<SEC-DOCUMENT>0001752724-21-087140.txt : 20210428
<SEC-HEADER>0001752724-21-087140.hdr.sgml : 20210428
<ACCEPTANCE-DATETIME>20210428121200
ACCESSION NUMBER:		0001752724-21-087140
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20210228
FILED AS OF DATE:		20210428
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:		21862745

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

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

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	Claymore Strategic Opportunities Fund
		DATE OF NAME CHANGE:	20061113
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2225000.00000000</principalAmt>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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="BGH72UPW5"/>
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        <balance>-957146.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-957146.39000000</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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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1025000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1109152.50000000</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>GRINDING MED/MOLY-COP</name>
        <lei>N/A</lei>
        <title>Grinding Media Inc. / MC Grinding Media Canada Inc.</title>
        <cusip>398545AA1</cusip>
        <identifiers>
          <isin value="US398545AA16"/>
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        <balance>1330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1354937.50000000</valUSD>
        <pctVal>0.163294130737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</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>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX171345 1"/>
        </identifiers>
        <balance>861794.07070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>853330.32000000</valUSD>
        <pctVal>0.102841520613</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>7.75000000</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>PRESTIGE BRANDS INC</name>
        <lei>549300JBVP4J6D42I235</lei>
        <title>Prestige Brands, Inc.</title>
        <cusip>74112BAM7</cusip>
        <identifiers>
          <isin value="US74112BAM72"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>882045.00000000</valUSD>
        <pctVal>0.106302151609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX176294 1"/>
        </identifiers>
        <balance>300110.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298018.41000000</valUSD>
        <pctVal>0.035916532832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.99000000</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>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="BGH6WHLS6"/>
        </identifiers>
        <balance>-657050.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-657050.11000000</valUSD>
        <pctVal>-0.07918625513</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>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>825000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>858412.50000000</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>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="BGH727PX4"/>
        </identifiers>
        <balance>-1478908.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1478908.91000000</valUSD>
        <pctVal>-0.17823489636</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>1625000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1659775.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </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="BGH71RML0"/>
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        <balance>-14737762.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-14737762.62000000</valUSD>
        <pctVal>-1.77616320756</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>0.96000000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>20450000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>20425150.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSMONTAIGE PARTNERS</name>
        <lei>N/A</lei>
        <title>TransMontaigne Partners Limited Partnership / TLP Finance Corp.</title>
        <cusip>89376VAA8</cusip>
        <identifiers>
          <isin value="US89376VAA89"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251657.50000000</valUSD>
        <pctVal>0.030329216444</pctVal>
        <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>
          <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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DYAL CAPITAL PARTNERS III ISSUER (A)</name>
        <lei>N/A</lei>
        <title>Dyal Capital Partners III</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6PFY88"/>
        </identifiers>
        <balance>6350682.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6442884.16000000</valUSD>
        <pctVal>0.776482434318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamond Issuer LLC</name>
        <lei>N/A</lei>
        <title>Diamond Issuer LLC</title>
        <cusip>25267TAL5</cusip>
        <identifiers>
          <isin value="US25267TAL52"/>
        </identifiers>
        <balance>2700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2702357.10000000</valUSD>
        <pctVal>0.325682220461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.92700000</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>CONCORDE LUX</name>
        <lei>N/A</lei>
        <title>Concorde Lux</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192650 1"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.82810000"/>
        <valUSD>2418186.21000000</valUSD>
        <pctVal>0.291434560725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-18</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>
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      </invstOrSec>
      <invstOrSec>
        <name>QBE INSURANCE GROUP LTD</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE Insurance Group Ltd.</title>
        <cusip>74728GAE0</cusip>
        <identifiers>
          <isin value="US74728GAE08"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1027187.50000000</valUSD>
        <pctVal>0.123794411119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</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>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH71S0H1"/>
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        <balance>-6191460.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-6191460.70000000</valUSD>
        <pctVal>-0.74618142386</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="O2RNE8IBXP4R0TD8PU41" name="SOCIETE GENERALE"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.96300000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>7350000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>7318905.00000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FFL/EM HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Eyemart Express</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US30233FAF99"/>
        </identifiers>
        <balance>1989717.22180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1983907.25000000</valUSD>
        <pctVal>0.239096201745</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>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>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="BGH71RME6"/>
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        <balance>-2764113.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2764113.75000000</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>
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            <repurchaseCollateral>
              <principalAmt>3500000.00000000</principalAmt>
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              <invstCat>ABS</invstCat>
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        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hertz Vehicle Financing LLC</name>
        <lei>549300FPK70TCB78NG05</lei>
        <title>Hertz Vehicle Financing II, LP</title>
        <cusip>42806DBQ1</cusip>
        <identifiers>
          <isin value="US42806DBQ16"/>
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        <balance>181999.93880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182953.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.29000000</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>PERFORMANCE FOOD GROUP I</name>
        <lei>549300OMUOGBYK0FFO76</lei>
        <title>Performance Food Group, Inc.</title>
        <cusip>71376LAD2</cusip>
        <identifiers>
          <isin value="US71376LAD29"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480375.00000000</valUSD>
        <pctVal>0.057893753810</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>
          <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>CHEFS WAREHOUSE INC</name>
        <lei>N/A</lei>
        <title>Chefs' Warehouse, Inc., The</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX188522 1"/>
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        <balance>298496.24030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298496.24000000</valUSD>
        <pctVal>0.035974119868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.61000000</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>PACKERS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Packers Sanitation Services, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US69519UAC62"/>
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        <balance>1676371.94740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1676019.91000000</valUSD>
        <pctVal>0.201990286859</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>4.00000000</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>BUCKEYE PARTNERS LP</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP</title>
        <cusip>118230AN1</cusip>
        <identifiers>
          <isin value="US118230AN13"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>772500.00000000</valUSD>
        <pctVal>0.093100025643</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR1"/>
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        <balance>-8990000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.82810000"/>
        <valUSD>143113.61000000</valUSD>
        <pctVal>0.017247742085</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>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
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            <amtCurSold>8990000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>11007715.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-03-30</settlementDt>
            <unrealizedAppr>143113.61000000</unrealizedAppr>
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        </derivativeInfo>
        <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="BGH7068G4"/>
        </identifiers>
        <balance>-2310198.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2310198.32000000</valUSD>
        <pctVal>-0.27842009428</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>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2400000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2540400.00000000</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>SP PF PARENT CORP</name>
        <lei>N/A</lei>
        <title>SP PF Buyer LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX177388 1"/>
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        <balance>4240054.96640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4086352.97000000</valUSD>
        <pctVal>0.492478402968</pctVal>
        <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>4.61000000</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>PANDA HUMMEL STATION LLC</name>
        <lei>N/A</lei>
        <title>Panda Hummel</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US44541FAC41"/>
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        <balance>179081.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170958.49000000</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>2022-10-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROCHOICE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>PetroChoice Holdings</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US71645XAC39"/>
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        <balance>1998116.01710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1936514.10000000</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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          <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>PRINCESS JULIANA INTL</name>
        <lei>N/A</lei>
        <title>Princess Juliana International Airport Operating Company N.V.</title>
        <cusip>741771AA7</cusip>
        <identifiers>
          <isin value="US741771AA79"/>
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        <balance>1278332.81030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1149118.93000000</valUSD>
        <pctVal>0.138489322783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SX</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-20</maturityDt>
          <couponKind>Fixed</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>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>1211422.89410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1209908.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-11</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Lehman XS Trust</name>
        <lei>N/A</lei>
        <title>Lehman XS Trust Series</title>
        <cusip>52522GAC8</cusip>
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          <isin value="US52522GAC87"/>
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        <balance>3590152.29510000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.29760000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jol Air</name>
        <lei>549300TS4MUGCDXPW498</lei>
        <title>JOL Air Ltd.</title>
        <cusip>46651NAA2</cusip>
        <identifiers>
          <isin value="US46651NAA28"/>
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        <balance>1870241.89380000</balance>
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        <curCd>USD</curCd>
        <valUSD>1867670.87000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-15</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>TEXGEN POWER LLC</name>
        <lei>N/A</lei>
        <title>TexGen Power LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH5HADF7"/>
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        <balance>22219.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capmark Military Housing Trust</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
        <cusip>14070AAA1</cusip>
        <identifiers>
          <isin value="US14070AAA16"/>
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        <balance>469278.31630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500875.63000000</valUSD>
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        <assetCat>ABS-MBS</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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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>549300DDK3ZCQPZWVP70</lei>
        <title>Aspect Software, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX179024 1"/>
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        <curCd>USD</curCd>
        <valUSD>1595233.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Taco Bell Funding, LLC</name>
        <lei>N/A</lei>
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          <isin value="US87342RAD61"/>
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        <balance>977500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>985867.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>KRONOS ACQ  / KIK CUSTOM</name>
        <lei>N/A</lei>
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          <isin value="US50106GAF90"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1484625.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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          <other otherDesc="Internal ID" value="BGH6WQQW2"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>1450000.00000000</principalAmt>
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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>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6WQQS1"/>
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        <balance>-1429232.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1429232.29000000</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>1100000.00000000</principalAmt>
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              <collateralVal>1521410.00000000</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>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="BGH71RMW6"/>
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        <curCd>USD</curCd>
        <valUSD>-394770.93000000</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">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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            <repurchaseCollateral>
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              <invstCat>ABS</invstCat>
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        <securityLending>
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      <invstOrSec>
        <name>AI CONVOY LUXEMBOURG SA RL</name>
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        <title>AI Convoy Luxembourg S.A.R.L.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00135BAC72"/>
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        <balance>1488750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1486353.11000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TricorBraun Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>TricorBraun Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192255U 1"/>
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        <balance>-440703.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2182.85000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>DRYDEN SENIOR LOAN FUND DRSLF_15-37A</name>
        <lei>N/A</lei>
        <title>Dryden Senior Loan Fund</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USG2851JAC11"/>
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        <balance>2998799.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1476452.69000000</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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="US03078CAJ36"/>
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        <balance>997500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>995006.25000000</valUSD>
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        <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>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR PARENT INC</name>
        <lei>N/A</lei>
        <title>Belk, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH72LBK6 1"/>
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        <balance>53031.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47728.75000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2025-07-31</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DRIVE CHASSIS HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>Drive Chassis (DCLI)</title>
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          <other otherDesc="LoanX ID" value="LX179529 1"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>506250.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-10</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp.</title>
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          <isin value="US85172FAP45"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1612500.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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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="US57763RAA59"/>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>978500.00000000</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>8.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ORION ADVISOR SOLUTIONS INC</name>
        <lei>N/A</lei>
        <title>GT Polaris, Inc.</title>
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        <balance>1745625.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1752712.24000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STAR INTERMEDIATE III INC</name>
        <lei>RI37BMPWE56BCJ747E14</lei>
        <title>Dun &amp; Bradstreet</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US26483NAN03"/>
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        <balance>1736875.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1739046.09000000</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>
          <annualizedRt>3.36000000</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>OECONNECTION LLC</name>
        <lei>N/A</lei>
        <title>OEConnection LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX183122U 1"/>
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        <balance>-6071.42470000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Castlelake Aircraft Securitiza</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>MCGRAW HILL LLC</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>ALLIANZ SE</name>
        <lei>529900K9B0N5BT694847</lei>
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          <isin value="US018820AA81"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
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          <maturityDt>N/A</maturityDt>
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          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>AMERICAN EQUITY INVESTME</name>
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        <title>American Equity Investment Life Holding Co.</title>
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          <isin value="US025676AM95"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2023-12-15</maturityDt>
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      <invstOrSec>
        <name>BOYD GAMING CORP</name>
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          <isin value="US103304BS93"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>PLANVIEW PARENT INC</name>
        <lei>N/A</lei>
        <title>Planview Parent, Inc.</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2027-12-17</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>BC CYAN PARENT INC</name>
        <lei>N/A</lei>
        <title>Blue Nile, Inc.</title>
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        <curCd>USD</curCd>
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          <maturityDt>2023-02-17</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TREEHOUSE FOODS INC</name>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <name>SELECTIVE INSURANCE GROU</name>
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        <name>ENDO FIN LLC/ENDO FINCO</name>
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      <invstOrSec>
        <name>Castlelake Aircraft Securitiza</name>
        <lei>549300MHTIBONNXM3R82</lei>
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        <name>HOUGHTON MIFFLIN HARCOURT CO</name>
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        <title>Houghton Mifflin Co.</title>
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        <name>BP HOLDCO LLC</name>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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        <name>K&amp;N PARENT INC</name>
        <lei>N/A</lei>
        <title>K &amp; N Parent, Inc.</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FT 1 INC</name>
        <lei>5493002GPK5LQJ7QPJ51</lei>
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          <other otherDesc="Internal ID" value="BGH4ENSN2"/>
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        <balance>12989.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26704.85000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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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>
