<SEC-DOCUMENT>0001752724-21-016875.txt : 20210129
<SEC-HEADER>0001752724-21-016875.hdr.sgml : 20210129
<ACCEPTANCE-DATETIME>20210129164950
ACCESSION NUMBER:		0001752724-21-016875
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20201130
FILED AS OF DATE:		20210129
PERIOD START:           	20210531

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:		21571979

	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>
<XML>
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      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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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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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX171345 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-01-31</maturityDt>
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        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX176294 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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            <repurchaseCollateral>
              <principalAmt>825000.00000000</principalAmt>
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      <invstOrSec>
        <name>DYAL CAPITAL PARTNERS III ISSUER (A)</name>
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        <title>Dyal Capital Partners III</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6PFY88"/>
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        <balance>6350682.60000000</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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        <name>Diamond Issuer LLC</name>
        <lei>N/A</lei>
        <title>Diamond Issuer LLC</title>
        <cusip>25267TAL5</cusip>
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          <isin value="US25267TAL52"/>
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        <curCd>USD</curCd>
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        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
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        <curCd>USD</curCd>
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        <name>QBE INSURANCE GROUP LTD</name>
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        <curCd>USD</curCd>
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        <name>FFL/EM HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Eyemart Express</title>
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        <balance>1994858.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1959948.58000000</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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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Hertz Vehicle Financing LLC</name>
        <lei>549300FPK70TCB78NG05</lei>
        <title>Hertz Vehicle Financing II, LP</title>
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        <identifiers>
          <isin value="US42806DBQ16"/>
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        <balance>258081.44550000</balance>
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        <curCd>USD</curCd>
        <valUSD>258271.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-25</maturityDt>
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        <name>PERFORMANCE FOOD GROUP I</name>
        <lei>549300OMUOGBYK0FFO76</lei>
        <title>Performance Food Group, Inc.</title>
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          <isin value="US71376LAD29"/>
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        <name>CHEFS WAREHOUSE INC</name>
        <lei>N/A</lei>
        <title>Chefs' Warehouse, Inc., The</title>
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        <name>PACKERS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Packers Sanitation Services, Inc.</title>
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        <name>BUCKEYE PARTNERS LP</name>
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        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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          <isin value="US9127963W72"/>
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        <curCd>USD</curCd>
        <valUSD>4699257.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-04</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SP PF PARENT CORP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX177388 1"/>
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        <balance>1689342.64640000</balance>
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        <curCd>USD</curCd>
        <valUSD>1586174.49000000</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>2025-12-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PANDA HUMMEL STATION LLC</name>
        <lei>N/A</lei>
        <title>Panda Hummel</title>
        <cusip>N/A</cusip>
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          <isin value="US44541FAC41"/>
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        <balance>179540.82000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
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          <other otherDesc="Internal ID" value="CC.GBP.USD1"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.75030000"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>PETROCHOICE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>PetroChoice Holdings</title>
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          <isin value="US71645XAC39"/>
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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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      <invstOrSec>
        <name>PRINCESS JULIANA INTL</name>
        <lei>N/A</lei>
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          <isin value="US741771AA79"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SX</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>1214537.09180000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Lehman XS Trust</name>
        <lei>N/A</lei>
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        <cusip>52522GAC8</cusip>
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          <isin value="US52522GAC87"/>
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        <balance>3724972.44830000</balance>
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      <invstOrSec>
        <name>Jol Air</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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        <securityLending>
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        <name>TEXGEN POWER LLC</name>
        <lei>N/A</lei>
        <title>TexGen Power LLC</title>
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          <other otherDesc="Internal ID" value="BGH5HADF7"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Capmark Military Housing Trust</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
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          <isin value="US14070AAA16"/>
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        <balance>470450.53020000</balance>
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        <curCd>USD</curCd>
        <valUSD>551814.60000000</valUSD>
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        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>549300DDK3ZCQPZWVP70</lei>
        <title>Aspect Software, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX179024 1"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Taco Bell Funding, LLC</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
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        <name>AI CONVOY LUXEMBOURG SA RL</name>
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        <name>TREASURY BILL</name>
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        <name>DRYDEN SENIOR LOAN FUND DRSLF_15-37A</name>
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          <isin value="USG2851JAC11"/>
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        <name>AMERILIFE HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <name>DRIVE CHASSIS HOLDCO LLC</name>
        <lei>N/A</lei>
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        <name>ONEMAIN FINANCE CORP</name>
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        <name>MAUSER PACKAGING SOLUT</name>
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        <name>ORION ADVISOR SOLUTIONS INC</name>
        <lei>N/A</lei>
        <title>GT Polaris, Inc.</title>
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        <name>STAR INTERMEDIATE III INC</name>
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        <name>OECONNECTION LLC</name>
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        <name>Castlelake Aircraft Securitiza</name>
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        <name>ALLIANZ SE</name>
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        <name>AMERICAN EQUITY INVESTME</name>
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        <name>FORTIS SOLUTIONS GROUP LLC</name>
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        <name>BOYD GAMING CORP</name>
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        <name>BC CYAN PARENT INC</name>
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        <title>Blue Nile, Inc.</title>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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            <repurchaseCollateral>
              <principalAmt>3000000.00000000</principalAmt>
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          </repurchaseCollaterals>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>9127963K3</cusip>
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          <isin value="US9127963K35"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>399988.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TREEHOUSE FOODS INC</name>
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        <title>TreeHouse Foods, Inc.</title>
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          <isin value="US89469AAD63"/>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1167480.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
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        <balance>-1148042.44000000</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>1500000.00000000</principalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <cusip>N/A</cusip>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PACKAGING COORDINATORS MIDCO INC</name>
        <lei>N/A</lei>
        <title>Packaging Coordinators Midco, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX153181 1"/>
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        <balance>230769.23080000</balance>
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        <curCd>USD</curCd>
        <valUSD>227404.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-01</maturityDt>
          <couponKind>Variable</couponKind>
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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>ENDO FIN LLC/ENDO FINCO</name>
        <lei>N/A</lei>
        <title>Endo Finance LLC / Endo Finco, Inc.</title>
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        <identifiers>
          <isin value="US29271LAD64"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>752000.00000000</valUSD>
        <pctVal>0.098817476065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</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>Castlelake Aircraft Securitiza</name>
        <lei>549300MHTIBONNXM3R82</lei>
        <title>Castlelake Aircraft Securitization Trust</title>
        <cusip>14855MAA6</cusip>
        <identifiers>
          <isin value="US14855MAA62"/>
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        <balance>1649763.37180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1543667.42000000</valUSD>
        <pctVal>0.202847497777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.96700000</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>HOUGHTON MIFFLIN HARCOURT CO</name>
        <lei>N/A</lei>
        <title>Houghton Mifflin Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US44157YAB02"/>
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        <balance>673750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>635251.93000000</valUSD>
        <pctVal>0.083476053707</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Variable</couponKind>
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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>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <cusip>N/A</cusip>
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        <pctVal>-0.00007280955</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <settlementDt>2021-02-01</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>BP HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>BP Holdco LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH5ZXB51"/>
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        <balance>55076.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19419.25000000</valUSD>
        <pctVal>0.002551810202</pctVal>
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        <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>K&amp;N PARENT INC</name>
        <lei>N/A</lei>
        <title>K &amp; N Parent, Inc.</title>
        <cusip>N/A</cusip>
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        <balance>1918009.01840000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Variable</couponKind>
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        <name>FT 1 INC</name>
        <lei>5493002GPK5LQJ7QPJ51</lei>
        <title>Targus Group International Equity, Inc.</title>
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        <balance>12989.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>ARAMARK SERVICES INC</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>Aramark Services, Inc.</title>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1863750.00000000</valUSD>
        <pctVal>0.244908339118</pctVal>
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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>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
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        <balance>-2073682.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2073682.28000000</valUSD>
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        <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">
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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>864486AK1</cusip>
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          <isin value="US864486AK16"/>
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        <balance>610000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>632875.00000000</valUSD>
        <pctVal>0.083163710325</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</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>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK540"/>
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        <balance>-145798.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-145798.24000000</valUSD>
        <pctVal>-0.01915879533</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP Paribas"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.65000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WH133"/>
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        <curCd>USD</curCd>
        <valUSD>-804196.53000000</valUSD>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
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      </invstOrSec>
      <invstOrSec>
        <name>FDF Limited</name>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>NES GLOBAL TALENT HOLDINGS LTD</name>
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          <other otherDesc="LoanX ID" value="LX173495 1"/>
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        <balance>612643.11650000</balance>
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        <curCd>USD</curCd>
        <valUSD>554442.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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          <maturityDt>2023-05-11</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
        <title>SHO Holding I Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US82488HAB78"/>
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        <balance>-499999.99860000</balance>
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        <curCd>USD</curCd>
        <valUSD>-125000.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.73226000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>
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          <isin value="US65252AAJ43"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1991855.40000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.32740000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROOKFIELD RESID PROPERT</name>
        <lei>N/A</lei>
        <title>Brookfield Residential Properties Incorporated / Brookfield Residential US Corp.</title>
        <cusip>11283YAD2</cusip>
        <identifiers>
          <isin value="US11283YAD22"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321139.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</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>Lehman XS Trust</name>
        <lei>N/A</lei>
        <title>Lehman XS Trust Series</title>
        <cusip>52522DAL5</cusip>
        <identifiers>
          <isin value="US52522DAL55"/>
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        <balance>1680222.61520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1655702.96000000</valUSD>
        <pctVal>0.217569664390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.36010000</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>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>79048.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</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>BlackRock Municipal Income Tru</name>
        <lei>R3ITLLW1CUEQICP4XR90</lei>
        <title>BlackRock Municipal Income Trust</title>
        <cusip>09248F109</cusip>
        <identifiers>
          <isin value="US09248F1093"/>
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        <balance>107502.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1595329.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SAMSONITE INTERNATIONAL SA</name>
        <lei>N/A</lei>
        <title>Samsonite IP Holdings SARL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX188061 1"/>
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        <balance>3042375.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2970118.59000000</valUSD>
        <pctVal>0.390292051435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</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>JETBLUE AIRWAYS CORP</name>
        <lei>N/A</lei>
        <title>JetBlue 2020-1 Class A Pass Through Trust</title>
        <cusip>477164AA5</cusip>
        <identifiers>
          <isin value="US477164AA59"/>
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        <balance>1710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1817739.75000000</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>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>542311.29920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528075.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.40000000</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>
        <name>BIDFAIR LTD</name>
        <lei>N/A</lei>
        <title>Sotheby's</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US08883CAB46"/>
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        <balance>345832.89810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344248.98000000</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>2027-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TCB HOLDINGS I CORP</name>
        <lei>N/A</lei>
        <title>TricorBraun Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US89612HAC97"/>
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        <balance>2075549.97310000</balance>
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        <curCd>USD</curCd>
        <valUSD>2051162.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>549300SCEOLR3BTPYX35</lei>
        <title>Babson CLO Ltd.</title>
        <cusip>05618HAE5</cusip>
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          <isin value="US05618HAE53"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>147600.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <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>361116.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4170889.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CYPRESS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CCC Information Services, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX187243U 1"/>
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        <balance>-437500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2734.38000000</valUSD>
        <pctVal>-0.00035931453</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.58465000</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>STRIPES 2013 AIRCRAFT 1 LIMITED</name>
        <lei>N/A</lei>
        <title>Stripes Aircraft Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH3LX5D1"/>
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        <balance>721003.43760000</balance>
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        <curCd>USD</curCd>
        <valUSD>637374.25000000</valUSD>
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      <invstOrSec>
        <name>AMN HEALTHCARE INC</name>
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        <curCd>USD</curCd>
        <valUSD>1254000.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2027-10-01</maturityDt>
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      <invstOrSec>
        <name>INFORMATICA HOLDCO 2 LLC</name>
        <lei>5493007SV33RZV7RPS40</lei>
        <title>Informatica LLC</title>
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        <curCd>USD</curCd>
        <valUSD>1173105.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
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      <invstOrSec>
        <name>GOLD PARENT LP</name>
        <lei>VPQEY6SB0BUIVT13IV95</lei>
        <title>Examworks Group, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX153176U 1"/>
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        <balance>-1099999.99980000</balance>
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        <curCd>USD</curCd>
        <valUSD>-37293.18000000</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>Marathon CRE Issuer Ltd</name>
        <lei>N/A</lei>
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          <isin value="US565780AJ23"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2824830.00000000</valUSD>
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          <maturityDt>2028-06-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>A10 Securitization</name>
        <lei>N/A</lei>
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          <isin value="US00216AAC18"/>
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        <curCd>USD</curCd>
        <valUSD>248127.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.24000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>API HOLDINGS III CORP</name>
        <lei>N/A</lei>
        <title>API Holdings III Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00189CAC01"/>
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        <balance>1580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1466935.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.40000000</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>CELTIC INTERMEDIATE CORP</name>
        <lei>N/A</lei>
        <title>Civitas Solutions, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US63689EAJ47"/>
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        <balance>2284217.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2263020.27000000</valUSD>
        <pctVal>0.297374935327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CPI HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>CPI Holdco LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US12594WAJ53"/>
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        <balance>1920350.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1905947.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <title>CURRENCY CONTRACT - Rec USD / Deliver GBP</title>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>AES CORP/THE</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp.</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>ENDO INTERNATIONAL PLC</name>
        <lei>N/A</lei>
        <title>Endo Luxembourg Finance Co.</title>
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        <curCd>USD</curCd>
        <valUSD>2163330.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <title>Barclays Capital, Inc.</title>
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        <issuerCat>CORP</issuerCat>
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          <transCat>Reverse repurchase</transCat>
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        <name>MONROE CAPITAL CLO LTD</name>
        <lei>549300P18F17MYF55L44</lei>
        <title>Monroe Capital CLO Ltd.</title>
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          <isin value="US610333AY20"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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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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        <balance>1450918.91430000</balance>
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        <curCd>USD</curCd>
        <valUSD>1418273.24000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp.</title>
        <cusip>023551AM6</cusip>
        <identifiers>
          <isin value="US023551AM66"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>631449.28000000</valUSD>
        <pctVal>0.082976361852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>Royalty Pharma plc</title>
        <cusip>78081BAF0</cusip>
        <identifiers>
          <isin value="US78081BAF04"/>
        </identifiers>
        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2159684.04000000</valUSD>
        <pctVal>0.283795912143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</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>AMERILIFE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>AmeriLife Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03078CAC82"/>
        </identifiers>
        <balance>1067100.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1040423.39000000</valUSD>
        <pctVal>0.136718102977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.15000000</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>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKKV3"/>
        </identifiers>
        <balance>-1698933.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1698933.90000000</valUSD>
        <pctVal>-0.22325047872</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1850000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1912345.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX157614 1"/>
        </identifiers>
        <balance>435278.58890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406985.48000000</valUSD>
        <pctVal>0.053480422777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTERRA ULTRA BROADBAND HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Conterra Ultra Broadband Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US21076RAD70"/>
        </identifiers>
        <balance>1975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1954618.00000000</valUSD>
        <pctVal>0.256848959351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.65000000</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>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. Morgan Securities LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6T9MX6"/>
        </identifiers>
        <balance>-1069527.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1069527.83000000</valUSD>
