lei>
        <title>Global Partners Limited Partnership / GLP Finance Corp.</title>
        <cusip>37954FAG9</cusip>
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          <isin value="US37954FAG90"/>
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        <balance>1625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1413262.50000000</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>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>
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          <isin value="US03076MAA27"/>
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        <balance>4381682.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2672509.92000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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          <maturityDt>2036-10-25</maturityDt>
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      <invstOrSec>
        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp.</title>
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          <isin value="US42809HAD98"/>
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        <balance>1550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1540028.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>PACKERS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Packers Sanitation Services, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US69519UAC62"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>VAIL RESORTS INC</name>
        <lei>529900PSZHRNU9HKH870</lei>
        <title>Vail Resorts, Inc.</title>
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          <maturityDt>2025-05-15</maturityDt>
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      <invstOrSec>
        <name>GREAT LAKES DREDGE&amp;DOCK</name>
        <lei>549300H65E3MZ1CX0P05</lei>
        <title>Great Lakes Dredge &amp; Dock Corp.</title>
        <cusip>390607AE9</cusip>
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          <isin value="US390607AE97"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
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          <isin value="US62886EAX67"/>
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        <balance>525000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-04-15</maturityDt>
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        <name>NEON HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Neon Holdings, Inc.</title>
        <cusip>64051NAA1</cusip>
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          <isin value="US64051NAA19"/>
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        <balance>1153000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1109762.50000000</valUSD>
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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>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.12500000</annualizedRt>
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      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
        <lei>N/A</lei>
        <title>Qlik Technologies, Inc. - Class A</title>
        <cusip>N/A</cusip>
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          <ticker value="QLIK"/>
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        <balance>55.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68267.14000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <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>1477500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1344525.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>AIMBRIDGE ACQUISITION CO INC</name>
        <lei>N/A</lei>
        <title>Aimbridge Acquisition Co., Inc.</title>
        <cusip>N/A</cusip>
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        <name>Long Beach Mortgage Loan Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>PELICAN PRODUCTS INC</name>
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      <invstOrSec>
        <name>ACADIA HEALTHCARE CO INC</name>
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        <title>Acadia Healthcare Company, Inc.</title>
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      <invstOrSec>
        <name>BCPE EAGLE INTERMEDIATE HOLDINGS LLC</name>
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          <isin value="US05549DAB47"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
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      <invstOrSec>
        <name>Golub Capital Partners CLO Ltd</name>
        <lei>254900XWTZJ46JGSP919</lei>
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        <name>ALION SCIENCE AND TECHNOLOGY CORP</name>
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        <title>Alion Science &amp; Technology Corp.</title>
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        <name>FARMER MAC</name>
        <lei>549300MS654K78GYF580</lei>
        <title>Farmer Mac</title>
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        <name>BOXER PARENT CO INC</name>
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        <title>Boxer Parent Company, Inc.</title>
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        <name>SHIELDS HEALTH SOLUTIONS HOLDINGS LLC</name>
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        <title>Shields Health Solutions Holdings LLC</title>
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        <name>Goldman Sachs International</name>
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        <name>FRONT RANGE TOPCO INC</name>
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        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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          <isin value="US9127962H15"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-24</maturityDt>
          <couponKind>None</couponKind>
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        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
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          <maturityDt>2025-01-31</maturityDt>
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      <invstOrSec>
        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>549300DDK3ZCQPZWVP70</lei>
        <title>Aspect Software, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX179361 1"/>
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        <valUSD>89747.49000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ENDO FIN LLC/ENDO FINCO</name>
        <lei>N/A</lei>
        <title>Endo Finance LLC / Endo Finco, Inc.</title>
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        <name>Ace Securities Corp.</name>
        <lei>N/A</lei>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
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        <name>ANTERO RESOURCES CORP</name>
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        <name>WORLD TRIATHLON CORP</name>
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        <name>BlackRock Taxable Municipal Bo</name>
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          <isin value="US09248X1000"/>
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        <name>AASET 2018-1 Trust</name>
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        <name>Ares Dynamic Credit Allocation</name>