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        <curCd>USD</curCd>
        <valUSD>1848437.50000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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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="BGH6T8C43"/>
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        <balance>-2076270.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2076270.68000000</valUSD>
        <pctVal>-0.25022764213</pctVal>
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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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>2000000.00000000</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>SUBURBAN PROPANE PARTNRS</name>
        <lei>N/A</lei>
        <title>Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.</title>
        <cusip>864486AK1</cusip>
        <identifiers>
          <isin value="US864486AK16"/>
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        <balance>610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637312.75000000</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>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</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>TEAMSYSTEM SPA</name>
        <lei>N/A</lei>
        <title>TeamSystem SpA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2295692102"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.82810000"/>
        <valUSD>2052892.16000000</valUSD>
        <pctVal>0.247410113577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</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>
      <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>-146035.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-146035.00000000</valUSD>
        <pctVal>-0.01759982167</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>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>150000.00000000</principalAmt>
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              <collateralVal>165570.00000000</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>
      <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="BGH6WH133"/>
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        <balance>-805201.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-805201.22000000</valUSD>
        <pctVal>-0.09704110579</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>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1076200.00000000</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>NES GLOBAL TALENT HOLDINGS LTD</name>
        <lei>N/A</lei>
        <title>NES Global Talent</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX173495 1"/>
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        <balance>710798.19650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653934.34000000</valUSD>
        <pctVal>0.078810749285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-11</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>
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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="US82488HAB78"/>
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        <balance>-499999.99860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-55000.00000000</valUSD>
        <pctVal>-0.00662848079</pctVal>
        <payoffProfile>Short</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>0.69800000</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>Newstar Trust</name>
        <lei>549300HA6DDD2ONJSM48</lei>
        <title>Newstar Commercial Loan Funding LLC</title>
        <cusip>65252AAJ4</cusip>
        <identifiers>
          <isin value="US65252AAJ43"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001890.20000000</valUSD>
        <pctVal>0.241263467902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.33860000</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>BCPE EMPIRE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>BCPE Empire Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX191227 1"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2003760.00000000</valUSD>
        <pctVal>0.241488812145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</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>Higginbotham</name>
        <lei>N/A</lei>
        <title>Higginbotham</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190965U 1"/>
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        <balance>-823699.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5346.80000000</valUSD>
        <pctVal>-0.00064438474</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</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>
      <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="BGH72F971"/>
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        <balance>-4481402.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4481402.34000000</valUSD>
        <pctVal>-0.54008889679</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>0.60000000</repurchaseRt>
          <maturityDt>2021-05-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4250000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4900675.00000000</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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          <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>1649119.90690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1683202.10000000</valUSD>
        <pctVal>0.202855868831</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>0.32760000</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>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>1216133.33380000</balance>
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        <curCd>USD</curCd>
        <valUSD>79048.67000000</valUSD>
        <pctVal>0.009526774374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</annualizedRt>
          <isDefault>Y</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>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>1612530.00000000</valUSD>
        <pctVal>0.194338620517</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>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>3034750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3057510.63000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-25</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>JETBLUE AIRWAYS CORP</name>
        <lei>N/A</lei>
        <title>JetBlue Class A Pass Through Trust</title>
        <cusip>477164AA5</cusip>
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          <isin value="US477164AA59"/>
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        <balance>1710000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1870840.21000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AMC NETWORKS INC</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC Networks, Inc.</title>
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          <isin value="US00164VAF04"/>
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        <balance>2650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2601505.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AP VIII DUKE HOLDINGS GP LLC</name>
        <lei>N/A</lei>
        <title>Vectra Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US92243BAC37"/>
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        <balance>540924.31380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>535006.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.36000000</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>BIDFAIR LTD</name>
        <lei>N/A</lei>
        <title>Sotheby's</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US08883CAB46"/>
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        <balance>344896.75810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347626.62000000</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>2027-01-15</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>
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      <invstOrSec>
        <name>TCB HOLDINGS I CORP</name>
        <lei>N/A</lei>
        <title>TricorBraun Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US89612HAC97"/>
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        <balance>2070162.57310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2067243.64000000</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>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>549300SCEOLR3BTPYX35</lei>
        <title>Babson CLO Ltd.</title>
        <cusip>05618HAE5</cusip>
        <identifiers>
          <isin value="US05618HAE53"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309600.00000000</valUSD>
        <pctVal>0.037312320956</pctVal>
        <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>
          <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>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>4127555.88000000</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>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="BGH71RMQ9"/>
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        <balance>-391640.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-391640.87000000</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">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.91000000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>500000.00000000</principalAmt>
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              <invstCat>ABS</invstCat>
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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>912796D71</cusip>
        <identifiers>
          <isin value="US912796D712"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2499893.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-06</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>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>-0.04000000</valUSD>
        <pctVal>-0.00000000482</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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>648227.65110000</balance>
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        <curCd>USD</curCd>
        <valUSD>605425.78000000</valUSD>
        <pctVal>0.072964602774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.63100000</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>AMN HEALTHCARE INC</name>
        <lei>549300H27NUKBFFQEE84</lei>
        <title>AMN Healthcare, Inc.</title>
        <cusip>00175PAB9</cusip>
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          <isin value="US00175PAB94"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1245000.00000000</valUSD>
        <pctVal>0.150044701521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</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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      <invstOrSec>
        <name>Unit Corp</name>
        <lei>549300XGK22FZCTN8B67</lei>
        <title>Unit Corp.</title>
        <cusip>909218406</cusip>
        <identifiers>
          <isin value="US9092184061"/>
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        <balance>5556.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75006.00000000</valUSD>
        <pctVal>0.009039560548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INFORMATICA HOLDCO 2 LLC</name>
        <lei>5493007SV33RZV7RPS40</lei>
        <title>Informatica LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185673 1"/>
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        <balance>1191000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1187998.68000000</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>2027-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.36000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLD PARENT LP</name>
        <lei>VPQEY6SB0BUIVT13IV95</lei>
        <title>Examworks Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX153176U 1"/>
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        <balance>-1499999.99980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-96804.00000000</valUSD>
        <pctVal>-0.01166660826</pctVal>
        <payoffProfile>Short</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>0.52921000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Marathon CRE Issuer Ltd</name>
        <lei>N/A</lei>
        <title>Marathon CRE Ltd.</title>
        <cusip>565780AJ2</cusip>
        <identifiers>
          <isin value="US565780AJ23"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2952486.90000000</valUSD>
        <pctVal>0.355827321813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10830000</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>A10 Securitization</name>
        <lei>N/A</lei>
        <title>A10 Permanent Asset Financing LLC</title>
        <cusip>00216AAC1</cusip>
        <identifiers>
          <isin value="US00216AAC18"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270479.94000000</valUSD>
        <pctVal>0.032597656116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.24000000</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>API HOLDINGS III CORP</name>
        <lei>N/A</lei>
        <title>API Holdings III Corp.</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>CELTIC INTERMEDIATE CORP</name>
        <lei>N/A</lei>
        <title>Civitas Solutions, Inc.</title>
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          <isin value="US63689EAJ47"/>
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        <balance>2280659.25800000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2026-03-09</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MCG HILL/MCG GLB ED FIN</name>
        <lei>N/A</lei>
        <title>McGraw Hill LLC / McGraw-Hill Global Education Finance, Inc.</title>
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          <isin value="US58065PAA21"/>
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      <invstOrSec>
        <name>AES CORP/THE</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp.</title>
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          <isin value="US00130HCC79"/>
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        <balance>1430000.00000000</balance>
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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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          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENDO INTERNATIONAL PLC</name>
        <lei>N/A</lei>
        <title>Endo Luxembourg Finance Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAL2968EAB82"/>
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        <balance>2227345.17930000</balance>
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        <curCd>USD</curCd>
        <valUSD>2211575.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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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="BGH6U1EL6"/>
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        <balance>-1036300.65000000</balance>
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        <curCd>USD</curCd>
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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">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>1100000.00000000</principalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>MONROE CAPITAL CLO LTD</name>
        <lei>549300P18F17MYF55L44</lei>
        <title>Monroe Capital CLO Ltd.</title>
        <cusip>610333AY2</cusip>
        <identifiers>
          <isin value="US610333AY20"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1732653.13000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-22</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HAWAIIAN BRAND INTELLECT</name>
        <lei>N/A</lei>
        <title>Hawaiian Brand Intellectual Property Limited / HawaiianMiles Loyalty Ltd</title>
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        <identifiers>
          <isin value="US41984LAA52"/>
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        <balance>1650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1739727.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-20</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>SITUS AMC HOLDINGS CORPORATION</name>
        <lei>N/A</lei>
        <title>Situs AMC Holdings Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US82988PAD06"/>
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        <balance>1446918.91430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1419789.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</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>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>653691.61000000</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>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RS IVY HOLDCO INC</name>
        <lei>N/A</lei>
        <title>RS Ivy Holdco, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX191238 1"/>
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        <balance>3900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3929250.00000000</valUSD>
        <pctVal>0.473544693537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>Royalty Pharma plc</title>
        <cusip>78081BAF0</cusip>
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          <isin value="US78081BAF04"/>
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        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2032814.53000000</valUSD>
        <pctVal>0.244990401126</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <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="US03078CAC82"/>
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        <balance>1064433.15760000</balance>
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        <curCd>USD</curCd>
        <valUSD>1062655.55000000</valUSD>
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        <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>4.12000000</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>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"/>
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        <balance>434147.99520000</balance>
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        <curCd>USD</curCd>
        <valUSD>405928.38000000</valUSD>
        <pctVal>0.048921608527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</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>
        <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="BGH71RMJ5"/>
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        <balance>-2307663.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2307663.52000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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              <collateralVal>2906400.00000000</collateralVal>
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              <invstCat>ABS</invstCat>
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      <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"/>
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        <balance>1970000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1979850.00000000</valUSD>
        <pctVal>0.238607230769</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>4.62000000</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>ALPHA 3 BV</name>
        <lei>N/A</lei>
        <title>Alpha 3 B.V.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN0287GAB94"/>
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        <balance>396551.38070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396975.69000000</valUSD>
        <pctVal>0.047842649732</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>3044358.54880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1421175.68000000</valUSD>
        <pctVal>0.171277012622</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>0.33800000</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>494000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549575.00000000</valUSD>
        <pctVal>0.066233587822</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>
          <isin value="US47232UAF12"/>
        </identifiers>
        <balance>3940125.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3940125.00000000</valUSD>
        <pctVal>0.474855324966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>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>947958.07000000</valUSD>
        <pctVal>0.114245851942</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>2.64130000</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="BGH6WKK68"/>
        </identifiers>
        <balance>-2017172.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2017172.05000000</valUSD>
        <pctVal>-0.24310520334</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>1950000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2272530.00000000</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>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="BGH71RN21"/>
        </identifiers>
        <balance>-785330.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-785330.69000000</valUSD>
        <pctVal>-0.09464635259</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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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.86000000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>988600.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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"/>
        </identifiers>
        <balance>-4031490.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4031490.31000000</valUSD>
        <pctVal>-0.48586647409</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>4466000.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>iShares iBoxx $ High Yield Corporate Bond ETF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH72ACV5"/>
        </identifiers>
        <balance>11450.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8015.00000000</valUSD>
        <pctVal>-0.00096595042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>iShares iBoxx $ High Yield Corporate Bond ETF</indexName>
                <indexIdentifier>HYG</indexIdentifier>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0001M" floatingRtSpread="-0.75000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
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            <terminationDt>2021-03-08</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>989738.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8015.00000000</unrealizedAppr>
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        </derivativeInfo>
        <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"/>
        </identifiers>
        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371875.00000000</valUSD>
        <pctVal>0.044817568978</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"/>
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        <balance>-264100.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-264100.99000000</valUSD>
        <pctVal>-0.03182887888</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>300000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>326640.00000000</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>Peraton Corp.</name>
        <lei>N/A</lei>
        <title>Peraton Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX193024U 1"/>
        </identifiers>
        <balance>-2678209.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-11699.49000000</valUSD>
        <pctVal>-0.00140999717</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.50000000</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>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>-506349.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-506349.73000000</valUSD>
        <pctVal>-0.06102417197</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>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>500000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>574050.00000000</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>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>501872.70640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469250.98000000</valUSD>