        <pctVal>-0.14054260737</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="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1250000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1475500.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRSTKEY REVOLVING TRUST FKRT_20-C2</name>
        <lei>N/A</lei>
        <title>FKRT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US33768CAA45"/>
        </identifiers>
        <balance>5839281.01760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5839281.02000000</valUSD>
        <pctVal>0.767317835683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.47000000</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>ALPHA 3 BV</name>
        <lei>N/A</lei>
        <title>Alpha 3 BV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN0287GAB94"/>
        </identifiers>
        <balance>397700.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394551.13000000</valUSD>
        <pctVal>0.051846471868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6T89L9"/>
        </identifiers>
        <balance>-2104957.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2104957.37000000</valUSD>
        <pctVal>-0.27660448740</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="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.65000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2415000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2650462.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley IXIS Real Estat</name>
        <lei>N/A</lei>
        <title>Morgan Stanley IXIS Real Estate Capital Trust</title>
        <cusip>617463AD6</cusip>
        <identifiers>
          <isin value="US617463AD63"/>
        </identifiers>
        <balance>3072261.24030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1468858.54000000</valUSD>
        <pctVal>0.193017145771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.37010000</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>KEHE DISTRIBUTORS LLC/FI</name>
        <lei>N/A</lei>
        <title>KeHE Distributors LLC / KeHE Finance Corp.</title>
        <cusip>487526AB1</cusip>
        <identifiers>
          <isin value="US487526AB19"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>602250.00000000</valUSD>
        <pctVal>0.079139394894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JEFFERIES GROUP LLC</name>
        <lei>549300SKVB18YSSIDT75</lei>
        <title>Jefferies Finance LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190068 1"/>
        </identifiers>
        <balance>3950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3920375.00000000</valUSD>
        <pctVal>0.515161652567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>mmcf clo, llc</name>
        <lei>N/A</lei>
        <title>MMCF CLO LLC</title>
        <cusip>55316LAC0</cusip>
        <identifiers>
          <isin value="US55316LAC00"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>943537.25000000</valUSD>
        <pctVal>0.123986661727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63690000</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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WVQE1"/>
        </identifiers>
        <balance>-590198.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-590198.31000000</valUSD>
        <pctVal>-0.07755572788</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.91400000</repurchaseRt>
          <maturityDt>2021-01-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>750500.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKK68"/>
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        <balance>-2014906.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2014906.30000000</valUSD>
        <pctVal>-0.26477121685</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1950000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2186535.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK946"/>
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        <balance>-4026962.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4026962.19000000</valUSD>
        <pctVal>-0.52916787211</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3500000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4628750.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARCONIC CORP</name>
        <lei>549300B4YFWH3U74B152</lei>
        <title>Arconic Corp.</title>
        <cusip>03966VAB3</cusip>
        <identifiers>
          <isin value="US03966VAB36"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376705.00000000</valUSD>
        <pctVal>0.049501379416</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>6.00000000</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WGSS1"/>
        </identifiers>
        <balance>-263771.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-263771.46000000</valUSD>
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        <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="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>300000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>327750.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK292"/>
        </identifiers>
        <balance>-505844.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-505844.10000000</valUSD>
        <pctVal>-0.06647106016</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>500000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>574450.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6W4KT4"/>
        </identifiers>
        <balance>-884484.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-884484.00000000</valUSD>
        <pctVal>-0.11622669747</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.65000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1047500.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX163134 1"/>
        </identifiers>
        <balance>503171.56700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>470465.42000000</valUSD>
        <pctVal>0.061822081623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WGRQ6"/>
        </identifiers>
        <balance>-2005113.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2005113.33000000</valUSD>
        <pctVal>-0.26348435970</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="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2400000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2529120.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamond CLO 2018-1, LLC</name>
        <lei>N/A</lei>
        <title>Diamond CLO Ltd.</title>
        <cusip>25256LAG6</cusip>
        <identifiers>
          <isin value="US25256LAG68"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2838796.50000000</valUSD>
        <pctVal>0.373035512225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.91580000</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKKL5"/>
        </identifiers>
        <balance>-514144.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-514144.44000000</valUSD>
        <pctVal>-0.06756177645</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
            </counterpartyInfos>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>490000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>542773.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKK76"/>
        </identifiers>
        <balance>-604392.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-604392.60000000</valUSD>
        <pctVal>-0.07942094585</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.65000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>700000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>693000.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6XDK97"/>
        </identifiers>
        <balance>-1582407.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1582407.60000000</valUSD>
        <pctVal>-0.20793819832</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.96400000</repurchaseRt>
          <maturityDt>2021-01-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2109000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2111530.80000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL PART/GLP FINANCE</name>
        <lei>N/A</lei>
        <title>Global Partners Limited Partnership / GLP Finance Corp.</title>
        <cusip>37954FAH7</cusip>
        <identifiers>
          <isin value="US37954FAH73"/>
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        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>614588.75000000</valUSD>
        <pctVal>0.080760783368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</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>BOE HOLDING LLC</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>BWAY Holding Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US05604XAP15"/>
        </identifiers>
        <balance>692225.12930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>658188.42000000</valUSD>
        <pctVal>0.086490051116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.48000000</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>GLOBAL PART/GLP FINANCE</name>
        <lei>N/A</lei>
        <title>Global Partners Limited Partnership / GLP Finance Corp.</title>
        <cusip>37954FAG9</cusip>
        <identifiers>
          <isin value="US37954FAG90"/>
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        <balance>1625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1735792.50000000</valUSD>
        <pctVal>0.228093927956</pctVal>
        <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>
          <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>AERIAL TOPCO LP</name>
        <lei>N/A</lei>
        <title>Neustar, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US64127UAX54"/>
        </identifiers>
        <balance>1792733.59620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1706234.20000000</valUSD>
        <pctVal>0.224209783538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>RBC (Barbados) Trading Bank Corporation</name>
        <lei>549300KQ38UGDJPWLM29</lei>
        <title>RBC (Barbados) Trading Bank Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WFQ30"/>
        </identifiers>
        <balance>-20335203.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-20335203.80000000</valUSD>
        <pctVal>-2.67217222712</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300KQ38UGDJPWLM29" name="RBC (Barbados) Trading Bank Corporation"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
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          <other otherDesc="Internal ID" value="BGH6WKKH4"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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.USD.BRL4"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.35530000"/>
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        <pctVal>0.028280626037</pctVal>
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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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      <invstOrSec>
        <name>RATTLER MIDSTREAM LP</name>
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          <isin value="US75419TAA16"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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      <invstOrSec>
        <name>PPP INTERMEDIATE HOLDINGS LLC</name>
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          <isin value="US71424EAB48"/>
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        <balance>1805000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85737.50000000</valUSD>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>BLUE RIBBON LLC (USA)</name>
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        <curCd>USD</curCd>
        <valUSD>207625.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PELICAN PRODUCTS INC</name>
        <lei>5493008CRWH2WFODTF44</lei>
        <title>Pelican Products, Inc.</title>
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        <identifiers>
          <isin value="US70583GAW24"/>
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        <balance>1869631.62920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1808868.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MAVIS TIRE EXPRESS SERVICES CORP</name>
        <lei>N/A</lei>
        <title>Mavis Tire Express Services Corp.</title>
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        <balance>3300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3269079.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America, N.A.</name>
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        <identifiers>
          <other otherDesc="Internal ID" value="BGH6871R9"/>
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        <balance>165000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>430650.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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      <invstOrSec>
        <name>Marathon CLO LTD</name>
        <lei>635400LRBGQZIPTCBI09</lei>
        <title>Marathon CLO V Ltd.</title>
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        <balance>3566667.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>189746.68000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-21</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Nuveen Quality Municipal Incom</name>
        <lei>549300RDIO25ZNWCOA97</lei>
        <title>Nuveen Quality Municipal Income Fund</title>
        <cusip>67066V101</cusip>
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          <isin value="US67066V1017"/>
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        <balance>24220.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>364026.60000000</valUSD>
        <pctVal>0.047835358820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CENGAGE LEARNING HOLDINGS II INC</name>
        <lei>549300BYGM0FWUSVXJ88</lei>
        <title>Cengage Learning Acquisitions, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US15134NAE67"/>
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        <balance>186497.80320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173055.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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.USD5"/>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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      <invstOrSec>
        <name>ACADIA HEALTHCARE CO INC</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>Acadia Healthcare Company, Inc.</title>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>603000.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>SPORTRADAR CAPITAL SARL</name>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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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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        <balance>494132.13210000</balance>
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        <curCd>USD</curCd>
        <valUSD>479925.83000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <name>HARE TOPCO INC</name>
        <lei>N/A</lei>
        <title>Niacet B.V.</title>
        <cusip>N/A</cusip>
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        <balance>706036.62420000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.83790000"/>
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        <pctVal>0.108511816065</pctVal>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      </invstOrSec>
      <invstOrSec>
        <name>PANDA HUMMEL STATION LLC</name>
        <lei>N/A</lei>
        <title>Panda Hummel</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>1224225.54000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-27</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>NFP INTERMEDIATE HOLDINGS B CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185468 1"/>
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        <balance>1686389.55990000</balance>
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        <curCd>USD</curCd>
        <valUSD>1638614.14000000</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>2027-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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>634624.15070000</balance>
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        <curCd>USD</curCd>
        <valUSD>628277.91000000</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>2024-10-30</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6T89J4"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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          <notClearedCentCparty isCleared="N">
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        <securityLending>
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      <invstOrSec>
        <name>KAR NUT PRODUCTS</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="BGH6XWUG8 1"/>
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        <balance>-20613.00000000</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>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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      <invstOrSec>
        <name>MP Clo VIII, LTD</name>
        <lei>549300D60LKSR31DKI65</lei>
        <title>MP CLO VIII Ltd.</title>
        <cusip>62481WAE7</cusip>
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          <isin value="US62481WAE75"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1921878.00000000</valUSD>
        <pctVal>0.252546719768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-28</maturityDt>
          <couponKind>Floating</couponKind>
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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>US FOODS INC</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US Foods, Inc.</title>
        <cusip>90290MAC5</cusip>
        <identifiers>
          <isin value="US90290MAC55"/>
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        <balance>1950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2073912.75000000</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>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</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>KVK CLO Ltd</name>
        <lei>5493007VGL59COTLZY21</lei>
        <title>KVK CLO Ltd.</title>
        <cusip>48274GAB8</cusip>
        <identifiers>
          <isin value="US48274GAB86"/>
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        <balance>2300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339155.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6VN784"/>
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        <balance>-83940.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-83940.24000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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      <invstOrSec>
        <name>FAGE INTL / FAGE  USA</name>
        <lei>N/A</lei>
        <title>FAGE International S.A. / FAGE USA Dairy Industry, Inc.</title>
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          <isin value="US30257WAA45"/>
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        <curCd>USD</curCd>
        <valUSD>203000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Falcon Aerospace Ltd</name>
        <lei>N/A</lei>
        <title>Falcon Aerospace Ltd.</title>
        <cusip>30610GAA1</cusip>
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          <isin value="US30610GAA13"/>
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        <balance>1418574.75570000</balance>
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        <curCd>USD</curCd>
        <valUSD>1340136.65000000</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>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.59700000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CENTRAL GARDEN &amp; PET CO</name>
        <lei>5493004DVZLD37DJ0H83</lei>
        <title>Central Garden &amp; Pet Co.</title>
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          <isin value="US153527AN61"/>
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        <balance>625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>658234.38000000</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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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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          <other otherDesc="Internal ID" value="BGH6WH0Y6"/>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>DYAL CAPITAL PARTNERS III ISSUER (B)</name>
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        <title>Dyal Capital Partners III</title>
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          <other otherDesc="Internal ID" value="BGH6PLE95"/>
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        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>Equitable Holdings, Inc.</title>
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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>N/A</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>BRAVE PARENT HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Brave Parent Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US10566UAC27"/>
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        <balance>1857250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1827069.69000000</valUSD>
        <pctVal>0.240088318300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.15000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WQQZ5"/>
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        <curCd>USD</curCd>
        <valUSD>-1890935.58000000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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              <principalAmt>2230000.00000000</principalAmt>
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              <collateralVal>2410853.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp.</title>
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          <isin value="US85172FAQ28"/>
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        <curCd>USD</curCd>
        <valUSD>288125.00000000</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>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ASCEND LEARNING LLC</name>
        <lei>N/A</lei>
        <title>Ascend Learning LLC</title>
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          <isin value="US02083JAD63"/>
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        <balance>3700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3690750.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-12</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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          <other otherDesc="Internal ID" value="BGH6WVQ50"/>
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        <curCd>USD</curCd>
        <valUSD>-196533.39000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>HIGGINBOTHAM INSURANCE AGENCY INC</name>
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        <title>Higginbotham</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6XV586 1"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-16391.21000000</valUSD>
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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>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>MCGRAW-HILL EDUCATION INC</name>
        <lei>N/A</lei>
        <title>McGraw-Hill Global Education Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US58063VAH69"/>
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        <balance>465286.02950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438629.79000000</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>2022-05-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>060505EL4</cusip>
        <identifiers>
          <isin value="US060505EL47"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2255000.00000000</valUSD>
        <pctVal>0.296321021978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000000</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>STAR US BIDCO LLC</name>
        <lei>N/A</lei>
        <title>Sundyne (Star US Bidco)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US85519WAC82"/>
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        <balance>124687.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120635.16000000</valUSD>
        <pctVal>0.015852210154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6XKK00"/>
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        <balance>-1511112.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1511112.61000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <maturityDt>2021-01-15</maturityDt>
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            <repurchaseCollateral>
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              <collateralVal>1656000.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKKY7"/>
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        <balance>-2342936.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2342936.80000000</valUSD>
        <pctVal>-0.30787646430</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2400000.00000000</principalAmt>
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              <collateralVal>2528880.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
        <cusip>78573NAC6</cusip>
        <identifiers>
          <isin value="US78573NAC65"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>877125.00000000</valUSD>
        <pctVal>0.115259679114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>9.25000000</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>BEVERAGES &amp; MORE INC</name>
        <lei>549300WVXB1BG5U3Z655</lei>
        <title>Beverages &amp; More, Inc.</title>
        <cusip>08782TAJ2</cusip>
        <identifiers>
          <isin value="US08782TAJ25"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>669175.00000000</valUSD>
        <pctVal>0.087933756045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.50000000</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>CROSS FINANCIAL CORP</name>
        <lei>N/A</lei>
        <title>Cross Financial Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US22750JAC80"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1745625.00000000</valUSD>
        <pctVal>0.229385979596</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</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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        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.BRL5"/>
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        <balance>-3000000.00000000</balance>
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        <assetCat>DFE</assetCat>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>
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        <curCd>USD</curCd>
        <valUSD>585062.50000000</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>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>Cent CLO LP</name>
        <lei>549300TP4B0QBDWSY710</lei>
        <title>Cent CLO 19 Ltd.</title>
        <cusip>12518XAL1</cusip>
        <identifiers>
          <isin value="US12518XAL10"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1683142.65000000</valUSD>
        <pctVal>0.221175410280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-29</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
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      <invstOrSec>
        <name>EPICOR SOFTWARE CORP</name>
        <lei>JGNXVGGGXR4O1L5I7S73</lei>
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          <maturityDt>2027-07-30</maturityDt>
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      <invstOrSec>
        <name>GREEN ENERGY PARTNERS/STONEWALL LLC</name>
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        <title>Panda Stonewall</title>
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          <isin value="US39303NAC56"/>
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        <name>Invesco Municipal Opportunity</name>
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        <name>Goldman Sachs International</name>
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        <name>West CLO Ltd</name>
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        <name>PICASSO FINANCE SUB INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>DOMINION WEB SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>Trader Interactive</title>
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          <maturityDt>2023-06-15</maturityDt>