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        <name>Apollo Aviation Securitization</name>
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        <name>Mountain Hawk CLO Ltd</name>
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        <name>KRAFT HEINZ FOODS CO</name>
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        <title>Kraft Heinz Foods Co.</title>
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        <name>MONROE CAPITAL CLO LTD</name>
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        <name>US FOODS HOLDING CORP</name>
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        <name>Goldman Sachs International</name>
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        <name>DURAN INC</name>
        <lei>N/A</lei>
        <title>Duran, Inc.</title>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>IndyMac Residential Asset Back</name>
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      <invstOrSec>
        <name>ENDURANCE INTERNATIONAL GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>TITAN US FINCO LLC</name>
        <lei>N/A</lei>
        <title>Titan US Finco Llc</title>
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        <name>FORTIS SOLUTIONS GROUP LLC</name>
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        <name>WCG PURCHASER CORP</name>
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        <name>MIDAS INTERMEDIATE HOLDCO II LLC</name>
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        <name>MINISTRY BRANDS LLC</name>
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        <name>GATX CORP</name>
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        <name>YAK HOLDING III LLC</name>
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        <title>YAK MAT (YAK ACCESS LLC)</title>
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        <name>LIVE NATION ENTERTAINMEN</name>
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        <title>Live Nation Entertainment, Inc.</title>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
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        <name>EXIDE TECHNOLOGIES</name>
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        <name>Invesco Municipal Opportunity</name>
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      <invstOrSec>
        <name>HP COMMUNITIES LLC</name>
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        <name>SP PF PARENT CORP</name>
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        <name>CNT HOLDINGS III CORP</name>
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        <name>PACIFIC BEACON LLC</name>
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      <invstOrSec>
        <name>BHP BILLITON FIN USA LTD</name>
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        <title>BHP Billiton Finance USA Ltd.</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>AU</invCountry>
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      <invstOrSec>
        <name>Nuveen Taxable Municipal Incom</name>
        <lei>CGX4I2YMRMYU5022FW76</lei>
        <title>Nuveen Taxable Municipal Income Fund</title>
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        <name>CITIZENS FINANCIAL GROUP</name>
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        <title>Citizens Financial Group, Inc.</title>
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        <name>Sapphire Aviation Finance I Li</name>
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        <name>Goldman Sachs International</name>
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        <name>KRAFT HEINZ FOODS CO</name>
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        <title>Kraft Heinz Foods Co.</title>
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        <name>BRAVE PARENT HOLDINGS INC</name>
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        <name>Goldman Sachs International</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Falcon Aerospace Ltd</name>
        <lei>N/A</lei>
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        <name>PANDA POWER FUNDS</name>
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        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
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        <name>TREASURY BILL</name>
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        <name>AMERICAN MIDSTREAM PTR/F</name>
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        <name>WAMU Asset-Backed Certificates</name>
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        <name>Bank of America, N.A.</name>
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      <invstOrSec>
        <name>CUSHMAN &amp; WAKEFIELD US</name>
        <lei>N/A</lei>
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          <isin value="US23166MAA18"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SandRidge Energy Inc</name>
        <lei>W1MKPVGS6I5155L7VV67</lei>
        <title>SandRidge Energy, Inc.</title>
        <cusip>80007P869</cusip>
        <identifiers>
          <isin value="US80007P8692"/>
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        <balance>39565.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62512.70000000</valUSD>
        <pctVal>0.009662488204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>4210076.19000000</valUSD>
        <pctVal>0.650744753105</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wingstop Funding LLC</name>
        <lei>N/A</lei>
        <title>Wingstop Funding LLC</title>
        <cusip>974153AA6</cusip>
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          <isin value="US974153AA66"/>
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        <balance>990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1002988.80000000</valUSD>
        <pctVal>0.155030377021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.97000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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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>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.BRL5"/>
        </identifiers>
        <balance>-4440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.33480000"/>
        <valUSD>311946.62000000</valUSD>
        <pctVal>0.048217090867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>Citibank N.A., New York</counterpartyName>
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            <amtCurPur>1143622.50000000</amtCurPur>
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            <settlementDt>2020-07-01</settlementDt>
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      <invstOrSec>
        <name>ASCEND PERFORMANCE MATERIALS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Ascend Performance Materials Operations LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US04350TAB08"/>
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        <balance>1495000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1422118.75000000</valUSD>
        <pctVal>0.219814624033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.70000000</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>