        <pctVal>0.056553111030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</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>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>-2007618.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2007618.33000000</valUSD>
        <pctVal>-0.24195380971</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>2496000.00000000</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>2989569.90000000</valUSD>
        <pctVal>0.360296484597</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>3.92200000</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>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="BGH6WKKL5"/>
        </identifiers>
        <balance>-514786.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-514786.80000000</valUSD>
        <pctVal>-0.06204098936</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>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>490000.00000000</principalAmt>
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              <collateralVal>525525.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PARADOCS HOLDING SARL</name>
        <lei>N/A</lei>
        <title>Alter Domus</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192681 1"/>
        </identifiers>
        <balance>2800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2800000.00000000</valUSD>
        <pctVal>0.337449931133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-17</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>BOE HOLDING LLC</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>BWAY Holding Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US05604XAP15"/>
        </identifiers>
        <balance>690436.43390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>678160.47000000</valUSD>
        <pctVal>0.081730429963</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>3.44000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>1625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1722500.00000000</valUSD>
        <pctVal>0.207591966563</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>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="BGH6WKKH4"/>
        </identifiers>
        <balance>-596896.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-596896.98000000</valUSD>
        <pctVal>-0.07193673028</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>0.43000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>637000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>646809.80000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.BRL4"/>
        </identifiers>
        <balance>-4050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59880000"/>
        <valUSD>245998.24000000</valUSD>
        <pctVal>0.029647174695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>4050000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>965389.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>245998.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RATTLER MIDSTREAM LP</name>
        <lei>549300I45NRVEEN9M219</lei>
        <title>Rattler Midstream, LP</title>
        <cusip>75419TAA1</cusip>
        <identifiers>
          <isin value="US75419TAA16"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1303125.00000000</valUSD>
        <pctVal>0.157049800538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH71S0G3"/>
        </identifiers>
        <balance>-2250676.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2250676.07000000</valUSD>
        <pctVal>-0.27124660172</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="O2RNE8IBXP4R0TD8PU41" name="SOCIETE GENERALE"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.81300000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2700000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2683710.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLUE RIBBON LLC (USA)</name>
        <lei>N/A</lei>
        <title>Blue Ribbon LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX141535 1"/>
        </identifiers>
        <balance>420000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412725.60000000</valUSD>
        <pctVal>0.049740794748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</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>PELICAN PRODUCTS INC</name>
        <lei>5493008CRWH2WFODTF44</lei>
        <title>Pelican Products, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US70583GAW24"/>
        </identifiers>
        <balance>1864849.96260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1844653.64000000</valUSD>
        <pctVal>0.222313658493</pctVal>
        <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>
          <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="BGH72F989"/>
        </identifiers>
        <balance>-6528134.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-6528134.85000000</valUSD>
        <pctVal>-0.78675666270</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>2021-05-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6050000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6630880.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAVIS TIRE EXPRESS SERVICES CORP</name>
        <lei>N/A</lei>
        <title>Mavis Tire Express Services Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US57777PAE51"/>
        </identifiers>
        <balance>3300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3310329.00000000</valUSD>
        <pctVal>0.398953676099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>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>Bank of America, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>2Y-10 CMS CAP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6871R9"/>
        </identifiers>
        <balance>115500000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>654885.00000000</valUSD>
        <pctVal>0.078925320767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Bank of America, N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>2Y-10 CMS CAP</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <other otherDesc="Internal Identifier" value="2Y-10 CMS CAP"/>
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            </descRefInstrmnt>
            <shareNo>115500000</shareNo>
            <exercisePrice>0.60500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-07-29</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>475860.00000000</unrealizedAppr>
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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="BGH6YPVA4"/>
        </identifiers>
        <balance>-1551184.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1551184.05000000</valUSD>
        <pctVal>-0.18694533958</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>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1700000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1772250.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marathon CLO LTD</name>
        <lei>635400LRBGQZIPTCBI09</lei>
        <title>Marathon CLO V Ltd.</title>
        <cusip>56576UAC3</cusip>
        <identifiers>
          <isin value="US56576UAC36"/>
        </identifiers>
        <balance>3566667.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160143.35000000</valUSD>
        <pctVal>0.019300129438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-21</maturityDt>
          <couponKind>None</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Nuveen Quality Municipal Incom</name>
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        <cusip>67066V101</cusip>
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        <balance>24504.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>DXP ENTERPRISES INC</name>
        <lei>N/A</lei>
        <title>DXP Enterprises, Inc.</title>
        <cusip>N/A</cusip>
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        <balance>3900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3890250.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2027-12-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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        <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>1824636.67740000</balance>
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        <curCd>USD</curCd>
        <valUSD>1796500.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACADIA HEALTHCARE CO INC</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>Acadia Healthcare Company, Inc.</title>
        <cusip>00404AAJ8</cusip>
        <identifiers>
          <isin value="US00404AAJ88"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>600000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>SPORTRADAR CAPITAL SARL</name>
        <lei>N/A</lei>
        <title>Sportradar Capital S.A.R.L.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX190367 1"/>
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        <balance>3100000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.82810000"/>
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        <pctVal>0.452513098860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</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>MAVIS TIRE EXPRESS SERVICES CORP</name>
        <lei>N/A</lei>
        <title>Mavis Tire Express Services Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US57777PAB13"/>
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        <balance>492867.79480000</balance>
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        <curCd>USD</curCd>
        <valUSD>489294.50000000</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>2025-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</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>HARE TOPCO INC</name>
        <lei>N/A</lei>
        <title>Niacet B.V.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US65340MAP86"/>
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        <balance>706036.62420000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.82810000"/>
        <valUSD>839809.29000000</valUSD>
        <pctVal>0.101211995384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</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>
      <invstOrSec>
        <name>PANDA HUMMEL STATION LLC</name>
        <lei>N/A</lei>
        <title>Panda Hummel</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US44541FAB67"/>
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        <balance>1284639.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1220407.31000000</valUSD>
        <pctVal>0.147080843826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.87000000</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="BGH71ZHL8"/>
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        <balance>-222292.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-222292.73000000</valUSD>
        <pctVal>-0.02679023801</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>250000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>249375.00000000</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>
        <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>1682152.40020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1665852.34000000</valUSD>
        <pctVal>0.200764913361</pctVal>
        <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>3.36000000</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>THERMON GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Thermon Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US88362WAB28"/>
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        <balance>614123.00610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>611052.39000000</valUSD>
        <pctVal>0.073642709615</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-30</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>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="BGH71RMX4"/>
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        <balance>-1559592.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1559592.31000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <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>2000000.00000000</principalAmt>
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      <invstOrSec>
        <name>MP Clo VIII, LTD</name>
        <lei>549300D60LKSR31DKI65</lei>
        <title>MP CLO VIII Ltd.</title>
        <cusip>62481WAE7</cusip>
        <identifiers>
          <isin value="US62481WAE75"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1990466.60000000</valUSD>
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        <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>
          <annualizedRt>2.11900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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>2079187.50000000</valUSD>
        <pctVal>0.250579170960</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>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>549447.00000000</valUSD>
        <pctVal>0.066218161539</pctVal>
        <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>
          <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>084423870</cusip>
        <identifiers>
          <isin value="US0844238701"/>
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        <balance>126000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3176460.00000000</valUSD>
        <pctVal>0.382820074374</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>
      <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>-84045.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-84045.08000000</valUSD>
        <pctVal>-0.01012893087</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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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>JPMorgan Chase Bank, N.A.</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>SUBURBAN PROPANE PARTNRS</name>
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      <invstOrSec>
        <name>Cent CLO LP</name>
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        <name>TCB HOLDINGS I CORP</name>
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        <name>GREEN ENERGY PARTNERS/STONEWALL LLC</name>
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        <title>Panda Stonewall</title>
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        <name>Invesco Municipal Opportunity</name>
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        <title>Invesco Municipal Opportunity Trust</title>
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        <name>West CLO Ltd</name>
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        <name>PICASSO FINANCE SUB INC</name>
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      <invstOrSec>
        <name>Ace Securities Corp.</name>
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      <invstOrSec>
        <name>MDVIP LLC</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>ARMOR PARENT CORP</name>
        <lei>549300MC6XO5P96H8E79</lei>
        <title>Accuride Corp.</title>
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          <isin value="US00439CBC73"/>
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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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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Golub Capital Partners CLO Ltd</name>
        <lei>N/A</lei>
        <title>Golub Capital Partners CLO Ltd.</title>
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          <isin value="US38172XAN93"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <debtSec>
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      <invstOrSec>
        <name>MINISTRY BRANDS LLC</name>
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        <title>Ministry Brands LLC</title>
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          <other otherDesc="LoanX ID" value="LX168295 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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      <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="BGH72UPR6"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>COLOGIX HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Cologix Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US19521LAB99"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SIWF HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Springs Window Fashions</title>
        <cusip>N/A</cusip>
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          <isin value="US78489JAB08"/>
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        <balance>885526.06870000</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>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CENTURION PIPELINE COMPANY LLC</name>
        <lei>N/A</lei>
        <title>Centurion Pipe</title>
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          <isin value="US15643YAD85"/>
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        <curCd>USD</curCd>
        <valUSD>199500.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <name>OCULUS INTERMEDIATE INC</name>
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        <title>CNT Holdings I Corp.</title>
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        <name>Citibank, N.A.</name>
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        <name>WOLVERINE WORLD WIDE</name>
        <lei>549300OVC7PK14LQ8D87</lei>
        <title>Wolverine World Wide, Inc.</title>
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      <invstOrSec>
        <name>Diamond CLO 2019-1, LLC</name>
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        <title>Diamond CLO Ltd.</title>
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        <name>TRANSCENDIA HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Transcendia Holdings, Inc.</title>
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      <invstOrSec>
        <name>CHARLES SCHWAB CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>Charles Schwab Corp.</title>
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        <balance>2350000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>N/A</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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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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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>2320000.00000000</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>GI CHILL ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>California Cryobank</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX175095 1"/>
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        <balance>1517716.02070000</balance>
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        <curCd>USD</curCd>
        <valUSD>1520569.33000000</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>2025-08-06</maturityDt>
          <couponKind>Variable</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>
      <invstOrSec>
        <name>ORIGIN ENTERPRISES PLC</name>
        <lei>N/A</lei>
        <title>Valeo F1 Company Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX189487 1"/>
        </identifiers>
        <balance>4500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.71788000"/>
        <valUSD>6252785.98000000</valUSD>
        <pctVal>0.753572213693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-27</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>EG GROUP LTD</name>
        <lei>2138003OUK4UQHRJLT65</lei>
        <title>EG Finco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN2820EAC20"/>
        </identifiers>
        <balance>291042.66540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289692.23000000</valUSD>
        <pctVal>0.034913079665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</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>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec BRL / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.BRL.USD2"/>
        </identifiers>
        <balance>9970000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59880000"/>
        <valUSD>-156481.97000000</valUSD>
        <pctVal>-0.01885886785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, N.A.</counterpartyName>
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            <amtCurSold>1927426.68000000</amtCurSold>
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            <amtCurPur>9970000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2021-07-01</settlementDt>
            <unrealizedAppr>-156481.97000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SIMPLY GOOD FOODS CO</name>
        <lei>N/A</lei>
        <title>Atkins Nutritionals, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US04761PAF27"/>
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        <balance>848970.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>854276.31000000</valUSD>
        <pctVal>0.102955529277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-07</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="BGH73JH57"/>
        </identifiers>
        <balance>-1299501.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1299501.33000000</valUSD>
        <pctVal>-0.15661308368</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>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1500000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1484550.00000000</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>MILLENNIUM PARK TOPCO LLC</name>
        <lei>N/A</lei>
        <title>Market Track LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US57059FAF36"/>
        </identifiers>
        <balance>2074750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1971012.50000000</valUSD>
        <pctVal>0.237542154424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <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>CUSHMAN &amp; WAKEFIELD US</name>
        <lei>N/A</lei>
        <title>Cushman &amp; Wakefield US Borrower LLC</title>
        <cusip>23166MAA1</cusip>
        <identifiers>
          <isin value="US23166MAA18"/>
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        <balance>3150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3405307.50000000</valUSD>
        <pctVal>0.410400279058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</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>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="BGH6WRUV7"/>
        </identifiers>
        <balance>-899620.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-899620.31000000</valUSD>
        <pctVal>-0.10842028987</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>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
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              <collateralVal>992000.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
        <lei>N/A</lei>
        <title>Qlik Technologies, Inc. - Class A</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="QLIK"/>
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        <balance>55.84000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70772.64000000</valUSD>
        <pctVal>0.008529365176</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>
        </securityLending>
      </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="LX182748 1"/>
        </identifiers>
        <balance>207849.82010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206187.02000000</valUSD>
        <pctVal>0.024849212749</pctVal>
        <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>
          <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>PREGIS TOPCO LLC</name>
        <lei>N/A</lei>
        <title>Pregis TopCo Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US74045BAC19"/>
        </identifiers>
        <balance>1633500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1633500.00000000</valUSD>