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      <invstOrSec>
        <name>Ace Securities Corp.</name>
        <lei>N/A</lei>
        <title>ACE Securities Corporation Home Equity Loan Trust Series</title>
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        <name>MDVIP LLC</name>
        <lei>N/A</lei>
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        <name>ARMOR PARENT CORP</name>
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        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <name>Golub Capital Partners CLO Ltd</name>
        <lei>N/A</lei>
        <title>Golub Capital Partners CLO Ltd.</title>
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        <name>MINISTRY BRANDS LLC</name>
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        <name>COLOGIX HOLDINGS INC</name>
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        <name>SIWF HOLDINGS INC</name>
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        <title>Springs Window Fashions</title>
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        <name>CENTURION PIPELINE COMPANY LLC</name>
        <lei>N/A</lei>
        <title>Centurion Pipe</title>
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        <name>OCULUS INTERMEDIATE INC</name>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
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      <invstOrSec>
        <name>WOLVERINE WORLD WIDE</name>
        <lei>549300OVC7PK14LQ8D87</lei>
        <title>Wolverine World Wide, Inc.</title>
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          <isin value="US978097AF04"/>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>Diamond CLO 2019-1, LLC</name>
        <lei>N/A</lei>
        <title>Diamond CLO 2019-1 Ltd.</title>
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          <isin value="US25257AAG94"/>
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        <curCd>USD</curCd>
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        <debtSec>
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      <invstOrSec>
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        <lei>N/A</lei>
        <title>Transcendia Holdings, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX169611 1"/>
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        <securityLending>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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          <other otherDesc="Internal ID" value="BGH6WVQB7"/>
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          <transCat>Reverse repurchase</transCat>
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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="BGH6WKKX9"/>
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          <transCat>Reverse repurchase</transCat>
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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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        <debtSec>
          <maturityDt>2025-08-06</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>EG GROUP LTD</name>
        <lei>2138003OUK4UQHRJLT65</lei>
        <title>EG Finco Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="XAN2820EAC20"/>
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        <curCd>USD</curCd>
        <valUSD>285773.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-07</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>Citibank N.A., New York</name>
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      <invstOrSec>
        <name>SIMPLY GOOD FOODS CO</name>
        <lei>N/A</lei>
        <title>Atkins Nutritionals, Inc.</title>
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      <invstOrSec>
        <name>MILLENNIUM PARK TOPCO LLC</name>
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        <balance>2080125.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2024-06-05</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CUSHMAN &amp; WAKEFIELD US</name>
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          <isin value="US23166MAA18"/>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
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        <title>Qlik Technologies, Inc. - Class A</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
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      <invstOrSec>
        <name>MIRABELA NICKEL LTD</name>
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        <name>PLANVIEW INC</name>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Trinity Rail Leasing L.P.</name>
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      <invstOrSec>
        <name>AMERICAN FINANCIAL GROUP</name>
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        <name>HYATT HOTELS CORP</name>
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        <title>Hyatt Hotels Corp.</title>
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        <name>Long Beach Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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        <debtSec>
          <maturityDt>2021-03-04</maturityDt>
          <couponKind>None</couponKind>
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        <name>CD&amp;R SMOKEY BUYER INC</name>
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        <title>CD&amp;R Smokey Buyer, Inc.</title>
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        <name>POWERTEAM SERVICES LLC</name>
        <lei>549300J2G34D0WX8Z443</lei>
        <title>PowerTeam Services LLC</title>
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        <name>TRANSACT HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Transact Holdings, Inc.</title>
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        <balance>2508101.71150000</balance>
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          <maturityDt>2026-04-30</maturityDt>
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          <annualizedRt>4.90000000</annualizedRt>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>N/A</lei>
        <title>Atlas Senior Loan Fund IX Ltd.</title>
        <cusip>04941VAG0</cusip>
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        <valUSD>663379.92000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-04-20</maturityDt>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <title>Credit Suisse Securities (USA) LLC</title>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES STEEL CORP</name>
        <lei>JNLUVFYJT1OZSIQ24U47</lei>
        <title>United States Steel Corp.</title>
        <cusip>912909AR9</cusip>
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        <balance>4780000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5449200.00000000</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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        <name>Atlas Senior Loan Fund LTD</name>
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        <name>WR GRACE &amp; CO-CONN</name>
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        <name>PACIFIC BEACON LLC</name>
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        <name>Aequi Acquisition Corp</name>
        <lei>N/A</lei>
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        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
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        <name>QBE INSURANCE GROUP LTD</name>
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        <invCountry>AU</invCountry>
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        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
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          <isin value="US62886EAZ16"/>
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        <name>ACADIA HEALTHCARE CO INC</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>Acadia Healthcare Company, Inc.</title>
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          <isin value="US00404AAP49"/>
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        <curCd>USD</curCd>
        <valUSD>2529000.00000000</valUSD>
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          <maturityDt>2029-04-15</maturityDt>
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      <invstOrSec>
        <name>NFP CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP Corp.</title>
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          <isin value="US65342RAC43"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2025-05-15</maturityDt>
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        <name>GMAC Commercial Mortgage Asset</name>
        <lei>N/A</lei>
        <title>GMAC Commercial Mortgage Asset Corp.</title>
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        <curCd>USD</curCd>
        <valUSD>4515875.00000000</valUSD>
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        <name>Fortress Credit Opportunities</name>
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        <title>Fortress Credit Opportunities IX CLO Ltd.</title>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>CLEARWATER PAPER CORP</name>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <title>Wells Fargo &amp; Co.</title>
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        <name>LUMMUS TECHNOLOGY HOLDINGS V LLC</name>
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        <name>HOCKEY PARENT HOLDINGS LP</name>
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        <title>HUB International Ltd.</title>
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        <name>CBC INSURANCE REVENUE SECURITI</name>
        <lei>54930084NLD71YMN4154</lei>
        <title>CBC Insurance Revenue Securitization LLC</title>
        <cusip>12479MAH1</cusip>
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      <invstOrSec>
        <name>HP COMMUNITIES LLC</name>
        <lei>N/A</lei>
        <title>HP Communities LLC</title>
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          <isin value="US44329HAV69"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1299627.92000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-09-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLERA PARENT HOLDING LLC</name>
        <lei>N/A</lei>
        <title>Solera LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US83421MAD02"/>
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        <balance>-1992913.95860000</balance>
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        <curCd>USD</curCd>
        <valUSD>-28359.17000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.74344000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Invesco Trust for Investment G</name>
        <lei>V0VF67S6NRLBDK357F71</lei>
        <title>Invesco Trust for Investment Grade Municipals</title>
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          <isin value="US46131M1062"/>
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        <balance>204113.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2641222.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WKK92"/>
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        <balance>-937515.35000000</balance>
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        <curCd>USD</curCd>
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        <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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>950000.00000000</principalAmt>
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              <collateralVal>1040250.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TECBID US INC</name>
        <lei>N/A</lei>
        <title>Tecbid US, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX165626 1"/>
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        <balance>988890.00000000</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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          <maturityDt>2024-07-25</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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          <other otherDesc="Internal ID" value="BGH6WGRY9"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>575000.00000000</principalAmt>
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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>
      <invstOrSec>
        <name>Turbine Engine Securitization</name>
        <lei>635400OU6URHWIXP2J82</lei>
        <title>Turbine Engines Securitization Ltd.</title>
        <cusip>89989FAB0</cusip>
        <identifiers>
          <isin value="US89989FAB04"/>
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        <balance>455390.35020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274408.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>Mountain Hawk CLO Ltd</name>
        <lei>549300X4VFRMZJ7T1U89</lei>
        <title>Mountain Hawk II CLO Ltd.</title>
        <cusip>62405TAW7</cusip>
        <identifiers>
          <isin value="US62405TAW71"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2964283.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-20</maturityDt>
          <couponKind>Floating</couponKind>
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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>CHEF HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Chef Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH64F7N8"/>
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        <balance>4789.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>408263.95000000</valUSD>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>Assurant, Inc.</title>
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          <isin value="US04621X3061"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1090000.00000000</valUSD>
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        <assetCat>EP</assetCat>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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          <other otherDesc="Internal ID" value="BGH6WQQT9"/>
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          <transCat>Reverse repurchase</transCat>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USI INC</name>
        <lei>N/A</lei>
        <title>USI, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX184074 1"/>
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        <balance>595500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>592671.38000000</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>2026-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.22000000</annualizedRt>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>N/A</lei>
        <title>Dryden 37 Senior Loan Fund</title>
        <cusip>26249YAE1</cusip>
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          <isin value="US26249YAE14"/>
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        <balance>1050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>453956.06000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>POWDR CORP</name>
        <lei>549300XIF5ZPMVRIGO50</lei>
        <title>Powdr Corp.</title>
        <cusip>73900LAA9</cusip>
        <identifiers>
          <isin value="US73900LAA98"/>
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        <balance>1825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1898547.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>AMERICAN MIDSTREAM PTR/F</name>
        <lei>N/A</lei>
        <title>American Midstream Partners Limited Partnership / American Midstream Finance Corp.</title>
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          <isin value="US02753GAA76"/>
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        <balance>895000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>890525.00000000</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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        <securityLending>
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      <invstOrSec>
        <name>OREGON CLEAN ENERGY LLC</name>
        <lei>N/A</lei>
        <title>Oregon Clean Energy LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US68583LAF22"/>
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        <balance>2383017.14010000</balance>
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        <curCd>USD</curCd>
        <valUSD>2357709.50000000</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>2026-03-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</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>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6T8C68"/>
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        <balance>-6631222.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-6631222.78000000</valUSD>
        <pctVal>-0.87138390737</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6750000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>7443900.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lake Shore MM CLO III LLC</name>
        <lei>N/A</lei>
        <title>Lake Shore MM CLO III LLC</title>
        <cusip>510757AE7</cusip>
        <identifiers>
          <isin value="US510757AE72"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2990307.00000000</valUSD>
        <pctVal>0.392944934044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.97870000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec ILS / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.ILS.USD4"/>
        </identifiers>
        <balance>149182.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30370000"/>
        <valUSD>4899.56000000</valUSD>
        <pctVal>0.000643832650</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>40281.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>149182.64000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-02-01</settlementDt>
            <unrealizedAppr>4899.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PAPAY HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>Cvent, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US23248RAB06"/>
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        <balance>1238090.81450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1168448.21000000</valUSD>
        <pctVal>0.153541360406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.90000000</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>INTERTAPE POLYMER GROUP</name>
        <lei>549300ESFR3Z1YNR6O65</lei>
        <title>Intertape Polymer Group, Inc.</title>
        <cusip>460919AA1</cusip>
        <identifiers>
          <isin value="US460919AA12"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1590000.00000000</valUSD>
        <pctVal>0.208935886893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKKM3"/>
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        <balance>-5234616.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5234616.00000000</valUSD>
        <pctVal>-0.68786109214</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>5712000.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PACKERS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Packers Sanitation Services, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190980 1"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248750.00000000</valUSD>
        <pctVal>0.032687296770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HAYWARD INDUSTRIES INC</name>
        <lei>N/A</lei>
        <title>Hayward Industries, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US421300AG98"/>
        </identifiers>
        <balance>155528.35990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152385.13000000</valUSD>
        <pctVal>0.020024353638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6W4HY7"/>
        </identifiers>
        <balance>-2227015.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2227015.25000000</valUSD>
        <pctVal>-0.29264365181</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2497000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2596880.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ILPEA PARENT INC</name>
        <lei>N/A</lei>
        <title>ILPEA Parent, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US45236FAC14"/>
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        <balance>2424975.61500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2382538.54000000</valUSD>
        <pctVal>0.313080379191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VAIL RESORTS INC</name>
        <lei>529900PSZHRNU9HKH870</lei>
        <title>Vail Resorts, Inc.</title>
        <cusip>91879QAL3</cusip>
        <identifiers>
          <isin value="US91879QAL32"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>642000.00000000</valUSD>
        <pctVal>0.084362792066</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>6.25000000</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>ATD New Holdings Inc</name>
        <lei>5493001F45YR8KICVO87</lei>
        <title>ATD New Holdings, Inc.</title>
        <cusip>04683P100</cusip>
        <identifiers>
          <isin value="US04683P1003"/>
        </identifiers>
        <balance>13571.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237492.50000000</valUSD>
        <pctVal>0.031207991269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</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>OUTCOMES GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Outcomes Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US21652EAB20"/>
        </identifiers>
        <balance>493223.63600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479507.09000000</valUSD>
        <pctVal>0.063010213283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.47000000</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK2L5"/>
        </identifiers>
        <balance>-167340.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-167340.59000000</valUSD>
        <pctVal>-0.02198959407</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>200000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>203000.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BIB MERCHANT VOUCHER RECEIVABLES LTD</name>
        <lei>N/A</lei>
        <title>Bib Merchant Voucher Receivables Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US08866TAB89"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1154527.00000000</valUSD>
        <pctVal>0.151712026847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.18000000</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>CP ATLAS BUYER INC</name>
        <lei>N/A</lei>
        <title>American Bath Group LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190828 1"/>
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        <balance>2812500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2806396.88000000</valUSD>
        <pctVal>0.368778000691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>Hampton Roads PPV LLC</name>
        <lei>N/A</lei>
        <title>Hampton Roads PPV LLC</title>
        <cusip>409322AD6</cusip>
        <identifiers>
          <isin value="US409322AD66"/>
        </identifiers>
        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5305822.20000000</valUSD>
        <pctVal>0.697218029596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>VECTOR GROUP LTD</name>
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      <invstOrSec>
        <name>HARE TOPCO INC</name>
        <lei>N/A</lei>
        <title>Niacet Corp.</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CHANGE HEALTH / FIN INC</name>
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          <isin value="US15911NAA37"/>
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          <maturityDt>2025-03-01</maturityDt>
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      <invstOrSec>
        <name>CLAROS MORTGAGE TRUST INC</name>
        <lei>N/A</lei>
        <title>Claros Mortgage Trust, Inc.</title>
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          <isin value="US18269PAB85"/>
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        <curCd>USD</curCd>
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          <maturityDt>2026-08-10</maturityDt>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
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        <title>WaMu Asset-Backed Certificates WaMu Series</title>
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      <invstOrSec>
        <name>HAWK HOLDING COMPANY LLC</name>
        <lei>549300C5O4FSVNUEI843</lei>
        <title>Intrawest Resorts Holdings, Inc.</title>
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      <invstOrSec>
        <name>ANCHOR PACKAGING LLC</name>
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        <title>Anchor Packaging LLC</title>
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        <assetCat>LON</assetCat>
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          <maturityDt>2026-07-20</maturityDt>
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          <annualizedRt>3.90000000</annualizedRt>
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      <invstOrSec>
        <name>DIVERSITECH HOLDINGS INC</name>
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        <title>Diversitech Holdings, Inc.</title>
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        <name>SNACKING INVESTMENTS BIDCO PTY LTD</name>
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        <invCountry>AU</invCountry>

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        <name>DELTA AIR LINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines, Inc.</title>
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        <name>Argent Securities Inc.</name>
        <lei>N/A</lei>
        <title>Ameriquest Mortgage Securities Trust</title>
        <cusip>03076MAC8</cusip>
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      <invstOrSec>
        <name>PH OFFSHORE 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="BGH6B3XF5"/>
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        <name>Voya CLO Ltd</name>
        <lei>N/A</lei>
        <title>Voya CLO Ltd.</title>
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        <invCountry>KY</invCountry>
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        <name>Morgan Stanley Mortgage Loan T</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust</title>
        <cusip>61748JAB3</cusip>
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      <invstOrSec>
        <name>BlackRock MuniVest Fund Inc</name>
        <lei>68LQJ5NLUNQI2T9OLL41</lei>
        <title>BlackRock MuniVest Fund, Inc.</title>
        <cusip>09253R105</cusip>
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        <valUSD>212646.50000000</valUSD>
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        <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>Lithia Motors Inc</name>
        <lei>SE8N1EZEHPZQBCBVKD53</lei>
        <title>Lithia Motors, Inc.</title>
        <cusip>536797AF0</cusip>
        <identifiers>
          <isin value="US536797AF03"/>
        </identifiers>
        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504093.75000000</valUSD>
        <pctVal>0.066241053291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK7Z9"/>
        </identifiers>
        <balance>-140325.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-140325.97000000</valUSD>
        <pctVal>-0.01843970502</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>150000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>153750.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RADIATE HOLDCO / FINANCE</name>
        <lei>N/A</lei>
        <title>Radiate Holdco LLC / Radiate Finance, Inc.</title>
        <cusip>75026JAC4</cusip>
        <identifiers>
          <isin value="US75026JAC45"/>
        </identifiers>
        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1871910.00000000</valUSD>
        <pctVal>0.245980613858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK565"/>
        </identifiers>
        <balance>-139050.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-139050.02000000</valUSD>
        <pctVal>-0.01827203726</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP Paribas"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.65000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>150000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>159180.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQ1K5"/>
        </identifiers>
        <balance>-1671568.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1671568.60000000</valUSD>