        <name>RELIANCE INTERMEDIATE</name>
        <lei>549300F3NZL11SQLVG51</lei>
        <title>Reliance Intermediate Holdings, LP</title>
        <cusip>75947TAB0</cusip>
        <identifiers>
          <isin value="US75947TAB08"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403000.00000000</valUSD>
        <pctVal>0.062291066400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Newstar Trust</name>
        <lei>549300HA6DDD2ONJSM48</lei>
        <title>Newstar Commercial Loan Funding LLC</title>
        <cusip>65252AAJ4</cusip>
        <identifiers>
          <isin value="US65252AAJ43"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1826493.00000000</valUSD>
        <pctVal>0.282318106061</pctVal>
        <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>6.21580000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CURRENCY CONTRACT - Rec BRL / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.BRL.USD1"/>
        </identifiers>
        <balance>4930000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.33480000"/>
        <valUSD>-60022.36000000</valUSD>
        <pctVal>-0.00927756032</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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              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
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            <amtCurSold>983482.29000000</amtCurSold>
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            <amtCurPur>4930000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-07-01</settlementDt>
            <unrealizedAppr>-60022.36000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DYNASTY PARENT HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>StandardAero</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185730 1"/>
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        <balance>956730.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>802218.75000000</valUSD>
        <pctVal>0.123997671026</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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      <invstOrSec>
        <name>PPT HOLDINGS III LLC</name>
        <lei>N/A</lei>
        <title>Park Place Technologies LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US70070KAE38"/>
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        <balance>680722.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592228.91000000</valUSD>
        <pctVal>0.091539876816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SIWF HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Springs Window Fashions</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US78489JAB08"/>
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        <balance>892337.80810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>782285.79000000</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>2025-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.32000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUPERIOR PLUS/GEN PRTNR</name>
        <lei>N/A</lei>
        <title>Superior Plus Limited Partnership / Superior General Partner, Inc.</title>
        <cusip>86828LAA0</cusip>
        <identifiers>
          <isin value="US86828LAA08"/>
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        <balance>395000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>402900.00000000</valUSD>
        <pctVal>0.062275609560</pctVal>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>US FOODS INC</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US Foods, Inc.</title>
        <cusip>90290MAC5</cusip>
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          <isin value="US90290MAC55"/>
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        <balance>1950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2020687.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>First NLC Trust</name>
        <lei>N/A</lei>
        <title>First NLC Trust</title>
        <cusip>32115BAD2</cusip>
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          <isin value="US32115BAD29"/>
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        <balance>1498874.11080000</balance>
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        <curCd>USD</curCd>
        <valUSD>844333.92000000</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>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.44800000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FT 1 INC</name>
        <lei>5493002GPK5LQJ7QPJ51</lei>
        <title>Targus Group International Equity, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH4ENSN2"/>
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        <balance>12989.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23091.35000000</valUSD>
        <pctVal>0.003569193092</pctVal>
        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUBURBAN PROPANE PARTNRS</name>
        <lei>N/A</lei>
        <title>Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.</title>
        <cusip>864486AJ4</cusip>
        <identifiers>
          <isin value="US864486AJ43"/>
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        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>572125.00000000</valUSD>
        <pctVal>0.088432447554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
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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>
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          <other otherDesc="Internal ID" value="CC.USD.EUR4"/>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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          <other otherDesc="Internal ID" value="BGH6N54R3"/>
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        <assetCat>RA</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>ASSURANT INC</name>
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        <name>HUNT COS INC</name>
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        <title>Hunt Companies, Inc.</title>
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          <isin value="US445587AC20"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DRIVE CHASSIS HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>Drive Chassis (DCLI)</title>
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          <other otherDesc="LoanX ID" value="LX179529 1"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>427500.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-10</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ALPHA 3 BV</name>
        <lei>N/A</lei>
        <title>Alpha 3 BV</title>
        <cusip>N/A</cusip>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>384376.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FDF Limited</name>
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        <balance>1000000.00000000</balance>
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        <name>ARCONIC CORP</name>
        <lei>549300B4YFWH3U74B152</lei>
        <title>Arconic Corp.</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CAST &amp; CREW PAYROLL LLC</name>
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        <title>Cast &amp; Crew Payroll LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US14835JAN00"/>