        <pctVal>0.196865879466</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>3.86000000</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>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>2Y-10 CMS CAP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH687520"/>
        </identifiers>
        <balance>345300000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2569032.00000000</valUSD>
        <pctVal>0.309614168385</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Citibank, N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>2Y-10 CMS CAP</issueTitle>
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                  <cusip value="N/A"/>
                  <other otherDesc="Internal Identifier" value="2Y-10 CMS CAP"/>
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            </descRefInstrmnt>
            <shareNo>345300000</shareNo>
            <exercisePrice>0.39500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>1774842.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIRABELA NICKEL LTD</name>
        <lei>N/A</lei>
        <title>Mirabela Nickel Ltd.</title>
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        <name>KAR NUT PRODUCTS</name>
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        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
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        <name>KUVARE US HOLDINGS INC</name>
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        <title>Kuvare US Holdings, Inc.</title>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>QBE INSURANCE GROUP LTD</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE Insurance Group Ltd.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <name>NCR CORP</name>
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        <title>NCR Corp.</title>
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          <isin value="US62886EAZ16"/>
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        <name>ACADIA HEALTHCARE CO INC</name>
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        <title>Acadia Healthcare Company, Inc.</title>
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        <name>NFP CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP Corp.</title>
        <cusip>65342RAC4</cusip>
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        <curCd>USD</curCd>
        <valUSD>1708000.00000000</valUSD>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <name>CELTIC INTERMEDIATE CORP</name>
        <lei>N/A</lei>
        <title>National Mentor Holdings, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX192640 1"/>
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        <curCd>USD</curCd>
        <valUSD>129740.00000000</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>2028-02-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796A33</cusip>
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          <isin value="US912796A338"/>
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        <balance>4700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4699545.65000000</valUSD>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-27</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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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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        <name>Fortress Credit Opportunities</name>
        <lei>2549008RD44HDM6DNP14</lei>
        <title>Fortress Credit Opportunities IX CLO Ltd.</title>
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        <name>CLEARWATER PAPER CORP</name>
        <lei>549300HCVV19GXN4P292</lei>
        <title>Clearwater Paper Corp.</title>
        <cusip>18538RAJ2</cusip>
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          <isin value="US18538RAJ23"/>
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        <balance>1975000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2028-08-15</maturityDt>
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        <name>LSTAR Securities Investment Lt</name>
        <lei>N/A</lei>
        <title>LSTAR Securities Investment Limited</title>
        <cusip>54912VAA3</cusip>
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          <isin value="US54912VAA35"/>
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        <balance>3450444.83400000</balance>
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        <curCd>USD</curCd>
        <valUSD>3420664.73000000</valUSD>
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          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>PHM SF DUTCH BIDCO BV</name>
        <lei>N/A</lei>
        <title>PHM SF Dutch Bidco BV</title>
        <cusip>N/A</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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          <maturityDt>2028-01-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>KKR &amp; CO INC</name>
        <lei>N/A</lei>
        <title>Pearl Intermediate Parent LLC</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>799752.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
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          <isin value="US94988U1280"/>
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        <balance>148000.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>LUMMUS TECHNOLOGY HOLDINGS V LLC</name>
        <lei>N/A</lei>
        <title>Illuminate Buyer LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US45232UAB44"/>
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        <balance>1820437.50000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CBC INSURANCE REVENUE SECURITI</name>
        <lei>54930084NLD71YMN4154</lei>
        <title>CBC Insurance Revenue Securitization LLC</title>
        <cusip>12479MAH1</cusip>
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          <isin value="US12479MAH16"/>
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        <balance>324868.26450000</balance>
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        <curCd>USD</curCd>
        <valUSD>298009.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
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          <maturityDt>2046-07-15</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>HP COMMUNITIES LLC</name>
        <lei>N/A</lei>
        <title>HP Communities LLC</title>
        <cusip>44329HAV6</cusip>
        <identifiers>
          <isin value="US44329HAV69"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1223901.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.16000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>-27325.74000000</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>
      <invstOrSec>
        <name>Invesco Trust for Investment G</name>
        <lei>V0VF67S6NRLBDK357F71</lei>
        <title>Invesco Trust for Investment Grade Municipals</title>
        <cusip>46131M106</cusip>
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          <isin value="US46131M1062"/>
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        <balance>204113.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2700414.99000000</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>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WKK92"/>
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        <balance>-938803.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-938803.73000000</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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            <repurchaseCollateral>
              <principalAmt>950000.00000000</principalAmt>
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              <collateralVal>1027140.00000000</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>TECBID US INC</name>
        <lei>N/A</lei>
        <title>Tecbid US, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX165626 1"/>
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        <balance>988890.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>979001.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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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>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>
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        <curCd>USD</curCd>
        <valUSD>314368.71000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2048-12-13</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>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>2994300.30000000</valUSD>
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        <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>31.00000000</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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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>Assurant, Inc.</title>
        <cusip>04621X306</cusip>
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          <isin value="US04621X3061"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</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>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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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="US90351NAF24"/>
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        <balance>594000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>590394.42000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-02</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 (Barbados) Trading Bank Corporation</name>
        <lei>549300KQ38UGDJPWLM29</lei>
        <title>RBC (Barbados) Trading Bank Corporation</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH71CWU2"/>
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        <balance>-26410460.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-26410460.32000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <maturityDt>2021-04-21</maturityDt>
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            <repurchaseCollateral>
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              <invstCat>EQT</invstCat>
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        <securityLending>
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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>516965.40000000</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>
          <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="BGH71RMV8"/>
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        <balance>-3400356.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3400356.49000000</valUSD>
        <pctVal>-0.40980359406</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>
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            <repurchaseCollateral>
              <principalAmt>4500000.00000000</principalAmt>
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          </repurchaseCollaterals>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>POWDR CORP</name>
        <lei>549300XIF5ZPMVRIGO50</lei>
        <title>Powdr Corp.</title>
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          <isin value="US73900LAA98"/>
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        <curCd>USD</curCd>
        <valUSD>1907125.00000000</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>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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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        <curCd>USD</curCd>
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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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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>1825000.00000000</principalAmt>
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        <securityLending>
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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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        <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>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1400000.00000000</principalAmt>
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              <collateralVal>1428280.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <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>OREGON CLEAN ENERGY LLC</name>
        <lei>N/A</lei>
        <title>Oregon Clean Energy LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US68583LAF22"/>
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        <balance>2376767.14010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2377955.52000000</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>
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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>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>-6639499.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-6639499.97000000</valUSD>
        <pctVal>-0.80017814558</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>
              <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>6750000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>7246125.00000000</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>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>3000733.80000000</valUSD>
        <pctVal>0.361641933628</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>
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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.USD4"/>
        </identifiers>
        <balance>10509050.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30580000"/>
        <valUSD>235822.14000000</valUSD>
        <pctVal>0.028420773179</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>2947840.11000000</amtCurSold>
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            <amtCurPur>10509050.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2021-04-30</settlementDt>
            <unrealizedAppr>235822.14000000</unrealizedAppr>
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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="BGH70Y9M9"/>
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        <balance>-643445.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-643445.65000000</valUSD>
        <pctVal>-0.07754667510</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>685000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>795627.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>POST HOLDINGS INC</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>Post Holdings, Inc.</title>
        <cusip>737446AR5</cusip>
        <identifiers>
          <isin value="US737446AR57"/>
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        <balance>2300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2297263.00000000</valUSD>
        <pctVal>0.276861157551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</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>
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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>1578750.00000000</valUSD>
        <pctVal>0.190267528134</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>
        <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>250000.00000000</valUSD>
        <pctVal>0.030129458136</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>
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      </invstOrSec>
      <invstOrSec>
        <name>HAYWARD INDUSTRIES INC</name>
        <lei>N/A</lei>
        <title>Hayward Industries, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US421300AG98"/>
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        <balance>154405.38990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154244.81000000</valUSD>
        <pctVal>0.018589250182</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>3.61000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <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"/>
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        <balance>-2230075.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2230075.24000000</valUSD>
        <pctVal>-0.26876383434</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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          <maturityDt>N/A</maturityDt>
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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>
      <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>2408100.61500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2393049.99000000</valUSD>
        <pctVal>0.288405197972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</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>
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      </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>640740.00000000</valUSD>
        <pctVal>0.077220596026</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>
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      <invstOrSec>
        <name>ATD New Holdings Inc</name>
        <lei>5493001F45YR8KICVO87</lei>
        <title>ATD New Holdings, Inc.</title>
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          <isin value="US04683P1003"/>
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        <curCd>USD</curCd>
        <valUSD>560482.30000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OUTCOMES GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Outcomes Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US21652EAB20"/>
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        <balance>491968.61400000</balance>
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        <curCd>USD</curCd>
        <valUSD>485819.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-24</maturityDt>
          <couponKind>Variable</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="BGH6WK2L5"/>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>BIB MERCHANT VOUCHER RECEIVABLES LTD</name>
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        <title>Bib Merchant Voucher Receivables Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="US08866TAB89"/>
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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>3</fairValLevel>
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          <maturityDt>2028-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CP ATLAS BUYER INC</name>
        <lei>N/A</lei>
        <title>American Bath Group LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US12658HAC60"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-23</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>9127964N6</cusip>
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          <isin value="US9127964N64"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3999948.04000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-18</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>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="BGH71RN13"/>
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        <balance>-385665.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-385665.12000000</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">
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            <repurchaseCollateral>
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      <invstOrSec>
        <name>HAMPTON ROADS PPV LLC</name>
        <lei>N/A</lei>
        <title>Hampton Roads PPV LLC</title>
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          <isin value="US409322AD66"/>
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        <balance>4500000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HARE TOPCO INC</name>
        <lei>N/A</lei>
        <title>Niacet Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US65340MAN39"/>
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        <balance>1530465.42590000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <couponKind>Variable</couponKind>
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        <name>CHANGE HEALTH / FIN INC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>CLAROS MORTGAGE TRUST INC</name>
        <lei>N/A</lei>
        <title>Claros Mortgage Trust, Inc.</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>FERGUSON FINANCE PLC</name>
        <lei>2138003A7ZEU931DZL61</lei>
        <title>Ferguson Finance plc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

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        <name>HAH GROUP HOLDING COMPANY LLC</name>
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        <title>HAH Group Holding Co LLC</title>
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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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          <isin value="US93363XAA19"/>
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        <balance>1982638.57280000</balance>
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      <invstOrSec>
        <name>HAWK HOLDING COMPANY LLC</name>
        <lei>549300C5O4FSVNUEI843</lei>
        <title>Intrawest Resorts Holdings, Inc.</title>
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        <name>ANCHOR PACKAGING LLC</name>
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        <title>Anchor Packaging LLC</title>
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          <maturityDt>2026-07-20</maturityDt>
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      <invstOrSec>
        <name>DIVERSITECH HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Diversitech Holdings, Inc.</title>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-06-02</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CAMBRIDGE INFORMATION GROUP INC</name>
        <lei>549300HEWVTWR2ZQ4F35</lei>
        <title>ProQuest, LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US74347CAL46"/>
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        <curCd>USD</curCd>
        <valUSD>1556955.88000000</valUSD>
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        <assetCat>LON</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SNACKING INVESTMENTS BIDCO PTY LTD</name>
        <lei>N/A</lei>
        <title>Snacking Investments US LLC (Arnott's)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAQ8531PAE78"/>
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        <balance>1683000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1691415.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2026-12-18</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DELTA AIR LINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines, Inc.</title>
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          <isin value="US247361ZX93"/>
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        <balance>9635000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11190989.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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>Argent Securities Inc.</name>
        <lei>N/A</lei>
        <title>Ameriquest Mortgage Securities Trust</title>
        <cusip>03076MAC8</cusip>
        <identifiers>
          <isin value="US03076MAC82"/>
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        <balance>2145961.96430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>965926.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.21800000</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>PH OFFSHORE GP ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6B3XF5"/>
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        <balance>161000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171473.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-02</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>Voya CLO Ltd</name>
        <lei>N/A</lei>
        <title>Voya CLO Ltd.</title>
        <cusip>44986TAB8</cusip>
        <identifiers>
          <isin value="US44986TAB89"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>965667.00000000</valUSD>
        <pctVal>0.116380093802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Mortgage Loan T</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust</title>
        <cusip>61748JAB3</cusip>
        <identifiers>
          <isin value="US61748JAB35"/>