        <pctVal>-0.21965450814</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="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.35000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1730000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1863383.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX171347U 1"/>
        </identifiers>
        <balance>-53587.33770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3683.77000000</valUSD>
        <pctVal>-0.00048407028</pctVal>
        <payoffProfile>Short</payoffProfile>
        <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>0.86108000</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>SHIELDS HEALTH SOLUTIONS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Shields Health Solutions Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US82449UAB61"/>
        </identifiers>
        <balance>1732500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1680525.00000000</valUSD>
        <pctVal>0.220831434793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.15000000</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>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX180803 1"/>
        </identifiers>
        <balance>98182.65690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97159.26000000</valUSD>
        <pctVal>0.012767330917</pctVal>
        <payoffProfile>Long</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>7.50000000</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKKJ0"/>
        </identifiers>
        <balance>-566589.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-566589.75000000</valUSD>
        <pctVal>-0.07445341630</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>600000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>667500.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSTELLATION (BC) SARL</name>
        <lei>N/A</lei>
        <title>Diamond (BC) BV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN2611UAE54"/>
        </identifiers>
        <balance>3150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3114562.50000000</valUSD>
        <pctVal>0.409272879386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PAINT INTERMEDIATE III LLC</name>
        <lei>N/A</lei>
        <title>WESCO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US69575EAB56"/>
        </identifiers>
        <balance>1149855.15600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1146485.88000000</valUSD>
        <pctVal>0.150655373678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>Cerberus</name>
        <lei>N/A</lei>
        <title>Cerberus Loan Funding XXX, LP</title>
        <cusip>15674JAC5</cusip>
        <identifiers>
          <isin value="US15674JAC53"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2002020.00000000</valUSD>
        <pctVal>0.263077876905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6T0XE5"/>
        </identifiers>
        <balance>-1784164.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1784164.02000000</valUSD>
        <pctVal>-0.23445024646</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1840000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1979104.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIVERSITECH HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Diversitech Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US25536MAF86"/>
        </identifiers>
        <balance>898724.95090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>887490.89000000</valUSD>
        <pctVal>0.116621821517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOMINION WEB SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>Trader Interactive</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX167554 1"/>
        </identifiers>
        <balance>2683565.16540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2554754.04000000</valUSD>
        <pctVal>0.335710566756</pctVal>
        <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>7.50000000</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>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
        <cusip>78573NAF9</cusip>
        <identifiers>
          <isin value="US78573NAF96"/>
        </identifiers>
        <balance>2225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2397437.50000000</valUSD>
        <pctVal>0.315038195179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</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>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International, Inc.</title>
        <cusip>571903BD4</cusip>
        <identifiers>
          <isin value="US571903BD44"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567415.88000000</valUSD>
        <pctVal>0.074561974921</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>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOYNE USA INC</name>
        <lei>N/A</lei>
        <title>Boyne USA, Inc.</title>
        <cusip>103557AA2</cusip>
        <identifiers>
          <isin value="US103557AA23"/>
        </identifiers>
        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1291952.38000000</valUSD>
        <pctVal>0.169770576314</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>7.25000000</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>Mountain Hawk CLO Ltd</name>
        <lei>549300X4VFRMZJ7T1U89</lei>
        <title>Mountain Hawk II CLO Ltd.</title>
        <cusip>62405TAN7</cusip>
        <identifiers>
          <isin value="US62405TAN72"/>
        </identifiers>
        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1641570.53000000</valUSD>
        <pctVal>0.215712575210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.36840000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec ILS / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.ILS.USD1"/>
        </identifiers>
        <balance>149182.64000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30370000"/>
        <valUSD>4526.33000000</valUSD>
        <pctVal>0.000594787907</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>40654.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>149182.64000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-02-01</settlementDt>
            <unrealizedAppr>4526.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BILLIKEN BUYER INC</name>
        <lei>N/A</lei>
        <title>EyeCare Partners LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US30233PAB67"/>
        </identifiers>
        <balance>1411824.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1350819.39000000</valUSD>
        <pctVal>0.177506067473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.90000000</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>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQBF5"/>
        </identifiers>
        <balance>-1528916.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1528916.80000000</valUSD>
        <pctVal>-0.20090917458</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."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1750000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1863750.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROJECT BOOST PURCHASER LLC</name>
        <lei>N/A</lei>
        <title>Project Boost Purchaser LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190496 1"/>
        </identifiers>
        <balance>5350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5305434.50000000</valUSD>
        <pctVal>0.697167083405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLIANT HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>Alliant Holdings Intermediate LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US01881UAF21"/>
        </identifiers>
        <balance>987500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>962131.13000000</valUSD>
        <pctVal>0.126430013179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.39000000</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>GATX CORP</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GATX Corp.</title>
        <cusip>361448BF9</cusip>
        <identifiers>
          <isin value="US361448BF99"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>656396.60000000</valUSD>
        <pctVal>0.086254594827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital Inc</name>
        <lei>N/A</lei>
        <title>Morgan Stanley ABS Capital I Incorporated Trust</title>
        <cusip>61753VAD4</cusip>
        <identifiers>
          <isin value="US61753VAD47"/>
        </identifiers>
        <balance>3583300.82480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1542470.90000000</valUSD>
        <pctVal>0.202690267609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.38010000</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>PHNTM HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Planview, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185354 1"/>
        </identifiers>
        <balance>690894.13250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>688419.47000000</valUSD>
        <pctVal>0.090462599068</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WVQ68"/>
        </identifiers>
        <balance>-425835.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-425835.35000000</valUSD>
        <pctVal>-0.05595741290</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.91400000</repurchaseRt>
          <maturityDt>2021-01-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>550000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>540155.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVANTOR FUNDING INC</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>Avantor Funding, Inc.</title>
        <cusip>05352TAA7</cusip>
        <identifiers>
          <isin value="US05352TAA79"/>
        </identifiers>
        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1789250.00000000</valUSD>
        <pctVal>0.235118575864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>FT GORDON HOUSING</name>
        <lei>N/A</lei>
        <title>Fort Gordon Housing LLC</title>
        <cusip>347382AC7</cusip>
        <identifiers>
          <isin value="US347382AC74"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249706.68000000</valUSD>
        <pctVal>0.032813010471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.32400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
        <title>SHO Holding I Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6TVAV4 1"/>
        </identifiers>
        <balance>321.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249.19000000</valUSD>
        <pctVal>0.000032745115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.12000000</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6XKGJ4"/>
        </identifiers>
        <balance>-8869232.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-8869232.96000000</valUSD>
        <pctVal>-1.16547236136</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.40000000</repurchaseRt>
          <maturityDt>2021-01-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>7864000.00000000</principalAmt>
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      <invstOrSec>
        <name>LIBERTY LATIN AMERICA LTD</name>
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      <invstOrSec>
        <name>UNITED SHORE FINAN SERVI</name>
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        <name>ZIGGO BOND CO BV</name>
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      <invstOrSec>
        <name>AMWINS GROUP INC</name>
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        <title>AmWINS Group, Inc.</title>
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          <isin value="US031921AA74"/>
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          <maturityDt>2026-07-01</maturityDt>
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      <invstOrSec>
        <name>MASTR Asset Backed Securities</name>
        <lei>N/A</lei>
        <title>Master Asset Backed Securities Trust</title>
        <cusip>55291KAD9</cusip>
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          <isin value="US55291KAD90"/>
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        <balance>3613484.67500000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2036-08-25</maturityDt>
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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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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2036-10-25</maturityDt>
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      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
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        <title>Qlik Technologies, Inc. - Class B</title>
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          <ticker value="QLIK"/>
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        <assetCat>EC</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERTICAL US NEWCO INC</name>
        <lei>549300C2AFWPAYWS5574</lei>
        <title>Vertical US Newco, Inc.</title>
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          <isin value="US92537RAA77"/>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
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        <name>BlackRock Taxable Municipal Bo</name>
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        <title>BlackRock Taxable Municipal Bond Trust</title>
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        <curCd>USD</curCd>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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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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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <name>ATD CORP</name>
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        <title>American Tire Distributors, Inc.</title>
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        <title>CapStone Acquisition Holdings, Inc.</title>
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        <name>HOWMET AEROSPACE INC</name>
        <lei>549300HO5WFZUT5N2T22</lei>
        <title>Howmet Aerospace, Inc.</title>
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        <name>CHARTER NEX US HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Charter Nex US, Inc.</title>
        <cusip>N/A</cusip>
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          <couponKind>Variable</couponKind>
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        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460W776</cusip>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>Macquarie Bank Ltd.</title>
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        <balance>640000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>694271.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RECESS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Recess Holdings, Inc.</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>NA RAIL HOLD CO LLC</name>
        <lei>N/A</lei>
        <title>NA Rail Hold Co LLC (Patriot)</title>
        <cusip>N/A</cusip>
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          <isin value="US62876RAB78"/>
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        <balance>1881500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1867388.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-10-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.47000000</annualizedRt>
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      <invstOrSec>
        <name>JP Morgan Mortgage Acquisition</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Acquisition Trust</title>
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          <isin value="US46629KAF66"/>
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        <balance>2453516.83970000</balance>
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        <curCd>USD</curCd>
        <valUSD>1998689.29000000</valUSD>
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      <invstOrSec>
        <name>WELLSKY CORP</name>
        <lei>N/A</lei>
        <title>WellSky Corp.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WQK65 1"/>
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        <balance>1850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1813000.00000000</valUSD>
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          <maturityDt>2025-02-09</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>USI INC</name>
        <lei>N/A</lei>
        <title>USI, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US90351NAE58"/>
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        <balance>246192.89220000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2024-05-16</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cengage Learning Holdings II I</name>
        <lei>5493003VGPEJMW28UG24</lei>
        <title>Cengage Learning Holdings II, Inc.</title>
        <cusip>15136X102</cusip>
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          <isin value="US15136X1028"/>
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        <balance>11126.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83445.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GSAA Home Equity Trust</name>
        <lei>N/A</lei>
        <title>GSAA Trust</title>
        <cusip>3622EAAB6</cusip>
        <identifiers>
          <isin value="US3622EAAB68"/>
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        <balance>1699685.18150000</balance>
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        <curCd>USD</curCd>
        <valUSD>690970.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.32010000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
        <cusip>013822AE1</cusip>
        <identifiers>
          <isin value="US013822AE11"/>
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        <balance>3625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3926962.50000000</valUSD>
        <pctVal>0.516027291029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</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>WYNDHAM HOTELS &amp; RESORTS</name>
        <lei>549300FE3MQ4RVXXC673</lei>
        <title>Wyndham Hotels &amp; Resorts, Inc.</title>
        <cusip>98311AAB1</cusip>
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          <isin value="US98311AAB17"/>
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        <balance>1625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1663593.75000000</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>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</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>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.BRL6"/>
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        <balance>-3100000.00000000</balance>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>ACADIA HEALTHCARE CO INC</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>Acadia Healthcare Company, Inc.</title>
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          <isin value="US00404AAN90"/>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>585062.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EMERALD TOPCO INC</name>
        <lei>N/A</lei>
        <title>Emerald TopCo, Inc. (Press Ganey)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US29102TAB89"/>
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        <balance>2277000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2220644.25000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.71000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AUXEY BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX175460 1"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1153750.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.27000000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH6WQBX6"/>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>MACQUARIE INFRASTRUCTURE CORPORATION</name>
        <lei>549300IFVVFYQ4SH7939</lei>
        <title>Atlantic Aviation FBO, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US04822DAJ81"/>
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        <balance>99493.67540000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>VENTURE GLOBAL LNG INC</name>
        <lei>N/A</lei>
        <title>Venture Global Calcasieu Pass LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX184853U 1"/>
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        <balance>-4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-318557.60000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.38000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KAR NUT PRODUCTS</name>
        <lei>N/A</lei>
        <title>Kar Nut Products Company LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX182758 1"/>
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        <balance>362638.82260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>360526.05000000</valUSD>
        <pctVal>0.047375364783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-31</maturityDt>
          <couponKind>Variable</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>
      <invstOrSec>
        <name>ABG INTERMEDIATE HOLDINGS 2 LLC</name>
        <lei>N/A</lei>
        <title>Authentic Brands</title>
        <cusip>N/A</cusip>
        <identifiers>
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      <invstOrSec>
        <name>SUNOCO LOGISTICS PARTNER</name>
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      <invstOrSec>
        <name>PH ONSHORE IM ISSUER</name>
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        <valUSD>388955.84000000</valUSD>
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        <debtSec>
          <maturityDt>2039-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CapStone Acquisition Holdings, Inc.</name>
        <lei>N/A</lei>
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        <name>RBC Capital Markets, LLC</name>
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          <transCat>Reverse repurchase</transCat>
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        <name>VERTICAL TOPCO SARL</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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        <invCountry>DE</invCountry>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796TU3</cusip>
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          <isin value="US912796TU31"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1999994.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH6XKGK1"/>
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        <balance>-2885896.48000000</balance>
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        <valUSD>-2885896.48000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <maturityDt>2021-01-15</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>3036000.00000000</principalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <issuerCat>CORP</issuerCat>
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          <transCat>Reverse repurchase</transCat>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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        <name>Wave USA</name>
        <lei>N/A</lei>
        <title>WAVE LLC</title>
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        <curCd>USD</curCd>
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        <name>CHECKERS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Checkers Drive-In Restaurants, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. Morgan Securities LLC</title>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>NATHAN'S FAMOUS INC</name>
        <lei>54930034SKNSF1JIE673</lei>
        <title>Nathan's Famous, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>2096125.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Golub Capital Partners CLO Ltd</name>
        <lei>254900XWTZJ46JGSP919</lei>
        <title>Golub Capital Partners CLO Ltd.</title>
        <cusip>38175NAC2</cusip>
        <identifiers>
          <isin value="US38175NAC20"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2411023.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>PLANVIEW INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1</name>
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        <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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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2030-12-31</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PLAYPOWER INC</name>
        <lei>N/A</lei>
        <title>PlayPower, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US72813NAU90"/>
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        <balance>1773145.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1649025.67000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.72000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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="BGH6XKK59"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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              <principalAmt>11015000.00000000</principalAmt>
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      <invstOrSec>
        <name>TLWND 2019-1</name>
        <lei>N/A</lei>
        <title>GAIA Aviation Ltd.</title>
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          <isin value="US87404LAA08"/>
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        <curCd>USD</curCd>
        <valUSD>4626927.56000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2044-12-15</maturityDt>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <curCd>USD</curCd>
        <valUSD>-79430.89000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>500000.00000000</principalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
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          <other otherDesc="Internal ID" value="BGH6T9MZ1"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>600000.00000000</principalAmt>
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              <collateralVal>630000.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>9127962F5</cusip>
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          <isin value="US9127962F58"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
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          <isin value="US74460W5528"/>
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        <balance>144400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3890136.00000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>AGRO MERCHANTS NORTH AMERICA HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Argo Merchants</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00856RAB15"/>
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        <balance>147422.86190000</balance>
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        <curCd>USD</curCd>
        <valUSD>147238.58000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HUNT COS INC</name>
        <lei>549300ODPWDNCH5TKM49</lei>
        <title>Hunt Companies, Inc.</title>
        <cusip>445587AC2</cusip>
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          <isin value="US445587AC20"/>
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        <balance>2150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2174187.50000000</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>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>
        <valUSD>4697275.95000000</valUSD>
        <pctVal>0.617251268300</pctVal>
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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>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec BRL / Deliver USD</title>
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        <balance>9970000.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.35530000"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>MAUSER PACKAGING SOLUT</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>Mauser Packaging Solutions Holding Co.</title>
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          <isin value="US12429TAD63"/>
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        <balance>75000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>75937.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AUXEY BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX176101U 1"/>
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        <balance>-446426.27550000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.75030000"/>
        <valUSD>-66937.17000000</valUSD>