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        <balance>1189748.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1077709.53000000</valUSD>
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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>2026-02-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.68000000</annualizedRt>
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      <invstOrSec>
        <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>445477.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416521.36000000</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>2025-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.67000000</annualizedRt>
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        <name>HOUGHTON MIFFLIN HARCOUR</name>
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        <title>Houghton Mifflin Harcourt Publishers, Inc.</title>
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          <isin value="US44157TAA34"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <balance>-50187.14000000</balance>
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      <invstOrSec>
        <name>HOCKEY PARENT HOLDINGS LP</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB International Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="US44332EAP16"/>
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        <balance>99242.41470000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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        <name>DYNASTY PARENT HOLDINGS LP</name>
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        <title>StandardAero</title>
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        <name>TK USA ENTERPRISES INC</name>
        <lei>N/A</lei>
        <title>Dimora Brands, Inc.</title>
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        <name>MCGRAW-HILL EDUCATION INC</name>
        <lei>N/A</lei>
        <title>McGraw-Hill Global Education Holdings LLC</title>
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          <maturityDt>2022-05-04</maturityDt>
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      <invstOrSec>
        <name>USI INC</name>
        <lei>N/A</lei>
        <title>USI, Inc.</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-12-02</maturityDt>
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        <name>PH OFFSHORE GP ISSUER</name>
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        <name>SIMPLY GOOD FOODS CO</name>
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        <name>SNACKING INVESTMENTS BIDCO PTY LTD</name>
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        <name>HAMILTON BIDCO LTD</name>
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        <title>SLR Consulting Ltd.</title>
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          <maturityDt>2025-06-23</maturityDt>
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        <name>HAWK HOLDING COMPANY LLC</name>
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        <title>Alterra Mountain Co.</title>
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        <name>Goldman Sachs International</name>
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        <name>Nassau 2019 CFO LLC</name>
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        <name>HUSKY ENERGY INC</name>
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        <name>CHEF HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Chef Holdings, Inc.</title>
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        <name>NewStar Clarendon Fund CLO LLC</name>
        <lei>549300HC3VVP80NTKX35</lei>
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        <name>Nuveen AMT-Free Municipal Cred</name>
        <lei>549300LBMO1C0IG71T03</lei>
        <title>Nuveen AMT-Free Municipal Credit Income Fund</title>
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        <name>ATD New Holdings Inc</name>
        <lei>5493001F45YR8KICVO87</lei>
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        <name>NEWMARK GROUP INC</name>
        <lei>N/A</lei>
        <title>Newmark Group, Inc.</title>
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        <name>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International, Inc.</title>
        <cusip>571903BE2</cusip>
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        <balance>2320000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DIVERSITECH HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Diversitech Holdings, Inc.</title>
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        <name>AI CONVOY LUXEMBOURG SA RL</name>
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      <invstOrSec>
        <name>MIRABELA NICKEL LTD</name>
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        <name>Hull Street CDO Ltd</name>
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        <name>Goldman Sachs International</name>
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        <name>PROAMPAC PG BORROWER LLC</name>
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        <name>HARE TOPCO INC</name>
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        <name>APRO LLC</name>
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        <name>BlackRock MuniVest Fund Inc</name>
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        <name>UNITED NATURAL FOODS INC</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>GREYSTAR REAL ESTATE PAR</name>
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        <name>MP Clo VIII, LTD</name>
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        <name>Residential Accredit Loans, In</name>
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        <name>MINISTRY BRANDS LLC</name>
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        <name>SAMSONITE INTERNATIONAL SA</name>
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        <name>JPMorgan Chase Bank, N.A.</name>
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        <name>DIVERSITECH HOLDINGS INC</name>
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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>Ace Securities Corp.</name>
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        <name>SUNOCO LOGISTICS PARTNER</name>
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        <title>Sunoco Logistics Partners Operations, LP</title>
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        <name>Citibank N.A., New York</name>
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        <name>BofA Securities, Inc.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>CDX.NA.HY.33.V6</title>
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        <name>Freddie Mac Military Housing B</name>
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        <name>AUXEY BIDCO LIMITED</name>
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        <title>Alexander Mann</title>
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        <name>EXIDE TECHNOLOGIES</name>
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        <name>BP HOLDCO LLC</name>