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        <balance>3386986.45340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1398993.06000000</valUSD>
        <pctVal>0.168603611340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.41800000</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 MuniVest Fund Inc</name>
        <lei>68LQJ5NLUNQI2T9OLL41</lei>
        <title>BlackRock MuniVest Fund, Inc.</title>
        <cusip>09253R105</cusip>
        <identifiers>
          <isin value="US09253R1059"/>
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        <balance>23747.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212773.12000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Lithia Motors Inc</name>
        <lei>SE8N1EZEHPZQBCBVKD53</lei>
        <title>Lithia Motors, Inc.</title>
        <cusip>536797AF0</cusip>
        <identifiers>
          <isin value="US536797AF03"/>
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        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498750.00000000</valUSD>
        <pctVal>0.060108268983</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>
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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="BGH6WK7Z9"/>
        </identifiers>
        <balance>-140501.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-140501.28000000</valUSD>
        <pctVal>-0.01693290973</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>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
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              <principalAmt>150000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>152820.00000000</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>
        <name>RADIATE HOLDCO / FINANCE</name>
        <lei>N/A</lei>
        <title>Radiate Holdco LLC / Radiate Finance, Inc.</title>
        <cusip>75026JAC4</cusip>
        <identifiers>
          <isin value="US75026JAC45"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1822500.00000000</valUSD>
        <pctVal>0.219643749817</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>
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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="BGH6WK565"/>
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        <balance>-139275.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-139275.81000000</valUSD>
        <pctVal>-0.01678521874</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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          <repurchaseRt>0.65000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>150000.00000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
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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="BGH6WQ1K5"/>
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        <balance>-1673030.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1673030.73000000</valUSD>
        <pctVal>-0.20163003736</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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              <collateralVal>1730000.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX171347U 1"/>
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        <balance>-41769.88740000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2653.01000000</valUSD>
        <pctVal>-0.00031973501</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.96441000</annualizedRt>
          <isDefault>N</isDefault>
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      <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"/>
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        <balance>1728125.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1728125.00000000</valUSD>
        <pctVal>0.208269879371</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>5.11000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX180803 1"/>
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        <balance>98081.67740000</balance>
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        <curCd>USD</curCd>
        <valUSD>97118.41000000</valUSD>
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        <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>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <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="BGH6WKKJ0"/>
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        <balance>-567439.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-567439.13000000</valUSD>
        <pctVal>-0.06838653405</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">
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            <repurchaseCollateral>
              <principalAmt>600000.00000000</principalAmt>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CONSTELLATION (BC) SARL</name>
        <lei>N/A</lei>
        <title>Diamond (BC) BV</title>
        <cusip>N/A</cusip>
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          <isin value="XAN2611UAE54"/>
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        <balance>3142125.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3134269.69000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PAINT INTERMEDIATE III LLC</name>
        <lei>N/A</lei>
        <title>WESCO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US69575EAB56"/>
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        <balance>1146914.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1143784.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>KENNEDY-WILSON INC</name>
        <lei>5EA4464UK7FM5QNNKL62</lei>
        <title>Kennedy-Wilson, Inc.</title>
        <cusip>489399AM7</cusip>
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          <isin value="US489399AM73"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2065000.00000000</valUSD>
        <pctVal>0.248869324210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</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>
      <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="BGH701PL5"/>
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        <balance>-1308610.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1308610.90000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1370000.00000000</principalAmt>
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              <collateralVal>1506589.00000000</collateralVal>
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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>
        <name>Cerberus</name>
        <lei>N/A</lei>
        <title>Cerberus Loan Funding XXX, LP</title>
        <cusip>15674JAC5</cusip>
        <identifiers>
          <isin value="US15674JAC53"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1999998.20000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.87800000</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>DIVERSITECH HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Diversitech Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US25536MAF86"/>
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        <balance>1396403.52110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1397101.72000000</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>2024-12-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</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>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"/>
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        <balance>2676653.62570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2589662.38000000</valUSD>
        <pctVal>0.312100497067</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>7.25000000</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>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
        <cusip>78573NAF9</cusip>
        <identifiers>
          <isin value="US78573NAF96"/>
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        <balance>2225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2391875.00000000</valUSD>
        <pctVal>0.288263590724</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>
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      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International, Inc.</title>
        <cusip>571903BD4</cusip>
        <identifiers>
          <isin value="US571903BD44"/>
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        <balance>490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564557.57000000</valUSD>
        <pctVal>0.068039254684</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOYNE USA INC</name>
        <lei>N/A</lei>
        <title>Boyne USA, Inc.</title>
        <cusip>103557AA2</cusip>
        <identifiers>
          <isin value="US103557AA23"/>
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        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1274269.50000000</valUSD>
        <pctVal>0.153572198221</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>62405TAN7</cusip>
        <identifiers>
          <isin value="US62405TAN72"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1684879.00000000</valUSD>
        <pctVal>0.203057965184</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>3.37400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec ILS / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.ILS.USD1"/>
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        <balance>2853775.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30580000"/>
        <valUSD>96654.71000000</valUSD>
        <pctVal>0.011648616154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <curPur>ILS</curPur>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BILLIKEN BUYER INC</name>
        <lei>N/A</lei>
        <title>EyeCare Partners LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US30233PAB67"/>
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        <balance>1739358.10270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1711528.37000000</valUSD>
        <pctVal>0.206269689496</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>3.86000000</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>PPP INTERMEDIATE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Permian Production Partners LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6Y8VU8"/>
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        <balance>86684.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.09000000</valUSD>
        <pctVal>0.000000010846</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>
        <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"/>
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        <balance>-1531208.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1531208.80000000</valUSD>
        <pctVal>-0.18453796575</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1750000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1848350.00000000</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>PROJECT BOOST PURCHASER LLC</name>
        <lei>N/A</lei>
        <title>Project Boost Purchaser LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US74339NAD84"/>
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        <balance>5336625.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5367737.52000000</valUSD>
        <pctVal>0.646908091594</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>
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          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>985000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>978026.20000000</valUSD>
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      <invstOrSec>
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      <invstOrSec>
        <name>GATX CORP</name>
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          <isin value="US361448BF99"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GRAFTECH FINANCE INC</name>
        <lei>1Z010BU876CF2HDBIN43</lei>
        <title>GrafTech Finance, Inc.</title>
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          <isin value="US384311AA42"/>
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        <curCd>USD</curCd>
        <valUSD>1479290.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley Capital Inc</name>
        <lei>N/A</lei>
        <title>Morgan Stanley ABS Capital I Incorporated Trust</title>
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          <isin value="US61753VAD47"/>
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        <curCd>USD</curCd>
        <valUSD>1491717.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</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="BGH6ZQV78"/>
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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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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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            <repurchaseCollateral>
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      <invstOrSec>
        <name>PGT INNOVATIONS INC</name>
        <lei>549300LRW9WM59C1S579</lei>
        <title>PGT Innovations, Inc.</title>
        <cusip>69344BAA3</cusip>
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          <isin value="US69344BAA35"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1060000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AVANTOR FUNDING INC</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>Avantor Funding, Inc.</title>
        <cusip>05352TAA7</cusip>
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          <isin value="US05352TAA79"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1772284.00000000</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>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FT GORDON HOUSING</name>
        <lei>N/A</lei>
        <title>Fort Gordon Housing LLC</title>
        <cusip>347382AC7</cusip>
        <identifiers>
          <isin value="US347382AC74"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>235988.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.32400000</annualizedRt>
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        <securityLending>
          <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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          <other otherDesc="Internal ID" value="BGH6TVAV4 1"/>
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        <balance>323.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>290.93000000</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>6.23000000</annualizedRt>
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      <invstOrSec>
        <name>LIBERTY LATIN AMERICA LTD</name>
        <lei>N/A</lei>
        <title>Liberty Cablevision of Puerto Rico LLC</title>
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        <curCd>USD</curCd>
        <valUSD>1209900.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Variable</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>
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        <name>CELTIC INTERMEDIATE CORP</name>
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      <invstOrSec>
        <name>UNITED WHOLESALE MTGE LL</name>
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        <title>United Wholesale Mortgage LLC</title>
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          <isin value="US91153LAA52"/>
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        <name>ZIGGO BOND CO BV</name>
        <lei>213800JYI4P7V5QDOG59</lei>
        <title>Ziggo Bond Company BV</title>
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        <name>AMWINS GROUP INC</name>
        <lei>549300SJE7MUB8NMRG61</lei>
        <title>AmWINS Group, Inc.</title>
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          <isin value="US031921AA74"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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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>3550996.26200000</balance>
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        <curCd>USD</curCd>
        <valUSD>1693649.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Argent Securities Inc.</name>
        <lei>N/A</lei>
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        <cusip>03076MAA2</cusip>
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          <isin value="US03076MAA27"/>
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        <curCd>USD</curCd>
        <valUSD>2949118.29000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
        <lei>N/A</lei>
        <title>Qlik Technologies, Inc. - Class B</title>
        <cusip>N/A</cusip>
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          <ticker value="QLIK"/>
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        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000001205</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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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>
        <valUSD>990375.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SJRW15297"/>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>BlackRock Taxable Municipal Bo</name>
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        <title>BlackRock Taxable Municipal Bond Trust</title>
        <cusip>09248X100</cusip>
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          <isin value="US09248X1000"/>
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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>SIWF HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Springs Window Fashions</title>
        <cusip>N/A</cusip>
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          <isin value="US78489JAD63"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1333125.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <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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          <other otherDesc="Internal ID" value="BGH6WQR01"/>
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        <balance>-1315288.30000000</balance>
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        <curCd>USD</curCd>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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      <invstOrSec>
        <name>ATD CORP</name>
        <lei>HZ8T88YVE2JVXJ0BTQ24</lei>
        <title>American Tire Distributors, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US03021BAE48"/>
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        <balance>81825.44800000</balance>
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        <curCd>USD</curCd>
        <valUSD>79729.08000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-02</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CAPSTONE ACQUISITION HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CapStone Acquisition Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190571 1"/>
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        <balance>4621600.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4653396.61000000</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>2027-11-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>013817AK7</cusip>
        <identifiers>
          <isin value="US013817AK77"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95000000</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>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>Macquarie Bank Ltd.</title>
        <cusip>556079AC5</cusip>
        <identifiers>
          <isin value="US556079AC52"/>
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        <balance>640000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>674927.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62400000</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>RECESS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Recess Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US72811HAC43"/>
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        <balance>295419.84360000</balance>
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        <curCd>USD</curCd>
        <valUSD>292220.45000000</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>2024-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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      <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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          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</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>245558.37440000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Cengage Learning Holdings II I</name>
        <lei>5493003VGPEJMW28UG24</lei>
        <title>Cengage Learning Holdings II, Inc.</title>
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          <isin value="US15136X1028"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <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>1672554.37400000</balance>
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        <curCd>USD</curCd>
        <valUSD>683458.24000000</valUSD>
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        <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>0.28760000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <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>
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        <curCd>USD</curCd>
        <valUSD>3842500.00000000</valUSD>
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        <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>
      <invstOrSec>
        <name>WYNDHAM HOTELS &amp; RESORTS</name>
        <lei>549300FE3MQ4RVXXC673</lei>
        <title>Wyndham Hotels &amp; Resorts, Inc.</title>
        <cusip>98311AAB1</cusip>
        <identifiers>
          <isin value="US98311AAB17"/>
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        <balance>1625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1659710.00000000</valUSD>
        <pctVal>0.200024651857</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>4.37500000</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.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.BRL6"/>
        </identifiers>
        <balance>-3100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.59880000"/>
        <valUSD>175571.62000000</valUSD>
        <pctVal>0.021159511099</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">
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              <counterpartyName>Citibank, N.A.</counterpartyName>
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            <amtCurSold>3100000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>726216.41000000</amtCurPur>
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            <unrealizedAppr>175571.62000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WOMENS CARE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Women's Care Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX191884 1"/>
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        <balance>4050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4050000.00000000</valUSD>
        <pctVal>0.488097221817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACADIA HEALTHCARE CO INC</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>Acadia Healthcare Company, Inc.</title>
        <cusip>00404AAN9</cusip>
        <identifiers>
          <isin value="US00404AAN90"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580250.00000000</valUSD>
        <pctVal>0.069930472335</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>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>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>2069207.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2066621.14000000</valUSD>
        <pctVal>0.249064700489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.71000000</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>PETSMART LLC</name>
        <lei>N/A</lei>
        <title>PetSmart LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192365 1"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2013120.00000000</valUSD>