        <pctVal>-0.00879596036</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.31250000</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>GARTNER INC</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>Gartner, Inc.</title>
        <cusip>366651AC1</cusip>
        <identifiers>
          <isin value="US366651AC11"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1785000.00000000</valUSD>
        <pctVal>0.234560099437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>
      <invstOrSec>
        <name>WP CPP HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WP CPP Holdings LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX173000 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-30</maturityDt>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6UGYA5"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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        <securityLending>
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      <invstOrSec>
        <name>CVR ENERGY INC</name>
        <lei>529900SOYZIXZBTXB558</lei>
        <title>CVR Energy, Inc.</title>
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          <isin value="US12662PAB40"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>APTTUS CORPORATION</name>
        <lei>N/A</lei>
        <title>Apttus Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX177930 1"/>
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        <balance>425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420807.80000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.98000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HILLMAN GROUP INC</name>
        <lei>BDPO7HREUXNPHVMSIT54</lei>
        <title>Hillman Group, Inc.</title>
        <cusip>40423BAA8</cusip>
        <identifiers>
          <isin value="US40423BAA89"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39698.00000000</valUSD>
        <pctVal>0.005216564049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKK27"/>
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        <balance>-247160.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-247160.55000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>250000.00000000</principalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>24-7 INTOUCH INC</name>
        <lei>N/A</lei>
        <title>24-7 Intouch, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="XAC9288BAC00"/>
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        <balance>1470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1374450.00000000</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>
          <annualizedRt>4.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>MATTERHORN BUYER LLC</name>
        <lei>N/A</lei>
        <title>Hearthside Group Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US40422KAD37"/>
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        <balance>1424625.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1395904.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.15000000</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>TRANSDIGM GROUP INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185456 1"/>
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        <balance>1094486.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1059604.94000000</valUSD>
        <pctVal>0.139238677922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.40000000</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>MCGRAW-HILL EDUCATION INC</name>
        <lei>N/A</lei>
        <title>MHGE Parent LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX173257 1"/>
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        <balance>952875.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>780037.77000000</valUSD>
        <pctVal>0.102501813387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.75000000</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6XDHR1"/>
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        <balance>-472651.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-472651.59000000</valUSD>
        <pctVal>-0.06210935795</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>
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          <maturityDt>N/A</maturityDt>
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              <principalAmt>525000.00000000</principalAmt>
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              <collateralVal>584745.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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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 USD / Deliver ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS9"/>
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        <balance>-248178.15000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30370000"/>
        <valUSD>-2680.69000000</valUSD>
        <pctVal>-0.00035225933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurPur>72481.94000000</amtCurPur>
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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>3882500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3780584.38000000</valUSD>
        <pctVal>0.496792295856</pctVal>
        <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>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Military Housing B</name>
        <lei>549300ZG8WH0M4JSUM77</lei>
        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
        <cusip>35563CAW8</cusip>
        <identifiers>
          <isin value="US35563CAW82"/>
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        <balance>34085276.35340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2019992.32000000</valUSD>
        <pctVal>0.265439551508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.64764000</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>BASIC ENERGY SERVICES</name>
        <lei>5493006BE5UNWTVG4F46</lei>
        <title>Basic Energy Services, Inc.</title>
        <cusip>06985PAN0</cusip>
        <identifiers>
          <isin value="US06985PAN06"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96250.00000000</valUSD>
        <pctVal>0.012647848499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.75000000</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>
        <name>CHILL PARENT INC</name>
        <lei>N/A</lei>
        <title>Arctic Glacier Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03970JAD00"/>
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        <balance>2040740.20950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1754608.02000000</valUSD>
        <pctVal>0.230566404282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>
      <invstOrSec>
        <name>DELTA AIR LINES/SKYMILES</name>
        <lei>N/A</lei>
        <title>Delta Air Lines Inc. / SkyMiles IP Ltd.</title>
        <cusip>830867AB3</cusip>
        <identifiers>
          <isin value="US830867AB33"/>
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        <balance>3600000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
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        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORPORATION</name>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>UPLAND SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>Upland Software, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US91544BAC19"/>
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        <balance>1980000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1960200.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2026-08-06</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>J.P. MORGAN SECURITIES LLC</name>
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          <other otherDesc="Internal ID" value="BGH6T9N07"/>
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        <balance>-1432045.69000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>1550000.00000000</principalAmt>
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      <invstOrSec>
        <name>ROTO ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>Tank Holdings Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US87583FAJ75"/>
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        <balance>1976226.41890000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-26</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RESOURCE LABEL GROUP LLC</name>
        <lei>N/A</lei>
        <title>Resource Label Group LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US76121QAC06"/>
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        <balance>1298342.64230000</balance>
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        <curCd>USD</curCd>
        <valUSD>1175000.09000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</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>1882165.86280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1846084.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <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>295364.48690000</balance>
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        <curCd>USD</curCd>
        <valUSD>283747.80000000</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>3.22000000</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>NAVICURE INC</name>
        <lei>N/A</lei>
        <title>Navicure, Inc.</title>
        <cusip>N/A</cusip>
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        <balance>1533958.66250000</balance>
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        <curCd>USD</curCd>
        <valUSD>1506163.33000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-22</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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            <repurchaseCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WQQU6"/>
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        <balance>-2973280.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2973280.83000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2950000.00000000</principalAmt>
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      <invstOrSec>
        <name>MARKEL CORP</name>
        <lei>549300SCNO12JLWIK605</lei>
        <title>Markel Corp.</title>
        <cusip>570535AW4</cusip>
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          <isin value="US570535AW40"/>
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        <balance>4770000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5175450.00000000</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>N/A</maturityDt>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec ILS / Deliver USD</title>
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      <invstOrSec>
        <name>JB POINDEXTER &amp; CO INC</name>
        <lei>549300W6P81HOZZGPQ16</lei>
        <title>JB Poindexter &amp; Company, Inc.</title>
        <cusip>730481AJ7</cusip>
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          <isin value="US730481AJ74"/>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3714375.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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>98982.19710000</balance>
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        <curCd>USD</curCd>
        <valUSD>97621.19000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>Carlyle Global Market Strategi</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO Ltd.</title>
        <cusip>14309WAC2</cusip>
        <identifiers>
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      <invstOrSec>
        <name>Summit Midstream Partners LP</name>
        <lei>N/A</lei>
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        <name>CPI CARD GROUP INC</name>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
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        <name>NCR CORP</name>
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        <name>Hertz Vehicle Financing LLC</name>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <title>Credit Suisse Securities (USA) LLC</title>
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      <invstOrSec>
        <name>Freddie Mac Military Housing B</name>
        <lei>549300ZG8WH0M4JSUM77</lei>
        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
        <cusip>35563CAB4</cusip>
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          <other otherDesc="Internal ID" value="35563CAB4"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Hull Street CDO Ltd</name>
        <lei>549300W5TZ4WI4ZLP434</lei>
        <title>Hull Street CLO Ltd.</title>
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        <balance>2200000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2026-10-18</maturityDt>
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        <name>CERTARA USA INC</name>
        <lei>N/A</lei>
        <title>Certara, Inc.</title>
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        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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          <other otherDesc="Internal ID" value="BGH6UPG72"/>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>VB-S1 Issuer LLC</name>
        <lei>N/A</lei>
        <title>VB-S1 Issuer LLC</title>
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        <balance>6300000.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>SUMMIT MATERIALS LLC/FIN</name>
        <lei>N/A</lei>
        <title>Summit Materials LLC / Summit Materials Finance Corp.</title>
        <cusip>86614RAN7</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>SandRidge Energy Inc</name>
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      <invstOrSec>
        <name>LMRK Issuer Co. LLC</name>
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          <isin value="US50209LAC19"/>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>HUSKY ENERGY INC</name>
        <lei>N/A</lei>
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        <name>AVERY POINT CLO LTD AVERY_13-3A</name>
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        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
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      <invstOrSec>
        <name>VALKYR PURCHASER LLC</name>
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        <name>UNITED NATURAL FOODS INC</name>
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        <title>Save-A-Lot</title>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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        <name>ENDURANCE INTERNATIONAL GROUP HOLDINGS INC</name>
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        <name>LUX HOLDCO III</name>
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        <name>CLEAVER-BROOKS INC</name>
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        <name>HOCKEY PARENT HOLDINGS LP</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB International Ltd.</title>
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        <curCd>USD</curCd>
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          <maturityDt>2025-04-25</maturityDt>
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        <name>SAPPHIRE AVIATION FINANCE I LI</name>
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        <title>Sapphire Aviation Finance I Ltd.</title>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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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>575400.28870000</balance>
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        <curCd>USD</curCd>
        <valUSD>580089.80000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>HP COMMUNITIES LLC</name>
        <lei>N/A</lei>
        <title>HP Communities LLC</title>
        <cusip>44329HAW4</cusip>
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          <isin value="US44329HAW43"/>
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        <curCd>USD</curCd>
        <valUSD>1174613.27000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2053-09-15</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>MAVERICK BIDCO INC</name>
        <lei>N/A</lei>
        <title>Maverick Bidco, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX168494 1"/>
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        <balance>572727.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>558695.45000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.25000000</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>
        <name>BofA Securities, Inc.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>CDX.NA.HY.35.V1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="Z91ZC0LD101"/>
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        <balance>41700000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3740490.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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              <indexBasketInfo>
                <indexName>CDX HY35 V1 5% 12/20/2025</indexName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>41700000.00000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLP CAPITAL LP / FIN II</name>
        <lei>N/A</lei>
        <title>GLP Capital Limited Partnership / GLP Financing II, Inc.</title>
        <cusip>361841AQ2</cusip>
        <identifiers>
          <isin value="US361841AQ25"/>
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        <balance>3410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3686551.00000000</valUSD>
        <pctVal>0.484435725009</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JAGUAR HL / PPDI</name>
        <lei>N/A</lei>
        <title>Jaguar Holding Company II / PPD Development, LP</title>
        <cusip>47010LAA0</cusip>
        <identifiers>
          <isin value="US47010LAA08"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747712.00000000</valUSD>
        <pctVal>0.098254006202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</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>
        <name>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
        <cusip>013822AC5</cusip>
        <identifiers>
          <isin value="US013822AC54"/>
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        <balance>1475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1628031.25000000</valUSD>
        <pctVal>0.213933429628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</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>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
        <cusip>65409QBD3</cusip>
        <identifiers>
          <isin value="US65409QBD34"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2025305.00000000</valUSD>
        <pctVal>0.266137670695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>GC EOS BUYER INC</name>
        <lei>N/A</lei>
        <title>BBB Industries, LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US36165YAB65"/>
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        <balance>1967982.44740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1860727.40000000</valUSD>
        <pctVal>0.244511150683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.65000000</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>BERKLEY (WR) CORPORATION</name>
        <lei>SQOAGCLKBDWNVYV1OV80</lei>
        <title>W R Berkley Corp.</title>
        <cusip>084423888</cusip>
        <identifiers>
          <isin value="US0844238883"/>
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        <balance>36800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>962688.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOUTHERN VETERINARY COMPANY LLC</name>
        <lei>N/A</lei>
        <title>Southern Veterinary Partners LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US84410HAC43"/>
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        <balance>3163636.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3132000.00000000</valUSD>
        <pctVal>0.411564275315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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          <other otherDesc="Internal ID" value="BGH6VFAW4"/>
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        <balance>-2467535.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2467535.86000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Newstar Trust</name>
        <lei>549300HA6DDD2ONJSM48</lei>
        <title>Newstar Commercial Loan Funding LLC</title>
        <cusip>65252AAG0</cusip>
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          <isin value="US65252AAG04"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>248252.25000000</valUSD>
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        <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>3.72740000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH6URKT5"/>
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        <balance>-612977.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-612977.99000000</valUSD>
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        <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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            <repurchaseCollateral>
              <principalAmt>640000.00000000</principalAmt>
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              <collateralVal>694272.00000000</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>UGI CORPORATION</name>
        <lei>N/A</lei>
        <title>UGI Energy Services, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US90276DAB55"/>
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        <balance>1629375.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1625301.56000000</valUSD>
        <pctVal>0.213574731389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.90000000</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>
        <name>SPECTRUM BRANDS INC</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>Spectrum Brands, Inc.</title>
        <cusip>84762LAW5</cusip>
        <identifiers>
          <isin value="US84762LAW54"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1853000.00000000</valUSD>
        <pctVal>0.243495722273</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</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>
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      <invstOrSec>
        <name>ARETEC GROUP INC</name>
        <lei>N/A</lei>
        <title>Aretec Group, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US04009DAB01"/>
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        <balance>1670250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1586737.50000000</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>2025-10-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNT CRE ltd</name>
        <lei>N/A</lei>
        <title>Hunt CRE Ltd.</title>
        <cusip>445608AJ1</cusip>
        <identifiers>
          <isin value="US445608AJ10"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1743395.22000000</valUSD>
        <pctVal>0.229092972639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44090000</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>LIVE NATION ENTERTAINMEN</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment, Inc.</title>
        <cusip>538034AV1</cusip>
        <identifiers>
          <isin value="US538034AV10"/>
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        <balance>2550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2824125.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQ8K8"/>
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        <balance>-85805.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-85805.74000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>100000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WVPZ5"/>
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        <balance>-3748071.47000000</balance>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>5000000.00000000</principalAmt>
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              <invstCat>ABS</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOWMET AEROSPACE INC</name>
        <lei>549300HO5WFZUT5N2T22</lei>
        <title>Howmet Aerospace, Inc.</title>
        <cusip>443201AA6</cusip>
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          <isin value="US443201AA64"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>931760.00000000</valUSD>
        <pctVal>0.122439057844</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>6.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>H.B. FULLER CO</name>
        <lei>JSMX3Z5FOYM8V0Q52357</lei>
        <title>HB Fuller Co.</title>
        <cusip>40410KAA3</cusip>
        <identifiers>
          <isin value="US40410KAA34"/>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1181625.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>
        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
        <cusip>65409QBB7</cusip>
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          <isin value="US65409QBB77"/>
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        <balance>592000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592000.00000000</valUSD>
        <pctVal>0.077792481157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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>980000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>926237.20000000</valUSD>
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        <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>3.65000000</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>IndyMac Residential Asset Back</name>
        <lei>N/A</lei>
        <title>Home Equity Mortgage Loan Asset-Backed Trust Series INABS</title>
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          <isin value="US43709XAF87"/>
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        <balance>3001345.93030000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
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        <balance>2001643.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1989118.65000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2025-04-28</maturityDt>
          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FARMER MAC</name>
        <lei>549300MS654K78GYF580</lei>
        <title>Farmer Mac</title>
        <cusip>313148850</cusip>
        <identifiers>
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        <balance>112000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3011680.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
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        <balance>-928404.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-928404.31000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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        <securityLending>
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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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          <isin value="US25256LAE11"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2428527.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY FIN LLC</name>
        <lei>5493003FCPSE9RKT4B56</lei>
        <title>Morgan Stanley Finance LLC</title>
        <cusip>61769HZV0</cusip>
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          <isin value="US61769HZV04"/>
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        <balance>13500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14454450.00000000</valUSD>
        <pctVal>1.899404610259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.50000000</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>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-4747500.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.30370000"/>
        <valUSD>-40408.67000000</valUSD>
        <pctVal>-0.00530995050</pctVal>
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        <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>Goldman Sachs International</counterpartyName>
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            <amtCurPur>1407459.01000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLSKY CORP</name>
        <lei>N/A</lei>
        <title>WellSky Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQJW0 1"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1871500.00000000</valUSD>
        <pctVal>0.245926737309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-09</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WQQX0"/>
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        <curCd>USD</curCd>