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        <name>JIANGSU PROVINCE OF</name>
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        <name>AMERILIFE HOLDINGS LLC</name>
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        <name>ABG INTERMEDIATE HOLDINGS 2 LLC</name>
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        <title>Authentic Brands</title>
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        <name>Voya CLO Ltd</name>
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        <name>CITADEL SECURITIES LP</name>
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        <name>GLENN POOL OIL &amp; GAS TRUST II</name>
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        <name>Invesco Advantage Municipal In</name>
        <lei>DA89O2CSN0WUDR74HM71</lei>
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        <name>CYPRESS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CCC Information Services, Inc.</title>
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        <name>Cent CLO LP</name>
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        <name>CHECKERS HOLDINGS INC</name>
        <lei>N/A</lei>
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        <name>Capital Automotive Reit</name>
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        <name>FINASTRA GROUP HOLDINGS LTD</name>
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        <name>TREASURY BILL</name>
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        <name>MCGRAW-HILL GLOBAL ED</name>
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        <name>AASET 2018-2 Trust</name>
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        <name>OHA Credit Partners Ltd</name>
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        <name>II-VI INCORPORATED</name>
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        <name>FT GORDON HOUSING</name>
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        <name>AUXEY BIDCO LIMITED</name>
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        <title>Alexander Mann</title>
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        <name>BRIDGEPOINT ADVISERS GROUP LTD</name>
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        <title>ERM</title>
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      <invstOrSec>
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        <name>Dryden Senior Loan Fund</name>
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        <name>Newstar Trust</name>
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        <name>CLAROS MORTGAGE TRUST INC</name>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MILLENNIUM PARK TOPCO LLC</name>
        <lei>N/A</lei>
        <title>Market Track LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US57059FAF36"/>
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        <balance>2090875.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1735426.25000000</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>2024-06-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENDO INTERNATIONAL PLC</name>
        <lei>N/A</lei>
        <title>Endo Luxembourg Finance Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAL2968EAB82"/>
        </identifiers>
        <balance>2244656.14790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2094690.67000000</valUSD>
        <pctVal>0.323772991595</pctVal>
        <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>5.00000000</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840437.60000000</valUSD>
        <pctVal>0.129905097635</pctVal>
        <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>
          <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>STAR INTERMEDIATE III INC</name>
        <lei>RI37BMPWE56BCJ747E14</lei>
        <title>Dun &amp; Bradstreet</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US26483NAN03"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1701140.00000000</valUSD>
        <pctVal>0.262942493042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.17000000</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>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec ILS / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.ILS.USD7"/>
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        <balance>2271330.96000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.50730000"/>
        <valUSD>17078.83000000</valUSD>
        <pctVal>0.002639847477</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>635870.93000000</amtCurSold>
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            <amtCurPur>2271330.96000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-02-01</settlementDt>
            <unrealizedAppr>17078.83000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ATLAS MARA LTD</name>
        <lei>N/A</lei>
        <title>Atlas Mara Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1298407229"/>
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        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1738000.00000000</valUSD>
        <pctVal>0.268639884376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>INFORMATICA HOLDCO 2 LLC</name>
        <lei>5493007SV33RZV7RPS40</lei>
        <title>Informatica LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185673 1"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1142004.00000000</valUSD>
        <pctVal>0.176517734474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.42000000</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>BlackRock Corporate High Yield</name>
        <lei>97ZR60BLU36N5VJMH054</lei>
        <title>BlackRock Corporate High Yield Fund, Inc.</title>
        <cusip>09255P107</cusip>
        <identifiers>
          <isin value="US09255P1075"/>
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        <balance>350804.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3529088.24000000</valUSD>
        <pctVal>0.545485533226</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>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Corporation Trust</title>
        <cusip>36258BAS7</cusip>
        <identifiers>
          <isin value="US36258BAS79"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1571716.60000000</valUSD>
        <pctVal>0.242937724796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68400000</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>GAVILAN RESOURCES LLC</name>
        <lei>N/A</lei>
        <title>Gavilan Resources LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US36808UAB70"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84150.00000000</valUSD>
        <pctVal>0.013006931110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.60338000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WOLVERINE WORLD WIDE</name>
        <lei>549300OVC7PK14LQ8D87</lei>
        <title>Wolverine World Wide, Inc.</title>
        <cusip>978097AF0</cusip>
        <identifiers>
          <isin value="US978097AF04"/>
        </identifiers>
        <balance>2075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2163187.50000000</valUSD>
        <pctVal>0.334360437217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>2020-06-30</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>