        <pctVal>0.242616859058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</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>AUXEY BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX175460 1"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1190319.00000000</valUSD>
        <pctVal>0.143454665920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.52000000</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>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQBX6"/>
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        <balance>-1392159.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1392159.98000000</valUSD>
        <pctVal>-0.16778010334</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1575000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1697850.00000000</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MACQUARIE INFRASTRUCTURE CORPORATION</name>
        <lei>549300IFVVFYQ4SH7939</lei>
        <title>Atlantic Aviation FBO, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US04822DAJ81"/>
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        <balance>99240.51080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99322.88000000</valUSD>
        <pctVal>0.011970178219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.87000000</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>VENTURE GLOBAL LNG INC</name>
        <lei>N/A</lei>
        <title>Venture Global Calcasieu Pass LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX184853U 1"/>
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        <balance>-1874925.03430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-103120.88000000</valUSD>
        <pctVal>-0.01242790494</pctVal>
        <payoffProfile>Short</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>2.48000000</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>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>361696.84520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359807.47000000</valUSD>
        <pctVal>0.043363216418</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>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>ABG INTERMEDIATE HOLDINGS 2 LLC</name>
        <lei>N/A</lei>
        <title>Authentic Brands</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00076VAQ32"/>
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        <balance>1245876.25150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1248019.16000000</valUSD>
        <pctVal>0.150408564141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-27</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>
        <name>SUNOCO LOGISTICS PARTNER</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>Sunoco Logistics Partners Operations, LP</title>
        <cusip>86765BAN9</cusip>
        <identifiers>
          <isin value="US86765BAN91"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1081914.17000000</valUSD>
        <pctVal>0.130389950770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <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>PH ONSHORE IM ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6B3X81"/>
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        <balance>361000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384484.02000000</valUSD>
        <pctVal>0.046337180739</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CapStone Acquisition Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>CapStone Acquisition Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190572U 1"/>
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        <balance>-828400.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-7907.49000000</valUSD>
        <pctVal>-0.00095299355</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</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>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="BGH6WGSQ5"/>
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        <balance>-384554.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-384554.67000000</valUSD>
        <pctVal>-0.04634569532</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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          <repurchaseRt>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>400000.00000000</principalAmt>
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              <collateralVal>402520.00000000</collateralVal>
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              <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>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="BGH7068F6"/>
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        <balance>-3723211.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3723211.42000000</valUSD>
        <pctVal>-0.44871337045</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>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3740000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4492114.00000000</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>VERTICAL TOPCO SARL</name>
        <lei>N/A</lei>
        <title>Vertical (TK Elevator)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAD9000BAB80"/>
        </identifiers>
        <balance>997499.99990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1005230.62000000</valUSD>
        <pctVal>0.121148215532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.48000000</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="BGH73T6N8"/>
        </identifiers>
        <balance>-597012.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-597012.44000000</valUSD>
        <pctVal>-0.07195064527</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.25000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>788000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>784848.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQBB4"/>
        </identifiers>
        <balance>-474829.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-474829.50000000</valUSD>
        <pctVal>-0.05722542216</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>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>550000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>580250.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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="BGH71RMY2"/>
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        <balance>-1331572.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1331572.32000000</valUSD>
        <pctVal>-0.16047820988</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>0.96000000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4250000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4240450.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <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="BGH6WQQR3"/>
        </identifiers>
        <balance>-842355.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-842355.60000000</valUSD>
        <pctVal>-0.10151887114</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"/>
            </counterpartyInfos>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1416000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1405380.00000000</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>Wave USA</name>
        <lei>N/A</lei>
        <title>WAVE LLC</title>
        <cusip>94354KAA8</cusip>
        <identifiers>
          <isin value="US94354KAA88"/>
        </identifiers>
        <balance>2548471.07460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2540088.64000000</valUSD>
        <pctVal>0.306125977371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.59700000</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>CHECKERS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Checkers Drive-In Restaurants, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US16280UAB61"/>
        </identifiers>
        <balance>1288490.12880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1159641.12000000</valUSD>
        <pctVal>0.139757434315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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="BGH6T9N23"/>
        </identifiers>
        <balance>-166444.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-166444.97000000</valUSD>
        <pctVal>-0.02005958702</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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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>200000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>218760.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATHAN'S FAMOUS INC</name>
        <lei>54930034SKNSF1JIE673</lei>
        <title>Nathan's Famous, Inc.</title>
        <cusip>632347AC4</cusip>
        <identifiers>
          <isin value="US632347AC40"/>
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        <balance>2050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2101250.00000000</valUSD>
        <pctVal>0.253238095640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2471557.25000000</valUSD>
        <pctVal>0.297866722787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.09510000</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="BGH6Z9HL1"/>
        </identifiers>
        <balance>-1764548.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1764548.11000000</valUSD>
        <pctVal>-0.21265951364</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>1975000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2022597.50000000</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>CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1</name>
        <lei>N/A</lei>
        <title>Castlelake Aircraft Securitization Trust</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH5C4ZW5"/>
        </identifiers>
        <balance>3054104.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260874.85000000</valUSD>
        <pctVal>0.031440071488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-31</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PLAYPOWER INC</name>
        <lei>N/A</lei>
        <title>PlayPower, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US72813NAU90"/>
        </identifiers>
        <balance>1768520.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1737571.76000000</valUSD>
        <pctVal>0.209408382411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.74000000</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>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
        <title>First Republic Bank</title>
        <cusip>33616C746</cusip>
        <identifiers>
          <isin value="US33616C7469"/>
        </identifiers>
        <balance>158000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4011620.00000000</valUSD>
        <pctVal>0.483471747404</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>Bank of America, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS6"/>
        </identifiers>
        <balance>-4363200.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30580000"/>
        <valUSD>-27858.65000000</valUSD>
        <pctVal>-0.00335746411</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>Bank of America, N.A.</counterpartyName>
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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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        <isRestrictedSec>N</isRestrictedSec>
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      </invstOrSec>
      <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>CREDIT SUISSE SECURITIES (USA) LLC</name>
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          <other otherDesc="Internal ID" value="BGH6WK1M4"/>
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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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              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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              <principalAmt>500000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
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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>
        <valUSD>2999925.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-25</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        <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>3667760.00000000</valUSD>
        <pctVal>0.442030485504</pctVal>
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        <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>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>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3075000.00000000</valUSD>
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        <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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      <invstOrSec>
        <name>LoanCore 2019-CRE2 Issuer, Ltd</name>
        <lei>N/A</lei>
        <title>LoanCore 2019-CRE2 Issuer Ltd.</title>
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          <isin value="US53946JAC80"/>
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        <balance>4750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4746318.75000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Citibank, N.A.</name>
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        <title>CURRENCY CONTRACT - Rec BRL / Deliver USD</title>
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          <other otherDesc="Internal ID" value="CC.BRL.USD1"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.59880000"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Anchorage Credit Funding Ltd.</name>
        <lei>549300VR9XUOV1E0U888</lei>
        <title>Anchorage Credit Funding 4 Ltd.</title>
        <cusip>03329TAL8</cusip>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1000000.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MAUSER PACKAGING SOLUT</name>
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        <title>Mauser Packaging Solutions Holding Co.</title>
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        <balance>75000.00000000</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>
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          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>AUXEY BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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      <invstOrSec>
        <name>GARTNER INC</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>Gartner, Inc.</title>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WP CPP HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WP CPP Holdings LLC</title>
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        <curCd>USD</curCd>
        <valUSD>2239876.18000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Variable</couponKind>
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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="BGH6UGYA5"/>
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        <balance>-2002528.93000000</balance>
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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>
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        <name>CVR ENERGY INC</name>
        <lei>529900SOYZIXZBTXB558</lei>
        <title>CVR Energy, Inc.</title>
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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>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APTTUS CORPORATION</name>
        <lei>N/A</lei>
        <title>Apttus Corp.</title>
        <cusip>N/A</cusip>
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        <balance>425000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>421673.53000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-02</maturityDt>
          <couponKind>Variable</couponKind>
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        <lei>BDPO7HREUXNPHVMSIT54</lei>
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      <invstOrSec>
        <name>24-7 INTOUCH INC</name>
        <lei>N/A</lei>
        <title>24-7 Intouch, Inc.</title>
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        <balance>1466250.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>MATTERHORN BUYER LLC</name>
        <lei>N/A</lei>
        <title>Hearthside Group Holdings LLC</title>
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          <isin value="US40422KAD37"/>
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        <balance>1421000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1420118.98000000</valUSD>
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        <assetCat>LON</assetCat>
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          <maturityDt>2025-05-23</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>TRANSDIGM GROUP INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX185456 1"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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          <transCat>Reverse repurchase</transCat>
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        <name>Goldman Sachs International</name>
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        <name>TENEO HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <securityLending>
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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>
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          <isin value="US35563CAW82"/>
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        <curCd>USD</curCd>
        <valUSD>1907673.06000000</valUSD>
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        <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>
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        <name>HIGGINBOTHAM INSURANCE AGENCY INC</name>
        <lei>N/A</lei>
        <title>Higginbotham</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX190964 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>BASIC ENERGY SERVICES</name>
        <lei>5493006BE5UNWTVG4F46</lei>
        <title>Basic Energy Services, Inc.</title>
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          <isin value="US06985PAN06"/>
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        <balance>500000.00000000</balance>
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        <name>CHILL PARENT INC</name>
        <lei>N/A</lei>
        <title>Arctic Glacier Group Holdings, Inc.</title>
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        <name>DELTA AIR LINES/SKYMILES</name>
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        <name>JETBLUE AIRWAYS CORPORATION</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JetBlue Airways Corp.</title>
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        <name>UPLAND SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>Upland Software, Inc.</title>
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        <issuerCat>CORP</issuerCat>
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        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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        <name>ROTO ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>Tank Holdings Corp.</title>
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        <name>RESOURCE LABEL GROUP LLC</name>
        <lei>N/A</lei>
        <title>Resource Label Group LLC</title>
        <cusip>N/A</cusip>
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        <balance>1294949.06230000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>BCPE EMPIRE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>BCPE Empire Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US05550HAB15"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GTT COMMUNICATIONS INC</name>
        <lei>N/A</lei>
        <title>GTT Communications, Inc.</title>
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          <isin value="US36250LAP94"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>TITAN ACQUISITION LTD</name>
        <lei>N/A</lei>
        <title>Titan Acquisition Ltd. (Husky)</title>
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          <isin value="XAC8856UAB44"/>
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        <curCd>USD</curCd>
        <valUSD>289683.06000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-03-28</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MI WINDOWS AND DOORS LLC</name>
        <lei>N/A</lei>
        <title>MI Windows And Doors LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US55336CAF95"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1006670.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NAVICURE INC</name>
        <lei>N/A</lei>
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          <isin value="US63939WAG87"/>
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        <balance>1530104.49500000</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>2026-10-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.11000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MB2 DENTAL SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>MB2 Dental Solutions LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH71RWP0 1"/>
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        <balance>2987406.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2927658.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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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>
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          <other otherDesc="Internal ID" value="BGH71RMU0"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <invstCat>ABS</invstCat>
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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="BGH6WQQU6"/>
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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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      <invstOrSec>
        <name>MARKEL CORP</name>
        <lei>549300SCNO12JLWIK605</lei>
        <title>Markel Corp.</title>
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          <isin value="US570535AW40"/>
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        <curCd>USD</curCd>
        <valUSD>5235885.90000000</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>6.00000000</annualizedRt>
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        <securityLending>
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        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec ILS / Deliver USD</title>
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        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>JB POINDEXTER &amp; CO INC</name>
        <lei>549300W6P81HOZZGPQ16</lei>
        <title>JB Poindexter &amp; Company, Inc.</title>
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        <issuerCat>CORP</issuerCat>
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        <name>EXC HOLDINGS III CORP / EXCELITAS TECHNOLOGIES CORP</name>
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        <title>EXC Holdings III Corp.</title>
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          <other otherDesc="LoanX ID" value="LX169510 1"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Carlyle Global Market Strategi</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO Ltd.</title>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
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          <other otherDesc="Internal ID" value="BGH647P30 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>CPI CARD GROUP INC</name>
        <lei>N/A</lei>
        <title>CPI Acquisition, Inc.</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-17</maturityDt>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>060505EU4</cusip>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1148128.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>N/A</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>Gores Holdings VI Inc</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Military Housing B</name>
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        <name>Hull Street CDO Ltd</name>