        <valUSD>-473940.79000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>650000.00000000</principalAmt>
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          </repurchaseCollaterals>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Eaton Vance Ltd Duration Incom</name>
        <lei>NZ7KR43H6Z5W1GY0QX46</lei>
        <title>Eaton Vance Limited Duration Income Fund</title>
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          <isin value="US27828H1059"/>
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        <balance>101243.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <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>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH6XKGD7"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>517000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>537680.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CTI FOODS HOLDING CO LLC</name>
        <lei>549300I6BSNYS69CTS62</lei>
        <title>CTI Foods Holding Co. LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US12644HAV15"/>
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        <balance>473361.06790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444959.40000000</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>2024-05-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH6URKV0"/>
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        <balance>-323957.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-323957.59000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>400000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>406480.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
        <title>Fortis Solutions Group LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX170811 1"/>
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        <balance>577026.20710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576449.18000000</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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          <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>GOLUB CAPITAL PARTNERS CLO 39(</name>
        <lei>254900UTQO35BUTIHC49</lei>
        <title>Golub Capital Partners CLO Ltd.</title>
        <cusip>38176LAG6</cusip>
        <identifiers>
          <isin value="US38176LAG68"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2426872.25000000</valUSD>
        <pctVal>0.318906104359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.41840000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TITAN US FINCO LLC</name>
        <lei>N/A</lei>
        <title>Titan US Finco Llc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAQ9051PAD77"/>
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        <balance>1772193.66750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1732319.31000000</valUSD>
        <pctVal>0.227637529193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.22000000</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>AMERICAN ROCK SALT COMPANY LLC</name>
        <lei>N/A</lei>
        <title>American Rock Salt Company LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX171559 1"/>
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        <balance>1887045.51460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1870533.87000000</valUSD>
        <pctVal>0.245799781819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>Nassau 2019 CFO LLC</name>
        <lei>N/A</lei>
        <title>Nassau LLC</title>
        <cusip>63172DAA9</cusip>
        <identifiers>
          <isin value="US63172DAA90"/>
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        <balance>1851867.05320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1884099.54000000</valUSD>
        <pctVal>0.247582395211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.98000000</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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WVQ27"/>
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        <balance>-5292223.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-5292223.51000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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            <repurchaseCollateral>
              <principalAmt>10250000.00000000</principalAmt>
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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>1469202.07260000</balance>
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        <curCd>USD</curCd>
        <valUSD>1307589.84000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
        <title>SHO Holding I Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US82488HAC51"/>
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        <balance>1285712.83660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>964284.63000000</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>2024-04-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.12000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRUDENTIAL FINANCIAL INC</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>Prudential Financial, Inc.</title>
        <cusip>744320888</cusip>
        <identifiers>
          <isin value="US7443208886"/>
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        <balance>140000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3592400.00000000</valUSD>
        <pctVal>0.472063698161</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>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France S.A.</title>
        <cusip>67054KAA7</cusip>
        <identifiers>
          <isin value="US67054KAA79"/>
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        <balance>1660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1743000.00000000</valUSD>
        <pctVal>0.229041038274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</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 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="3.30370000"/>
        <valUSD>52018.87000000</valUSD>
        <pctVal>0.006835602980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>635870.93000000</amtCurSold>
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            <amtCurPur>2271330.96000000</amtCurPur>
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            <settlementDt>2021-02-01</settlementDt>
            <unrealizedAppr>52018.87000000</unrealizedAppr>
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        <name>UNITED NATURAL FOODS INC</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>AGRIBANK FCB</name>
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        <name>HARSCO CORP</name>
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        <name>Morgan Stanley Capital Inc</name>
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        <name>Dreyfus Treasury Securities Ca</name>
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        <name>Dryden Senior Loan Fund</name>
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        <name>DOMINION WEB SOLUTIONS LLC</name>
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        <name>US FOODS HOLDING CORP</name>
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        <name>FDF Limited</name>
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        <name>2018-A LTCG SECURITIZATION ISS</name>
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        <name>UNITED AIR 2015-1 AA PTT</name>
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        <name>Invesco Advantage Municipal In</name>
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        <name>Goldman Sachs International</name>
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        <name>CCC Information Services, Inc.</name>
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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>Castlelake Aircraft Structured</name>
        <lei>N/A</lei>
        <title>Castlelake Aircraft Securitization Trust</title>
        <cusip>14856CAA7</cusip>
        <identifiers>
          <isin value="US14856CAA71"/>
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        <balance>3543999.29080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3349080.75000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLD PARENT LP</name>
        <lei>VPQEY6SB0BUIVT13IV95</lei>
        <title>Examworks Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX153176 1"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>386438.84000000</valUSD>
        <pctVal>0.050780466519</pctVal>
        <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>3.39000000</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>CONSTELLATION (BC) SARL</name>
        <lei>N/A</lei>
        <title>Diamond (BC) BV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN2611UAC98"/>
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        <balance>1730313.62600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1691744.94000000</valUSD>
        <pctVal>0.222305804677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ace Securities Corp.</name>
        <lei>N/A</lei>
        <title>ACE Securities Corporation Home Equity Loan Trust Series</title>
        <cusip>00442JAC8</cusip>
        <identifiers>
          <isin value="US00442JAC80"/>
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        <balance>1502264.97870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>921517.58000000</valUSD>
        <pctVal>0.121093140167</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>0.35010000</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>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands, Inc.</title>
        <cusip>988498AM3</cusip>
        <identifiers>
          <isin value="US988498AM33"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221500.00000000</valUSD>
        <pctVal>0.029106477325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</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>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>4950.22000000</valUSD>
        <pctVal>0.000650489689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GREENWAY HEALTH LLC (DELAWARE)</name>
        <lei>N/A</lei>
        <title>Greenway Health LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US39678DAC48"/>
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        <balance>974811.08660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>864657.43000000</valUSD>
        <pctVal>0.113621362890</pctVal>
        <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>
          <annualizedRt>4.75000000</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK821"/>
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        <balance>-91424.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-91424.49000000</valUSD>
        <pctVal>-0.01201374647</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>100000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GAVILAN RESOURCES LLC</name>
        <lei>N/A</lei>
        <title>Gavilan Resources LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US36808UAB70"/>
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        <balance>990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6187.50000000</valUSD>
        <pctVal>0.000813075974</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>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HAMILTON PROJECTS ACQUIROR LLC</name>
        <lei>N/A</lei>
        <title>Hamilton Projects Acquiror LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US14314VAB99"/>
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        <balance>4881125.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4864870.85000000</valUSD>
        <pctVal>0.639274280294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</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>
        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
        <title>SHO Holding I Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX189377 1"/>
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        <balance>13968.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10476.22000000</valUSD>
        <pctVal>0.001376640450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.12000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERILIFE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>AmeriLife Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03078CAE49"/>
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        <balance>99866.66990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97370.00000000</valUSD>
        <pctVal>0.012795023463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.14913000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
        <cusip>92926SAC0</cusip>
        <identifiers>
          <isin value="US92926SAC08"/>
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        <balance>1584831.67590000</balance>
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        <curCd>USD</curCd>
        <valUSD>802435.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.34010000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
        <cusip>302051BC0</cusip>
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          <isin value="US302051BC03"/>
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        <balance>791606.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000001314</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
          <isDefault>Y</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENGAGE LEARNING INC</name>
        <lei>549300BYGM0FWUSVXJ88</lei>
        <title>Cengage Learning, Inc.</title>
        <cusip>15137NAA1</cusip>
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          <isin value="US15137NAA19"/>
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        <balance>1416000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Military Housing B</name>
        <lei>549300ZG8WH0M4JSUM77</lei>
        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
        <cusip>35563CAY4</cusip>
        <identifiers>
          <isin value="US35563CAY49"/>
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        <balance>3635993.38170000</balance>
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        <curCd>USD</curCd>
        <valUSD>3543865.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.49200000</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>GLENN POOL OIL &amp; GAS TRUST II</name>
        <lei>N/A</lei>
        <title>Glenn Pool Oil &amp; Gas Trust</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US37875QAA40"/>
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        <balance>112498.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99811.23000000</valUSD>
        <pctVal>0.013115816265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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        <name>Southern Veterinary Partners LLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
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        <title>WaMu Asset-Backed Certificates WaMu Series</title>
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        <name>PACKAGING COORDINATORS MIDCO INC</name>
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        <name>SERVICE LOGIC ACQUISITION INC</name>
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        <title>Service Logic Acquisition, Inc.</title>
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      <invstOrSec>
        <name>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS, Inc.</title>
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          <isin value="US92556HAC16"/>
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        <balance>6390000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8149901.85000000</valUSD>
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        <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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH6WK250"/>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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        <name>Hertz Vehicle Financing LLC</name>
        <lei>N/A</lei>
        <title>Hertz Vehicle Financing LLC 2018-2</title>
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          <isin value="US42806DBV01"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>Barclays Bank plc</name>
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          <other otherDesc="Internal ID" value="CC.USD.GBP3"/>
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        <name>Venture CDO Ltd</name>
        <lei>549300ZVVNSDW7WU0O73</lei>
        <title>Venture XIII CLO Ltd.</title>
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        <curCd>USD</curCd>
        <valUSD>447300.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>CONFLUENT HEALTH LLC</name>
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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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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ICP INDUSTRIAL INC</name>
        <lei>N/A</lei>
        <title>ICP Industrial, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US44931VAB99"/>
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        <balance>510532.92620000</balance>
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        <curCd>USD</curCd>
        <valUSD>486282.61000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>METLIFE INC</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife, Inc.</title>
        <cusip>59156RCA4</cusip>
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        <balance>1820000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FINASTRA GROUP HOLDINGS LTD</name>
        <lei>N/A</lei>
        <title>Misys Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US02034DAC11"/>
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        <balance>1923344.12420000</balance>
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        <curCd>USD</curCd>
        <valUSD>1861277.81000000</valUSD>
        <pctVal>0.244583477980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <name>TK USA ENTERPRISES INC</name>
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        <curCd>USD</curCd>
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        <name>CATALOG INTERMEDIATE INC</name>
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        <title>Cambrex Corp.</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>Anchorage Credit Funding Ltd.</name>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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          <transCat>Reverse repurchase</transCat>
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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="US82988PAE88"/>
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        <balance>129729.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>126810.81000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Titan Energy LLC</name>
        <lei>N/A</lei>
        <title>Titan Energy LLC</title>
        <cusip>88829M105</cusip>
        <identifiers>
          <isin value="US88829M1053"/>
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        <balance>9603.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297.69000000</valUSD>
        <pctVal>0.000039118317</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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      <invstOrSec>
        <name>BY CROWN PARENT/BY BOND</name>
        <lei>N/A</lei>
        <title>BY Crown Parent LLC / BY Bond Finance, Inc.</title>
        <cusip>05608QAA5</cusip>
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          <isin value="US05608QAA58"/>
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        <balance>1175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1207312.50000000</valUSD>
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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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        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
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        <balance>-5700000.00000000</balance>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
        <cusip>N/A</cusip>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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          <transCat>Reverse repurchase</transCat>
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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>
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        <balance>2400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2330539.20000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNO FINANCIAL GROUP INC</name>
        <lei>11XPYHB76MPM4Y4P2897</lei>
        <title>CNO Financial Group, Inc.</title>
        <cusip>12621E301</cusip>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2099200.00000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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>180695.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2294826.50000000</valUSD>
        <pctVal>0.301554471726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pershing Square Tontine Holdin</name>
        <lei>549300ZDVEYEVCF35B08</lei>
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        <name>Airplanes Pass Through Trust</name>
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        <name>WCG PURCHASER CORP</name>
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        <name>KAISER ALUMINUM CORP</name>
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        <name>GOLD PARENT LP</name>
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        <title>Examworks Group, Inc.</title>
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        <name>Nuveen Taxable Municipal Incom</name>
        <lei>CGX4I2YMRMYU5022FW76</lei>
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        <lei>NU75S1Y8UH3706J5CS61</lei>
        <title>Zep, Inc.</title>
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        <name>WILTON RE LTD</name>
        <lei>5493004VQ9VSL29MT373</lei>
        <title>Wilton RE Ltd.</title>
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        <name>XPLORNET COMMUNICATIONS INC</name>
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        <title>Xplornet Communications Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.90000000</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>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
        <cusip>50077LAM8</cusip>
        <identifiers>
          <isin value="US50077LAM81"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1475442.44000000</valUSD>
        <pctVal>0.193882311171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LINCOLN NATIONAL CORP</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>Lincoln National Corp.</title>
        <cusip>534187BL2</cusip>
        <identifiers>
          <isin value="US534187BL23"/>
        </identifiers>
        <balance>2560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3186114.00000000</valUSD>
        <pctVal>0.418675191405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6T89M7"/>
        </identifiers>
        <balance>-316844.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-316844.91000000</valUSD>
        <pctVal>-0.04163539137</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="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>305000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>347029.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK2Y7"/>
        </identifiers>
        <balance>-259699.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-259699.95000000</valUSD>
        <pctVal>-0.03412618828</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>275000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>305937.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JACKSON MILL CLO LTD</name>
        <lei>635400GWSUQH85DLFS40</lei>
        <title>Jackson Mill CLO Ltd.</title>
        <cusip>468367AN7</cusip>
        <identifiers>
          <isin value="US468367AN74"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>958003.10000000</valUSD>
        <pctVal>0.125887564368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.08690000</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 Credit Allocation In</name>
        <lei>WU48CSUCFTU86AQUYZ93</lei>
        <title>BlackRock Credit Allocation Income Trust</title>
        <cusip>092508100</cusip>
        <identifiers>
          <isin value="US0925081004"/>
        </identifiers>
        <balance>118102.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1753814.70000000</valUSD>
        <pctVal>0.230462157101</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>CHENIERE ENERGY INC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>Cheniere Corpus Christi Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6SLAJ4"/>
        </identifiers>
        <balance>6200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6037746.00000000</valUSD>
        <pctVal>0.793397368144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKKN1"/>
        </identifiers>
        <balance>-925617.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-925617.54000000</valUSD>
        <pctVal>-0.12163190040</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>950000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1026000.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPSR16218"/>
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        <balance>761.24000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>761240.00000000</valUSD>
        <pctVal>0.100031669521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKKS0"/>
        </identifiers>
        <balance>-3397867.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3397867.80000000</valUSD>
        <pctVal>-0.44650095744</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3600000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3906000.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares Dynamic Credit Allocation</name>
        <lei>549300BZI16VZUT2N044</lei>
        <title>Ares Dynamic Credit Allocation Fund, Inc.</title>
        <cusip>04014F102</cusip>
        <identifiers>
          <isin value="US04014F1021"/>
        </identifiers>
        <balance>64996.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>878745.92000000</valUSD>
        <pctVal>0.115472678081</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>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
        <cusip>50077LAB2</cusip>
        <identifiers>
          <isin value="US50077LAB27"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>907754.00000000</valUSD>
        <pctVal>0.119284520170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</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>SOLERA PARENT HOLDING LLC</name>
        <lei>N/A</lei>
        <title>Solera LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US83421MAD02"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>691922.00000000</valUSD>
        <pctVal>0.090922853290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WVQA9"/>
        </identifiers>
        <balance>-1896009.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1896009.79000000</valUSD>
        <pctVal>-0.24914747612</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.96400000</repurchaseRt>
          <maturityDt>2021-01-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2500000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2395000.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHS INC</name>
        <lei>N/A</lei>
        <title>STS Operating, Inc. (SunSource)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US12508KAD90"/>
        </identifiers>
        <balance>2032592.21440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1925372.98000000</valUSD>
        <pctVal>0.253005981872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>PH ONSHORE GP ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6B3XG3"/>
        </identifiers>
        <balance>211000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227339.84000000</valUSD>
        <pctVal>0.029873868614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLP CAPITAL LP / FIN II</name>
        <lei>N/A</lei>
        <title>GLP Capital Limited Partnership / GLP Financing II, Inc.</title>
        <cusip>361841AL3</cusip>
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          <isin value="US361841AL38"/>
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        <balance>1050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1205400.00000000</valUSD>
        <pctVal>0.158397055384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</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>PATTERN ENERGY OP LP/PAT</name>
        <lei>N/A</lei>
        <title>Pattern Energy Operations Limited Partnership / Pattern Energy Operations, Inc.</title>
        <cusip>70339PAA7</cusip>
        <identifiers>
          <isin value="US70339PAA75"/>
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        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>882750.00000000</valUSD>
        <pctVal>0.115998839091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.BRL3"/>
        </identifiers>
        <balance>-4090000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.35530000"/>
        <valUSD>267248.63000000</valUSD>
        <pctVal>0.035118131780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A., New York</counterpartyName>
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            <amtCurPur>1024831.49000000</amtCurPur>
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            <settlementDt>2021-07-01</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SERVICE LOGIC ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>Service Logic Acquisition, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US81759AAB61"/>
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        <balance>22089.55200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21871.94000000</valUSD>
        <pctVal>0.002874108919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</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>GREEN ENERGY PARTNERS/STONEWALL LLC</name>
        <lei>N/A</lei>
        <title>Stonewall</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US39303NAB73"/>
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        <balance>977211.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>892927.26000000</valUSD>
        <pctVal>0.117336194339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-13</maturityDt>
          <couponKind>Variable</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>ASP CHROMAFLO HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>ASP Chromaflo Intermediate Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00215KAK25"/>
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        <balance>342561.12120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337422.70000000</valUSD>
        <pctVal>0.044339440932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>MAPS LTD</name>
        <lei>N/A</lei>
        <title>MAPS Ltd.</title>
        <cusip>55283LAA3</cusip>
        <identifiers>
          <isin value="US55283LAA35"/>
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        <balance>1344512.61830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1266124.44000000</valUSD>
        <pctVal>0.166376624395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45800000</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>RECORDED BOOKS INC</name>
        <lei>N/A</lei>
        <title>Recorded Books, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US37610GAB41"/>
        </identifiers>
        <balance>849112.19270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>831773.32000000</valUSD>
        <pctVal>0.109300186357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.40000000</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>EG GROUP LTD</name>
        <lei>2138003OUK4UQHRJLT65</lei>
        <title>EG Finco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX172074 1"/>
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        <balance>249504.95000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.83790000"/>
        <valUSD>287226.97000000</valUSD>
        <pctVal>0.037743409884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP CAPITAL MARKETS PLC</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP Capital Markets plc</title>
        <cusip>05565QDV7</cusip>
        <identifiers>
          <isin value="US05565QDV77"/>
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        <balance>6750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7443900.00000000</valUSD>
        <pctVal>0.978174747452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.87500000</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>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6VSWK8"/>
        </identifiers>
        <balance>-4024754.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4024754.74000000</valUSD>
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        <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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <maturityDt>2021-01-06</maturityDt>
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            <repurchaseCollateral>
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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>
      <invstOrSec>
        <name>UNITED AIRLINES HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Mileage Plus Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US59921PAB22"/>
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        <balance>2250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2316487.50000000</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>2027-06-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.25000000</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>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WW122"/>
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        <balance>-9355009.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-9355009.33000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="O2RNE8IBXP4R0TD8PU41" name="SOCIETE GENERALE"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US390607AE97"/>
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        <balance>1776000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1820400.00000000</valUSD>
        <pctVal>0.239211879560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First NLC Trust</name>
        <lei>N/A</lei>
        <title>First NLC Trust</title>
        <cusip>32115BAD2</cusip>
        <identifiers>
          <isin value="US32115BAD29"/>
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        <balance>1435178.82800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>910554.23000000</valUSD>
        <pctVal>0.119652487805</pctVal>
        <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>0.43010000</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>Falcon Aerospace Ltd</name>
        <lei>N/A</lei>
        <title>Falcon Aerospace Ltd.</title>
        <cusip>30605YAD3</cusip>
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          <isin value="US30605YAD31"/>
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        <balance>1138295.35330000</balance>
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        <curCd>USD</curCd>
        <valUSD>810504.31000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FDF Limited</name>
        <lei>254900VT795OQ64MDF49</lei>
        <title>FDF II Ltd.</title>
        <cusip>30258BAG6</cusip>
        <identifiers>
          <isin value="US30258BAG68"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2786151.30000000</valUSD>
        <pctVal>0.366117605588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.70000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TERRAFORM GLOBAL OPERATI</name>
        <lei>549300LC7QMVR79H5O86</lei>
        <title>Terraform Global Operating LLC</title>
        <cusip>88104UAC7</cusip>
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          <isin value="US88104UAC71"/>
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        <balance>2180000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2242675.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
        <cusip>78573NAB8</cusip>
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          <isin value="US78573NAB82"/>
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        <balance>475000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>477968.75000000</valUSD>
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          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>PQ GROUP HOLDINGS INC</name>
        <lei>2H1FRGMQKKSWC9PFJY28</lei>
        <title>PQ Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US69353FBA12"/>
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        <balance>698250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>696720.83000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HOST HOTELS &amp; RESORTS LP</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>Host Hotels &amp; Resorts, LP</title>
        <cusip>44107TAZ9</cusip>
        <identifiers>
          <isin value="US44107TAZ93"/>
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        <balance>3610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3706999.29000000</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>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>LCPR SR SECURED FIN DAC</name>
        <lei>549300LE5FM8IKMXSP90</lei>
        <title>LCPR Senior Secured Financing DAC</title>
        <cusip>50201DAA1</cusip>
        <identifiers>
          <isin value="US50201DAA19"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>815325.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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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>
        <name>BlackRock Debt Strategies Fund</name>
        <lei>Y02PFSGMGNYKWM70AJ95</lei>
        <title>BlackRock Debt Strategies Fund, Inc.</title>
        <cusip>09255R202</cusip>
        <identifiers>
          <isin value="US09255R2022"/>
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        <balance>58437.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>604238.58000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
        <cusip>62886EAV0</cusip>
        <identifiers>
          <isin value="US62886EAV02"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652470.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NFP CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP Corp.</title>
        <cusip>65342RAD2</cusip>
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          <isin value="US65342RAD26"/>
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        <balance>3225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3378187.50000000</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>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAST &amp; CREW PAYROLL LLC</name>
        <lei>N/A</lei>
        <title>Cast &amp; Crew Payroll LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US14835JAN00"/>
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        <balance>1981084.25560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1914836.80000000</valUSD>
        <pctVal>0.251621462305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.90000000</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>AIR CANADA 2020-2A PTT</name>
        <lei>N/A</lei>
        <title>Air Canada 2020-2 Class A Pass Through Trust</title>
        <cusip>00909DAA1</cusip>
        <identifiers>
          <isin value="US00909DAA19"/>
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        <balance>5400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5690093.94000000</valUSD>
        <pctVal>0.747713725700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>ICP INDUSTRIAL INC</name>
        <lei>N/A</lei>
        <title>ICP Industrial, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US44931VAD55"/>
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        <balance>1924882.56320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1833450.64000000</valUSD>
        <pctVal>0.240926814807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>WRENCH GROUP LLC</name>
        <lei>N/A</lei>
        <title>Wrench Group LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190555 1"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1795500.00000000</valUSD>
        <pctVal>0.235939864728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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          <other otherDesc="Internal ID" value="BGH6WVQD3"/>
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        <balance>-14116216.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-14116216.24000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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        <name>SIX FLAGS THEME PARKS</name>
        <lei>5493003MX0ZXTM8EVY68</lei>
        <title>Six Flags Theme Parks, Inc.</title>
        <cusip>83001WAC8</cusip>
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          <isin value="US83001WAC82"/>
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        <balance>1575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1707418.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>MIDWEST CONNECTOR CAPIT</name>
        <lei>N/A</lei>
        <title>Midwest Connector Capital Company LLC</title>
        <cusip>59833CAC6</cusip>
        <identifiers>
          <isin value="US59833CAC64"/>
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        <balance>1809000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1832359.64000000</valUSD>
        <pctVal>0.240783450623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WHQ69"/>
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        <balance>-768687.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-768687.05000000</valUSD>
        <pctVal>-0.10101025819</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
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              <principalAmt>950000.00000000</principalAmt>
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              <collateralVal>986670.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pro Mach Group, Inc.</name>
        <lei>N/A</lei>
        <title>Pro Mach Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX188850U 1"/>
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        <balance>-173384.61540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4117.88000000</valUSD>
        <pctVal>-0.00054111503</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <transCat>Reverse repurchase</transCat>
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        <name>MONROE CAPITAL CLO LTD</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Sapphire Aviation Finance I Li</name>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <name>ATD CORP</name>
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        <balance>425231.88600000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>ASTON FINCO SARL</name>
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        <valUSD>1658988.56000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>KDAC Aviation Finance Limited</name>
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        <title>KDAC Aviation Finance Ltd.</title>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.21200000</annualizedRt>
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        <name>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International, Inc.</title>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bank of America, N.A.</name>
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        <title>iShares iBoxx $ High Yield Corporate Bond ETF</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BILLIKEN BUYER INC</name>
        <lei>N/A</lei>
        <title>EyeCare Partners LLC</title>
        <cusip>N/A</cusip>
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          <couponKind>Variable</couponKind>
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        <name>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>S&amp;P 500 Index</title>
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          <other otherDesc="Internal ID" value="BGH6XYNR8"/>
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        <curCd>USD</curCd>
        <valUSD>-1469125.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale</title>
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        <issuerCat>CORP</issuerCat>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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      <invstOrSec>
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        <name>American Home Mortgage Assets</name>
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        <name>WEYERHAEUSER CO</name>
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        <name>RBC Capital Markets, LLC</name>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>449000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WVQG6"/>
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        <curCd>USD</curCd>
        <valUSD>-2736825.58000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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            <repurchaseCollateral>
              <principalAmt>3500000.00000000</principalAmt>
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              <collateralVal>3461150.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Apollo Aviation Securitization</name>
        <lei>N/A</lei>
        <title>AASET Trust</title>
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          <isin value="US00255UAB17"/>
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        <balance>1959012.34090000</balance>
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        <curCd>USD</curCd>
        <valUSD>1424185.71000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
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        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WX4H4"/>
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        <balance>-403622.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-403622.56000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.96400000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>532200.00000000</principalAmt>
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              <collateralVal>509847.60000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Capmark Military Housing Trust</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
        <cusip>14069BAA2</cusip>
        <identifiers>
          <isin value="US14069BAA26"/>
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        <balance>1570731.83600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1797988.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.74600000</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>IXIS Real Estate Capital Trust</name>
        <lei>N/A</lei>
        <title>IXIS Real Estate Capital Trust</title>
        <cusip>45073DAB4</cusip>
        <identifiers>
          <isin value="US45073DAB47"/>
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        <balance>2473692.63940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>843575.20000000</valUSD>
        <pctVal>0.110851026775</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>0.26010000</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>Hertz Vehicle Financing LLC</name>
        <lei>549300FPK70TCB78NG05</lei>
        <title>Hertz Vehicle Financing LLC</title>
        <cusip>42806DAU3</cusip>
        <identifiers>
          <isin value="US42806DAU37"/>
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        <balance>412011.08130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412293.64000000</valUSD>
        <pctVal>0.054177948008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HAMILTON BIDCO LTD</name>
        <lei>N/A</lei>
        <title>SLR Consulting Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX176021 1"/>
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        <balance>793980.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767954.23000000</valUSD>
        <pctVal>0.100913961093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.27000000</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>NUSTAR LOGISTICS LP</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>NuStar Logistics, LP</title>
        <cusip>67059TAH8</cusip>
        <identifiers>
          <isin value="US67059TAH86"/>
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        <balance>3600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3906000.00000000</valUSD>
        <pctVal>0.513272688180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>CITIZENS FINANCIAL GROUP</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
        <title>Citizens Financial Group, Inc.</title>
        <cusip>174610AH8</cusip>
        <identifiers>
          <isin value="US174610AH89"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2475000.00000000</valUSD>
        <pctVal>0.325230389976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.19350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK3H3"/>
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        <balance>-519337.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-519337.35000000</valUSD>
        <pctVal>-0.06824415711</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>600000.00000000</principalAmt>
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              <collateralVal>633720.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MAVERICK BIDCO INC</name>
        <lei>N/A</lei>
        <title>Maverick Bidco, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WXGY4 1"/>
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        <balance>-1227272.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-29734.61000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PCI PHARMA SERVICES</name>
        <lei>N/A</lei>
        <title>Packaging Coordinators Midco, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US69515EAB83"/>
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        <balance>1018699.38830000</balance>
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        <curCd>USD</curCd>
        <valUSD>1009357.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</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>
        <name>EIF CHANNELVIEW HOLDINGS II LLC</name>
        <lei>549300IBZIX0M6W75Q58</lei>
        <title>EIF Channelview Cogeneration LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US28249GAC06"/>
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        <balance>798583.31640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>795420.93000000</valUSD>
        <pctVal>0.104523256266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BEAR PARENT INC</name>
        <lei>N/A</lei>
        <title>Belk, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US07384DAC65"/>
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        <balance>565495.01060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183785.88000000</valUSD>
        <pctVal>0.024150607444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Applebees/IHOP Funding LLC</name>
        <lei>N/A</lei>
        <title>Applebee's Funding LLC / IHOP Funding LLC</title>
        <cusip>03789XAD0</cusip>
        <identifiers>
          <isin value="US03789XAD03"/>
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        <balance>7450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7279916.50000000</valUSD>
        <pctVal>0.956626295874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.19400000</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>NEW ENTERPRISE STONE &amp; L</name>
        <lei>549300O5DQ5Y61B8VF38</lei>
        <title>New Enterprise Stone &amp; Lime Company, Inc.</title>
        <cusip>644274AG7</cusip>
        <identifiers>
          <isin value="US644274AG71"/>
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        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2398000.00000000</valUSD>
        <pctVal>0.315112111177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>TRIPADVISOR INC</name>
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      <invstOrSec>
        <name>BCP IV GRAFTECH LP HOLDINGS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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          <transCat>Reverse repurchase</transCat>
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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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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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        <name>MIDCAP FUNDING XLVI TRUST</name>
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        <title>Midcap Funding XLVI Trust</title>
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          <other otherDesc="Internal ID" value="BGH6ULZA3"/>
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        <balance>9250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-10-29</maturityDt>
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      <invstOrSec>
        <name>FLIGHT BIDCO INC</name>
        <lei>N/A</lei>
        <title>Flight Bidco, Inc.</title>
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          <isin value="US33941LAC00"/>
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        <balance>443216.08670000</balance>
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        <curCd>USD</curCd>
        <valUSD>429502.98000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-07-23</maturityDt>
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      <invstOrSec>
        <name>Capital Automotive Reit</name>
        <lei>N/A</lei>
        <title>CARS-DB4, LP</title>
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          <isin value="US12510HAJ95"/>
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        <curCd>USD</curCd>
        <valUSD>2843011.88000000</valUSD>
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        <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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        <debtSec>
          <maturityDt>2039-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>ADT SECURITY CORP</name>
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        <issuerCat>CORP</issuerCat>
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        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp.</title>
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        <balance>1550000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <name>HOUGHTON MIFFLIN HARCOUR</name>
        <lei>549300DDRF1LRKBXUN11</lei>
        <title>Houghton Mifflin Harcourt Publishers, Inc.</title>
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        <balance>700000.00000000</balance>
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        <invCountry>US</invCountry>
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        <name>INDIGO NATURAL RES LLC</name>
        <lei>549300F7DOI6H6TA3C86</lei>
        <title>Indigo Natural Resources LLC</title>
        <cusip>45569LAA9</cusip>
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        <balance>655000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>AASET 2019-2 Trust</name>
        <lei>N/A</lei>
        <title>AASET Trust</title>
        <cusip>00038RAB2</cusip>
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        <balance>3857402.82160000</balance>
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        <curCd>USD</curCd>
        <valUSD>2808368.62000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-16</maturityDt>
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      <invstOrSec>
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      <invstOrSec>
        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>Assurant, Inc.</title>
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          <isin value="US04621XAJ72"/>
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      <invstOrSec>
        <name>PROAMPAC PG BORROWER LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>Nuveen AMT-Free Municipal Cred</name>
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          <isin value="US67071L1061"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Long Beach Mortgage Loan Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Treman Park CLO Ltd</name>
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        <title>Treman Park CLO Ltd.</title>
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        <balance>2000000.00000000</balance>
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      <invstOrSec>
        <name>MH SUB I LLC</name>