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        <name>SUMMIT MATERIALS LLC/FIN</name>
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        <name>SandRidge Energy Inc</name>
        <lei>W1MKPVGS6I5155L7VV67</lei>
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        <lei>549300KK5WR4MGN4YT97</lei>
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        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
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        <name>VENTURE GLOBAL LNG INC</name>
        <lei>N/A</lei>
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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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      <invstOrSec>
        <name>AVERY POINT CLO LTD AVERY_13-3A</name>
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        <title>Avery Point II CLO Ltd.</title>
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          <isin value="USG0680XAA57"/>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc.</title>
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          <isin value="US17312EAE68"/>
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      <invstOrSec>
        <name>VALKYR PURCHASER LLC</name>
        <lei>N/A</lei>
        <title>Valkyr Purchaser, LLC</title>
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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>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="BGH6ZC974"/>
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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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      <invstOrSec>
        <name>PETSMART INC/PETSMART FI</name>
        <lei>N/A</lei>
        <title>PetSmart Inc.</title>
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        <name>ONEX CORPORATION</name>
        <lei>N/A</lei>
        <title>Save-A-Lot</title>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale</title>
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          <transCat>Reverse repurchase</transCat>
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        <name>LUX HOLDCO III</name>
        <lei>N/A</lei>
        <title>Invictus MD Strategies Corp.</title>
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          <isin value="US46184GAB14"/>
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        <name>CLEAVER-BROOKS INC</name>
        <lei>549300TRZDD68CZBS255</lei>
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          <isin value="US185401AG14"/>
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        <name>HOCKEY PARENT HOLDINGS LP</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB International Ltd.</title>
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          <isin value="US44332EAP16"/>
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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>
        <lei>N/A</lei>
        <title>Sapphire Aviation Finance I Ltd.</title>
        <cusip>80306AAA8</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>JAMAICA MERCHANT VOUCHER RECEIVABLES LTD</name>
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        <title>NCBJ</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>Colicity Inc</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>HP COMMUNITIES LLC</name>
        <lei>N/A</lei>
        <title>HP Communities LLC</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
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          <other otherDesc="Internal ID" value="BGH6YHYF8"/>
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            <writtenOrPur>Written</writtenOrPur>
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      <invstOrSec>
        <name>BofA Securities, Inc.</name>
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          <other otherDesc="Internal ID" value="Z91ZC0LD101"/>
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              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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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>
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          <isin value="US361841AQ25"/>
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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>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>738500.00000000</valUSD>
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        <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>
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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>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
        <cusip>013822AC5</cusip>
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          <isin value="US013822AC54"/>
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        <balance>1475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1600375.00000000</valUSD>
        <pctVal>0.192873726263</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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="BGH71RMS5"/>
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        <balance>-1571329.71000000</balance>
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        <valUSD>-1571329.71000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
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        <balance>1900000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>GC EOS BUYER INC</name>
        <lei>N/A</lei>
        <title>BBB Industries, LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US36165YAB65"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>BERKLEY (WR) CORPORATION</name>
        <lei>SQOAGCLKBDWNVYV1OV80</lei>
        <title>W R Berkley Corp.</title>
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          <isin value="US0844238883"/>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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      <invstOrSec>
        <name>SOUTHERN VETERINARY COMPANY LLC</name>
        <lei>N/A</lei>
        <title>Southern Veterinary Partners LLC</title>
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        <curCd>USD</curCd>
        <valUSD>3173538.54000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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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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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Newstar Trust</name>
        <lei>549300HA6DDD2ONJSM48</lei>
        <title>Newstar Commercial Loan Funding LLC</title>
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          <isin value="US65252AAG04"/>
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      <invstOrSec>
        <name>UGI CORPORATION</name>
        <lei>N/A</lei>
        <title>UGI Energy Services, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US90276DAB55"/>
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        <balance>1625250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1631344.69000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-13</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>SPECTRUM BRANDS INC</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>Spectrum Brands, Inc.</title>
        <cusip>84762LAW5</cusip>
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          <isin value="US84762LAW54"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1831937.00000000</valUSD>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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          <other otherDesc="Internal ID" value="BGH6Z9HN7"/>
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      <invstOrSec>
        <name>ARETEC GROUP INC</name>
        <lei>N/A</lei>
        <title>Aretec Group, Inc.</title>
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          <isin value="US04009DAB01"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>HUNT CRE ltd</name>
        <lei>N/A</lei>
        <title>Hunt CRE Ltd.</title>
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          <isin value="US445608AJ10"/>
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        <name>LIVE NATION ENTERTAINMEN</name>
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        <title>Live Nation Entertainment, Inc.</title>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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      <invstOrSec>
        <name>Gores Holdings VI Inc.</name>
        <lei>N/A</lei>
        <title>Gores Holdings VI Inc.</title>
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        <title>Howmet Aerospace, Inc.</title>
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        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
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      <invstOrSec>
        <name>LTI HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>LTI Holdings, Inc.</title>
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        <name>IndyMac Residential Asset Back</name>
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        <name>Argent Securities Inc.</name>
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        <name>ALTRIA GROUP INC</name>
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        <title>Altria Group, Inc.</title>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamond CLO 2018-1, LLC</name>
        <lei>N/A</lei>
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          <isin value="US25256LAE11"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>MORGAN STANLEY FIN LLC</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-10-23</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
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          <other otherDesc="Internal ID" value="BGH71RN62"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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            <repurchaseCollateral>
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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="BGH6WQJW0 1"/>
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        <balance>1900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1896447.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Eaton Vance Ltd Duration Incom</name>
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        <title>Eaton Vance Limited Duration Income Fund</title>
        <cusip>27828H105</cusip>
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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>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6URKV0"/>
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        <curCd>USD</curCd>
        <valUSD>-324362.11000000</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">
            <counterpartyInfos>
              <counterpartyInfo lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/>
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              <principalAmt>400000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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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="BGH71RMR7"/>
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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">
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              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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            <repurchaseCollateral>
              <principalAmt>1500000.00000000</principalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
        <title>Fortis Solutions Group LLC</title>
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          <other otherDesc="LoanX ID" value="LX170811 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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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>
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          <isin value="US38176LAG68"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2492490.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <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>1682395.41500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1680292.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>AMERICAN ROCK SALT COMPANY LLC</name>
        <lei>N/A</lei>
        <title>American Rock Salt Company LLC</title>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-03-21</maturityDt>
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      <invstOrSec>
        <name>Nassau 2019 CFO LLC</name>
        <lei>N/A</lei>
        <title>Nassau LLC</title>
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        <balance>1749984.85310000</balance>
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        <curCd>USD</curCd>
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        <name>SEAPORT FINANCING LLC</name>
        <lei>N/A</lei>
        <title>SeaPort Financing LLC</title>
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        <balance>1465345.98520000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2025-10-31</maturityDt>
          <couponKind>Variable</couponKind>
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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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        <balance>1285712.83660000</balance>
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        <curCd>USD</curCd>
        <valUSD>1144284.42000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PRUDENTIAL FINANCIAL INC</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>Prudential Financial, Inc.</title>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France S.A.</title>
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          <isin value="US67054KAA79"/>
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        <balance>1660000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1731712.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver GBP</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>DOMINION WEB SOLUTIONS LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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          <transCat>Reverse repurchase</transCat>
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        <name>MINISTRY BRANDS LLC</name>
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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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        <name>WALGREENS BOOTS ALLIANCE</name>
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        <title>Walgreens Boots Alliance, Inc.</title>
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      <invstOrSec>
        <name>DURAN INC</name>
        <lei>N/A</lei>
        <title>Duran, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX170467 1"/>
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      <invstOrSec>
        <name>DURAN INC</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX162157 1"/>
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        <valUSD>470266.73000000</valUSD>
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        <name>CARPENTER TECHNOLOGY</name>
        <lei>DX6I6ZD3X5WNNCDJKP85</lei>
        <title>Carpenter Technology Corp.</title>
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        <name>COMPASS MINERALS INTERNA</name>
        <lei>2549008X9G8XP7YJGC47</lei>
        <title>Compass Minerals International, Inc.</title>
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          <maturityDt>2027-12-01</maturityDt>
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        <name>PAI HOLDCO INC</name>
        <lei>N/A</lei>
        <title>PAI Holdco, Inc.</title>
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        <name>Blackstone Strategic Credit Fu</name>
        <lei>549300YESIF051NRED20</lei>
        <title>Blackstone Strategic Credit Fund</title>
        <cusip>09257R101</cusip>
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        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Corporation Trust</title>
        <cusip>36258BAS7</cusip>
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          <isin value="US36258BAS79"/>
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        <balance>2000000.00000000</balance>
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        <name>PACKAGING COORDINATORS MIDCO INC</name>
        <lei>N/A</lei>
        <title>Packaging Coordinators Midco, Inc.</title>
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        <name>UNITED AIR 2015-1 AA PTT</name>
        <lei>N/A</lei>
        <title>United Airlines Class AA Pass Through Trust</title>
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          <isin value="US90932LAA52"/>
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        <balance>498396.84570000</balance>
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        <valUSD>506081.23000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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        <name>Invesco Advantage Municipal In</name>
        <lei>DA89O2CSN0WUDR74HM71</lei>
        <title>Invesco Advantage Municipal Income Trust II</title>
        <cusip>46132E103</cusip>
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        <curCd>USD</curCd>
        <valUSD>1823761.74000000</valUSD>
        <pctVal>0.219795811988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>APRO LLC</name>
        <lei>N/A</lei>
        <title>Apro LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03834XAJ28"/>
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        <balance>1683942.85800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1687445.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2026-11-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.ILS.USD2"/>
        </identifiers>
        <balance>2853775.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30580000"/>
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        <pctVal>0.010780874503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>781000.27000000</amtCurSold>
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            <unrealizedAppr>89454.60000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <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="BGH6ZC9M1"/>
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        <curCd>USD</curCd>
        <valUSD>-395724.16000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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        <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>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>445000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YAK HOLDING III LLC</name>
        <lei>N/A</lei>
        <title>YAK MAT (YAK ACCESS LLC)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US98432UAE55"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1750000.00000000</valUSD>
        <pctVal>0.210906206958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>10.24000000</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>CCC Information Services, Inc.</name>
        <lei>N/A</lei>
        <title>CCC Information Services, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX187242U 1"/>
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        <balance>-812500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-0.08000000</valUSD>
        <pctVal>-0.00000000964</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.50000000</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>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>3422879.90460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3448143.50000000</valUSD>
        <pctVal>0.415562780933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONSTELLATION (BC) SARL</name>
        <lei>N/A</lei>
        <title>Diamond (BC) BV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN2611UAC98"/>
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        <balance>1725865.51900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1715165.15000000</valUSD>
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        <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>
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        <securityLending>
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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>
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        <identifiers>
          <other otherDesc="Internal ID" value="BGH729Y10"/>
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        <curCd>USD</curCd>
        <valUSD>-2807370.37000000</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3220000.00000000</principalAmt>
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              <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>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>1476386.10170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>910893.61000000</valUSD>
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        <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>0.31760000</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>Bank of America, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>iShares iBoxx $ High Yield Corporate Bond ETF</title>
        <cusip>BGH73JZC2</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH73JZC2"/>
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        <balance>451630.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-356787.70000000</valUSD>
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        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Bank of America, N.A.</counterpartyName>
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                <indexName>iShares iBoxx $ High Yield Corporate Bond ETF</indexName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-356787.70000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands, Inc.</title>
        <cusip>988498AM3</cusip>
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          <isin value="US988498AM33"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218750.00000000</valUSD>
        <pctVal>0.026363275869</pctVal>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>N/A</lei>
        <title>Vector Phoenix Holdings, LP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH5ZXBJ1"/>
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        <balance>55075.88570000</balance>
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        <curCd>USD</curCd>
        <valUSD>6233.71000000</valUSD>
        <pctVal>0.000751273217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SYNDIGO LLC</name>
        <lei>N/A</lei>
        <title>Syndigo LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX191140 1"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3980000.00000000</valUSD>
        <pctVal>0.479660973539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <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>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>972292.19490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>921246.85000000</valUSD>
        <pctVal>0.111026673603</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <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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        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WK821"/>
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        <balance>-91538.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-91538.71000000</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>
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            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>5427488.09520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5472264.87000000</valUSD>
        <pctVal>0.659505501258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>SHO HOLDING I CORP</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>WAMU Asset-Backed Certificates</name>
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        <name>Freddie Mac Military Housing B</name>