        <lei>N/A</lei>
        <title>Internet Brands, Inc.</title>
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          <isin value="US45567YAJ47"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2024-09-13</maturityDt>
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      <invstOrSec>
        <name>HIGGINBOTHAM INSURANCE AGENCY INC</name>
        <lei>N/A</lei>
        <title>Higginbotham</title>
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          <other otherDesc="Internal ID" value="BGH6XV537 1"/>
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        <balance>2926300.58000000</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>2026-11-18</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>NORANDA ALUMINUM HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Noranda Aluminum Acquisition Corp.</title>
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          <isin value="US65543BAE20"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nuveen AMT-Free Quality Munici</name>
        <lei>549300OTYQOOXS64NI63</lei>
        <title>Nuveen AMT-Free Quality Municipal Income Fund</title>
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          <isin value="US6706571055"/>
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        <balance>29324.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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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>
        <valUSD>486103.78000000</valUSD>
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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>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>PARTNERRE FINANCE B LLC</name>
        <lei>549300O0FAGHK2F79881</lei>
        <title>PartnerRe Finance B LLC</title>
        <cusip>70213BAC5</cusip>
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          <isin value="US70213BAC54"/>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>986698.06000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2050-10-01</maturityDt>
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      <invstOrSec>
        <name>GREYSTAR REAL ESTATE PAR</name>
        <lei>254900HGC806SXAS4M46</lei>
        <title>Greystar Real Estate Partners LLC</title>
        <cusip>39807UAB2</cusip>
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          <isin value="US39807UAB26"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>459000.00000000</valUSD>
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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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      <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="US33941LAE65"/>
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        <balance>1300000.00000000</balance>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.65000000</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>NewStar Clarendon Fund CLO LLC</name>
        <lei>549300HC3VVP80NTKX35</lei>
        <title>NewStar Clarendon Fund CLO LLC</title>
        <cusip>65251QAG6</cusip>
        <identifiers>
          <isin value="US65251QAG64"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1464735.00000000</valUSD>
        <pctVal>0.192475286974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56480000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQ1H2"/>
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        <balance>-1022447.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1022447.13000000</valUSD>
        <pctVal>-0.13435591063</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="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1099400.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MCGRAW-HILL GLOBAL ED</name>
        <lei>N/A</lei>
        <title>McGraw-Hill Global Education Holdings LLC / McGraw-Hill Global Education Finance</title>
        <cusip>580638AC8</cusip>
        <identifiers>
          <isin value="US580638AC80"/>
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        <balance>630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>562407.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</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>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France S.A.</title>
        <cusip>02156LAE1</cusip>
        <identifiers>
          <isin value="US02156LAE11"/>
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        <balance>1850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1912419.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>N/A</lei>
        <title>S&amp;P 500 Index Mini Futures Contracts</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ESZ0"/>
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        <balance>322.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4012867.50000000</valUSD>
        <pctVal>0.527315742201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>S&amp;P 500 INDEX</indexName>
                <indexIdentifier>US78378X1072</indexIdentifier>
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            <curCd>USD</curCd>
            <unrealizedAppr>4012867.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HAWK HOLDING COMPANY LLC</name>
        <lei>549300C5O4FSVNUEI843</lei>
        <title>Alterra Mountain Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX188224 1"/>
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        <balance>3345250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3345250.00000000</valUSD>
        <pctVal>0.439586651340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</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>
        <name>1A SMART START LLC</name>
        <lei>N/A</lei>
        <title>1A Smart Start LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US68246UAH77"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1250000.00000000</valUSD>
        <pctVal>0.164257772715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WGRV5"/>
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        <balance>-98235.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-98235.80000000</valUSD>
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        <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="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>115000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MIDAS INTERMEDIATE HOLDCO II LLC</name>
        <lei>549300O5UULN1EULDF23</lei>
        <title>Midas Intermediate Holdco II LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US59562TAK88"/>
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        <balance>1755667.28600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1660299.44000000</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>2021-08-18</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JELD-WEN INC</name>
        <lei>549300XWE6NM0N1HFW16</lei>
        <title>JELD-WEN, Inc.</title>
        <cusip>475795AE0</cusip>
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          <isin value="US475795AE07"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1454625.00000000</valUSD>
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        <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>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
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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>
        <name>Western Asset High Income Oppo</name>
        <lei>549300S7N70O2ERKYG47</lei>
        <title>Western Asset High Income Opportunity Fund, Inc.</title>
        <cusip>95766K109</cusip>
        <identifiers>
          <isin value="US95766K1097"/>
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        <balance>58015.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292395.60000000</valUSD>
        <pctVal>0.038422600006</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>
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      <invstOrSec>
        <name>BOXER PARENT CO INC</name>
        <lei>5493006T045HLTF7YX04</lei>
        <title>Boxer Parent Company, Inc.</title>
        <cusip>103186AB8</cusip>
        <identifiers>
          <isin value="US103186AB88"/>
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        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1188657.25000000</valUSD>
        <pctVal>0.156196953925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</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>CPM HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CPM Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US12654NAC74"/>
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        <balance>419105.20080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399721.59000000</valUSD>
        <pctVal>0.052525902463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.90000000</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>RXR REALTY LLC</name>
        <lei>N/A</lei>
        <title>RXR Realty LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6RM0H8"/>
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        <balance>4200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4303572.00000000</valUSD>
        <pctVal>0.565516121151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WVQF8"/>
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        <balance>-1945478.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1945478.99000000</valUSD>
        <pctVal>-0.25564803660</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.96400000</repurchaseRt>
          <maturityDt>2021-01-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3244000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3203534.40000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6T9LD1"/>
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        <balance>-3390304.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3390304.75000000</valUSD>
        <pctVal>-0.44550712564</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3610000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3707109.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ILLUMINATE BUYER/HLDG</name>
        <lei>N/A</lei>
        <title>Illuminate Buyer LLC / Illuminate Holdings IV, Inc.</title>
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      <invstOrSec>
        <name>CELTIC INTERMEDIATE CORP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>NEWMARK GROUP INC</name>
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      <invstOrSec>
        <name>SOTHEBY'S</name>
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        <name>Bank of America, N.A.</name>
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        <name>IRON MOUNTAIN INC</name>
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      <invstOrSec>
        <name>CSC HOLDINGS LLC</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>ENPRO INDUSTRIES INC</name>
        <lei>549300Y5CFT2LKCFDN54</lei>
        <title>EnPro Industries, Inc.</title>
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          <isin value="US29355XAG25"/>
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        <balance>115000.00000000</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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          <maturityDt>2026-10-15</maturityDt>
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      <invstOrSec>
        <name>Marathon CLO LTD</name>
        <lei>635400LRBGQZIPTCBI09</lei>
        <title>Marathon CLO V Ltd.</title>
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        <balance>2017730.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CLARIOS GLOBAL LP</name>
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        <title>Power Solutions (Panther)</title>
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        <name>Pershing Square Tontine Holdings, Ltd.</name>
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        <name>AUXEY BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
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        <name>OHA Credit Partners Ltd</name>
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        <debtSec>
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        <name>BIFM CA BUYER INC</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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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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      <invstOrSec>
        <name>BANK OF NY MELLON CORP</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corp.</title>
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        <balance>670000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>731975.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARENTZ MIDCO BV</name>
        <lei>N/A</lei>
        <title>Barentz Midco BV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190864 1"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1980000.00000000</valUSD>
        <pctVal>0.260184311981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>Avery Point CLO Ltd</name>
        <lei>N/A</lei>
        <title>Avery Point VI CLO Ltd.</title>
        <cusip>05363LAY9</cusip>
        <identifiers>
          <isin value="US05363LAY92"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1973435.80000000</valUSD>
        <pctVal>0.259321735283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22480000</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>DP HOLDCO LP</name>
        <lei>N/A</lei>
        <title>Duff &amp; Phelps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US24440EAB39"/>
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        <balance>1995000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1986900.30000000</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>2027-04-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</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>BXMT Ltd</name>
        <lei>N/A</lei>
        <title>BXMT 2020-FL3 Ltd.</title>
        <cusip>05608XAJ1</cusip>
        <identifiers>
          <isin value="US05608XAJ19"/>
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        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2202533.74000000</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>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95000000</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>CHARTER NEX US HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Charter Nex US Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190926 1"/>
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        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3790500.00000000</valUSD>
        <pctVal>0.498095269981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</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>HAMILTON BIDCO LTD</name>
        <lei>N/A</lei>
        <title>SLR Consulting Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH62TZ17 1"/>
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        <balance>207744.01670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200934.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.47713000</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>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
        <title>RALI Series Trust</title>
        <cusip>75114NAB0</cusip>
        <identifiers>
          <isin value="US75114NAB01"/>
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        <balance>1972036.87390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>691255.32000000</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>2046-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.38010000</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>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796A58</cusip>
        <identifiers>
          <isin value="US912796A585"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1999861.46000000</valUSD>
        <pctVal>0.262794231327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>717551.58650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>897278.69000000</valUSD>
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        <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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hertz Vehicle Financing LLC</name>
        <lei>549300FPK70TCB78NG05</lei>
        <title>Hertz Vehicle Financing II, LP</title>
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        <identifiers>
          <isin value="US428040CU15"/>
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        <balance>516631.66990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>517014.86000000</valUSD>
        <pctVal>0.067938967491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.96000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQQY8"/>
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        <balance>-741800.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-741800.87000000</valUSD>
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        <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">
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          <maturityDt>N/A</maturityDt>
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              <principalAmt>685000.00000000</principalAmt>
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              <collateralVal>782544.00000000</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>BCPE EAGLE INTERMEDIATE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>BCPE Eagle Buyer LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US05549DAB47"/>
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        <balance>1448954.77480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1408804.24000000</valUSD>
        <pctVal>0.185125637323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>REINSURANCE GRP OF AMER</name>
        <lei>LORM1GNEU1DKEW527V90</lei>
        <title>Reinsurance Group of America, Inc.</title>
        <cusip>759351AP4</cusip>
        <identifiers>
          <isin value="US759351AP49"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1099434.65000000</valUSD>
        <pctVal>0.144472549484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WVQ92"/>
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        <balance>-2064503.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2064503.38000000</valUSD>
        <pctVal>-0.27128858156</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <repurchaseRt>0.96400000</repurchaseRt>
          <maturityDt>2021-01-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3250000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2882300.00000000</collateralVal>
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              <invstCat>ABS</invstCat>
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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 USD / Deliver ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS13"/>
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        <balance>-4542661.92000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30370000"/>
        <valUSD>-52738.41000000</valUSD>
        <pctVal>-0.00693015501</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">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <amtCurSold>4542661.92000000</amtCurSold>
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            <amtCurPur>1323041.19000000</amtCurPur>
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            <settlementDt>2021-02-01</settlementDt>
            <unrealizedAppr>-52738.41000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WILLIAMS SCOTSMAN INTL</name>
        <lei>549300V3TCHCBOBTGH07</lei>
        <title>Williams Scotsman International, Inc.</title>
        <cusip>96950GAE2</cusip>
        <identifiers>
          <isin value="US96950GAE26"/>
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        <balance>3550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3692000.00000000</valUSD>
        <pctVal>0.485151757491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>LBC TANK TERMINAL HLDING</name>
        <lei>213800O43KFINF83HN59</lei>
        <title>LBC Tank Terminals Holding Netherlands BV</title>
        <cusip>50177WAA9</cusip>
        <identifiers>
          <isin value="US50177WAA99"/>
        </identifiers>
        <balance>1575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1575000.00000000</valUSD>
        <pctVal>0.206964793621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co.</title>
        <cusip>097023CW3</cusip>
        <identifiers>
          <isin value="US097023CW33"/>
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        <balance>9400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12431421.70000000</valUSD>
        <pctVal>1.633566112101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80500000</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>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WH1N9"/>
        </identifiers>
        <balance>-394262.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-394262.67000000</valUSD>
        <pctVal>-0.05180856643</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."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>475000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>504070.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>2488211.67610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>837751.76000000</valUSD>
        <pctVal>0.110085790548</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>0.21010000</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>PROJECT BOOST PURCHASER LLC</name>
        <lei>N/A</lei>
        <title>Project Boost Purchaser LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US74339NAB29"/>
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        <balance>1683000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1635674.04000000</valUSD>
        <pctVal>0.214937739758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.65000000</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>UNIT CORP</name>
        <lei>549300XGK22FZCTN8B67</lei>
        <title>Unit Corp.</title>
        <cusip>909218AB5</cusip>
        <identifiers>
          <isin value="US909218AB56"/>
        </identifiers>
        <balance>343000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41160.00000000</valUSD>
        <pctVal>0.005408679939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORT KNOX MILITARY HOUS</name>
        <lei>N/A</lei>
        <title>Fort Knox Military Housing Privatization Project</title>
        <cusip>347508AA1</cusip>
        <identifiers>
          <isin value="US347508AA18"/>
        </identifiers>
        <balance>1898069.85380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2174839.70000000</valUSD>
        <pctVal>0.285787460107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.81500000</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>CHEPLAPHARM ARZNEIMITTEL</name>
        <lei>529900ONXKBELT7EW052</lei>
        <title>Cheplapharm Arzneimittel GmbH</title>
        <cusip>16412EAA5</cusip>
        <identifiers>
          <isin value="US16412EAA55"/>
        </identifiers>
        <balance>1850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1912807.50000000</valUSD>
        <pctVal>0.251354799666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>ASP CHROMAFLO HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>ASP Chromaflo Dutch I B.V.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00215KAL08"/>
        </identifiers>
        <balance>445438.87880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438757.30000000</valUSD>
        <pctVal>0.057655437488</pctVal>
        <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>
          <annualizedRt>5.25000000</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>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6TPU37"/>
        </identifiers>
        <balance>-563625.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-563625.50000000</valUSD>
        <pctVal>-0.07406389542</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>500000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>574450.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAA Home Equity Trust</name>
        <lei>N/A</lei>
        <title>GSAA Home Equity Trust</title>
        <cusip>362256AB5</cusip>
        <identifiers>
          <isin value="US362256AB51"/>
        </identifiers>
        <balance>4619214.52370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1826952.47000000</valUSD>
        <pctVal>0.240072914863</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>0.32010000</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>AESF VI VERDI</name>
        <lei>N/A</lei>
        <title>Aesf Vi Verdi LP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6H9HF4"/>
        </identifiers>
        <balance>9000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.83790000"/>
        <valUSD>10688918.26000000</valUSD>
        <pctVal>1.404590324898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.15000000</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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WVQH4"/>
        </identifiers>
        <balance>-1164078.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1164078.41000000</valUSD>
        <pctVal>-0.15296714151</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.91400000</repurchaseRt>
          <maturityDt>2021-01-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1500000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1477800.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQQV4"/>
        </identifiers>
        <balance>-328563.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-328563.10000000</valUSD>
        <pctVal>-0.04317523440</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="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>630000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>562401.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460W537</cusip>
        <identifiers>
          <isin value="US74460W5379"/>
        </identifiers>
        <balance>16400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>435584.00000000</valUSD>
        <pctVal>0.057238446136</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>CHG HEALTHCARE SERVICES INC</name>
        <lei>N/A</lei>
        <title>CHG Healthcare Services, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US12541HAR49"/>
        </identifiers>
        <balance>744997.01580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>735498.30000000</valUSD>
        <pctVal>0.096649050075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-07</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>CHARLES SCHWAB CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>Charles Schwab Corp.</title>
        <cusip>808513BD6</cusip>
        <identifiers>
          <isin value="US808513BD67"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3345000.00000000</valUSD>
        <pctVal>0.439553799786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.37500000</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>DCG ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>DCG Acquisition Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US23308UAG94"/>
        </identifiers>
        <balance>1983108.32690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1913699.54000000</valUSD>
        <pctVal>0.251472019269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.65000000</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>DYNASTY PARENT HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>StandardAero</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185730 1"/>
        </identifiers>
        <balance>951923.07390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>886478.36000000</valUSD>
        <pctVal>0.116488768779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.72000000</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>ARAMARK SERVICES INC</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>Aramark Services, Inc.</title>
        <cusip>038522AQ1</cusip>
        <identifiers>
          <isin value="US038522AQ17"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115637.50000000</valUSD>
        <pctVal>0.015195486553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>2020-12-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Guggenheim Strategic Opportunities Fund</ncom:nameOfApplicant>
      <ncom:signature>John Sullivan</ncom:signature>
      <ncom:signerName>John Sullivan</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