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        <name>GLENN POOL OIL &amp; GAS TRUST II</name>
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        <title>WaMu Asset-Backed Certificates WaMu Series</title>
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        <name>SERVICE LOGIC ACQUISITION INC</name>
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        <title>Service Logic Acquisition, Inc.</title>
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        <name>Hertz Vehicle Financing LLC</name>
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        <title>Occidental Petroleum Corp.</title>
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        <name>Venture CDO Ltd</name>
        <lei>549300ZVVNSDW7WU0O73</lei>
        <title>Venture XIII CLO Ltd.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <name>CONFLUENT HEALTH LLC</name>
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        <title>Confluent Health LLC</title>
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        <curCd>USD</curCd>
        <valUSD>1562210.00000000</valUSD>
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        <name>Chicago Mercantile Exchange</name>
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        <name>FINASTRA GROUP HOLDINGS LTD</name>
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        <name>Bank of America, N.A.</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>CD&amp;R FIREFLY 4 LTD</name>
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        <name>NIC ACQUISITION CORP</name>
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        <name>SITUS AMC HOLDINGS CORPORATION</name>
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        <title>Situs AMC Holdings Corp.</title>
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          <couponKind>Variable</couponKind>
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        <name>Titan Energy LLC</name>
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        <name>GLOVES BUYER INC</name>
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        <title>Protective Industrial Products, Inc.</title>
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          <couponKind>Variable</couponKind>
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        <name>BY CROWN PARENT/BY BOND</name>
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        <name>Goldman Sachs International</name>
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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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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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        <name>Airplanes Pass Through Trust</name>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>KAISER ALUMINUM CORP</name>
        <lei>N/A</lei>
        <title>Kaiser Aluminum Corp.</title>
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      <invstOrSec>
        <name>GOLD PARENT LP</name>
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        <title>Examworks Group, Inc.</title>
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          <isin value="US30065FAH82"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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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="BGH71ZHN4"/>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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            <repurchaseCollateral>
              <principalAmt>1525000.00000000</principalAmt>
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              <collateralVal>1586000.00000000</collateralVal>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nuveen Taxable Municipal Incom</name>
        <lei>CGX4I2YMRMYU5022FW76</lei>
        <title>Nuveen Taxable Municipal Income Fund</title>
        <cusip>67074C103</cusip>
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          <isin value="US67074C1036"/>
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        <balance>287097.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOME POINT CAPITAL INC</name>
        <lei>N/A</lei>
        <title>Home Point Capital, Inc.</title>
        <cusip>43734LAA4</cusip>
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          <isin value="US43734LAA44"/>
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        <balance>4050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4029750.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NM Z PARENT INC</name>
        <lei>NU75S1Y8UH3706J5CS61</lei>
        <title>Zep, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX167827 1"/>
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        <balance>1972896.93510000</balance>
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        <curCd>USD</curCd>
        <valUSD>1951767.21000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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        <name>WILTON RE LTD</name>
        <lei>5493004VQ9VSL29MT373</lei>
        <title>Wilton RE Ltd.</title>
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        <balance>6300000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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          <maturityDt>N/A</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>XPLORNET COMMUNICATIONS INC</name>
        <lei>N/A</lei>
        <title>Xplornet Communications Inc.</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>3649203.84000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.86000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
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          <isin value="US50077LAM81"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1501672.81000000</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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          <maturityDt>2045-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LINCOLN NATIONAL CORP</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>Lincoln National Corp.</title>
        <cusip>534187BL2</cusip>
        <identifiers>
          <isin value="US534187BL23"/>
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        <balance>2560000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3014420.51000000</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>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6T89M7"/>
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        <balance>-317200.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-317200.91000000</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">
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            <repurchaseCollateral>
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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="BGH6WK2Y7"/>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>JACKSON MILL CLO LTD</name>
        <lei>635400GWSUQH85DLFS40</lei>
        <title>Jackson Mill CLO Ltd.</title>
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          <isin value="US468367AN74"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BlackRock Credit Allocation In</name>
        <lei>WU48CSUCFTU86AQUYZ93</lei>
        <title>BlackRock Credit Allocation Income Trust</title>
        <cusip>092508100</cusip>
        <identifiers>
          <isin value="US0925081004"/>
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        <balance>120109.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HOCKEY PARENT HOLDINGS LP</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB International Ltd.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192052 1"/>
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        <balance>990000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>993217.50000000</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>2025-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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        <name>RECORDED BOOKS INC</name>
        <lei>N/A</lei>
        <title>Recorded Books, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX192337 1"/>
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        <balance>846830.90540000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>CHENIERE ENERGY INC</name>
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        <assetCat>DBT</assetCat>
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          <maturityDt>2039-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
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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="BGH6WKKN1"/>
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        <curCd>USD</curCd>
        <valUSD>-927005.13000000</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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            <repurchaseCollateral>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="302ESCAD0"/>
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        <balance>1562081.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SPSR16218"/>
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        <balance>761.24000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>761240.00000000</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>Ares Dynamic Credit Allocation</name>
        <lei>549300BZI16VZUT2N044</lei>
        <title>Ares Dynamic Credit Allocation Fund, Inc.</title>
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          <isin value="US04014F1021"/>
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        <balance>65906.00000000</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>
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          <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.ILS5"/>
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        <balance>-4747500.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>4747500.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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="BGH7068E9"/>
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        <balance>-2284672.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2284672.39000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <maturityDt>N/A</maturityDt>
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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>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
        <cusip>50077LAB2</cusip>
        <identifiers>
          <isin value="US50077LAB27"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>919775.30000000</valUSD>
        <pctVal>0.110849325586</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>
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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>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>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>690401.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZEPHYR BIDCO LTD</name>
        <lei>N/A</lei>
        <title>Zephyr Bidco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6Z8EP7 1"/>
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        <balance>-3000000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.71788000"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHS INC</name>
        <lei>N/A</lei>
        <title>STS Operating, Inc. (SunSource)</title>
        <cusip>N/A</cusip>
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          <isin value="US12508KAD90"/>
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        <balance>2027367.04160000</balance>
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        <curCd>USD</curCd>
        <valUSD>1961477.61000000</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>2024-12-11</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>211000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>224726.12000000</valUSD>
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        <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>
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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>361841AL3</cusip>
        <identifiers>
          <isin value="US361841AL38"/>
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        <balance>1050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1200160.50000000</valUSD>
        <pctVal>0.144640742169</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>
          <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>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>858422.81000000</valUSD>
        <pctVal>0.103455256470</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>
          <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>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
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          <other otherDesc="Internal ID" value="CC.USD.BRL3"/>
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        <balance>-4090000.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.59880000"/>
        <valUSD>298335.62000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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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>13805.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13866.44000000</valUSD>
        <pctVal>0.001671153293</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>Panda Stonewall</title>
        <cusip>N/A</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>NFP CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP Corp.</title>
        <cusip>65342RAD2</cusip>
        <identifiers>
          <isin value="US65342RAD26"/>
        </identifiers>
        <balance>4075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4208171.00000000</valUSD>
        <pctVal>0.507159647909</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>6.87500000</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>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"/>
        </identifiers>
        <balance>1976056.12300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1958765.63000000</valUSD>
        <pctVal>0.236066188196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.86000000</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>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"/>
        </identifiers>
        <balance>5400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5771159.28000000</valUSD>
        <pctVal>0.695527607712</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WRENCH GROUP LLC</name>
        <lei>N/A</lei>
        <title>Wrench Group LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US98215PAE97"/>
        </identifiers>
        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1804500.00000000</valUSD>
        <pctVal>0.217474428832</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>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SIX FLAGS THEME PARKS</name>
        <lei>5493003MX0ZXTM8EVY68</lei>
        <title>Six Flags Theme Parks, Inc.</title>
        <cusip>83001WAC8</cusip>
        <identifiers>
          <isin value="US83001WAC82"/>
        </identifiers>
        <balance>1575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1697897.25000000</valUSD>
        <pctVal>0.204626896458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIDWEST CONNECTOR CAPIT</name>
        <lei>N/A</lei>
        <title>Midwest Connector Capital Company LLC</title>
        <cusip>59833CAC6</cusip>
        <identifiers>
          <isin value="US59833CAC64"/>
        </identifiers>
        <balance>1809000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1820469.35000000</valUSD>
        <pctVal>0.219399020281</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>
        </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="BGH70TV11"/>
        </identifiers>
        <balance>-12084448.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-12084448.06000000</valUSD>
        <pctVal>-1.45639148772</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>0.50000000</repurchaseRt>
          <maturityDt>2021-04-12</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>11015000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>12919233.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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"/>
        </identifiers>
        <balance>-769551.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-769551.40000000</valUSD>
        <pctVal>-0.09274466676</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>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>950000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>985815.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
        <cusip>949746TD3</cusip>
        <identifiers>
          <isin value="US949746TD35"/>
        </identifiers>
        <balance>2250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2241337.50000000</valUSD>
        <pctVal>0.270121137507</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>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>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"/>
        </identifiers>
        <balance>-173384.61540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1841.34000000</valUSD>
        <pctVal>-0.00022191430</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</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="BGH6VJG00"/>
        </identifiers>
        <balance>-1068556.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1068556.04000000</valUSD>
        <pctVal>-0.12878005789</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>0.35000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1100000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1216600.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MONROE CAPITAL CLO LTD</name>
        <lei>549300P18F17MYF55L44</lei>
        <title>Monroe Capital CLO Ltd.</title>
        <cusip>610333AW6</cusip>
        <identifiers>
          <isin value="US610333AW63"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1245114.13000000</valUSD>
        <pctVal>0.150058456221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62240000</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>Sapphire Aviation Finance I Li</name>
        <lei>N/A</lei>
        <title>Sapphire Aviation Finance II Ltd.</title>
        <cusip>80307AAB5</cusip>
        <identifiers>
          <isin value="US80307AAB52"/>
        </identifiers>
        <balance>1870267.68600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1684998.59000000</valUSD>
        <pctVal>0.203072377912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.33500000</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="BGH71ZKC4"/>
        </identifiers>
        <balance>-1079430.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1079430.99000000</valUSD>
        <pctVal>-0.13009068329</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>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1332000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1337061.60000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <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="BGH6WHLU1"/>
        </identifiers>
        <balance>-348560.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-348560.89000000</valUSD>
        <pctVal>-0.04200780297</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>475000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>486875.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATD CORP</name>
        <lei>HZ8T88YVE2JVXJ0BTQ24</lei>
        <title>American Tire Distributors, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03021BAJ35"/>
        </identifiers>
        <balance>425231.88600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416463.60000000</valUSD>
        <pctVal>0.050191290406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.00000000</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>ASTON FINCO SARL</name>
        <lei>N/A</lei>
        <title>Aston FinCo SARL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX182722 1"/>
        </identifiers>
        <balance>1687250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1675118.67000000</valUSD>
        <pctVal>0.201881671368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.36000000</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>KDAC Aviation Finance Limited</name>
        <lei>N/A</lei>
        <title>KDAC Aviation Finance Ltd.</title>
        <cusip>48244XAA0</cusip>
        <identifiers>
          <isin value="US48244XAA00"/>
        </identifiers>
        <balance>1507522.36560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1483615.62000000</valUSD>
        <pctVal>0.178802138856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.21200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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>571903BE2</cusip>
        <identifiers>
          <isin value="US571903BE27"/>
        </identifiers>
        <balance>2320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2628663.45000000</valUSD>
        <pctVal>0.316800821491</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>4.62500000</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>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="BGH71RMT3"/>
        </identifiers>
        <balance>-625708.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-625708.68000000</valUSD>
        <pctVal>-0.07540905391</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.86000000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>791500.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WQKH1"/>
        </identifiers>
        <balance>-4780065.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4780065.20000000</valUSD>
        <pctVal>-0.57608309734</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="O2RNE8IBXP4R0TD8PU41" name="SOCIETE GENERALE"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5300000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>5257600.00000000</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="BGH6WKKF8"/>
        </identifiers>
        <balance>-2931097.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2931097.80000000</valUSD>
        <pctVal>-0.35324955384</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>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3206100.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TSG ENTERTAINMENT FINANCE LLC TSGE_17-1</name>
        <lei>N/A</lei>
        <title>TSGE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH5460G2"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5207395.75000000</valUSD>
        <pctVal>0.627584049007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-25</maturityDt>
          <couponKind>Fixed</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>PRO MACH GROUP INC</name>
        <lei>N/A</lei>
        <title>Pro Mach Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US69345TAE55"/>
        </identifiers>
        <balance>523982.30920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518417.62000000</valUSD>
        <pctVal>0.062478567916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX173736 1"/>
        </identifiers>
        <balance>84000.48650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78540.45000000</valUSD>
        <pctVal>0.009465524801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</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>SERVICE LOGIC ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>Service Logic Acquisition, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US81759AAC45"/>
        </identifiers>
        <balance>1471716.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1478162.54000000</valUSD>
        <pctVal>0.178144945473</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>
        </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="BGH73T962"/>
        </identifiers>
        <balance>-546025.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-546025.03000000</valUSD>
        <pctVal>-0.06580575313</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>600000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>600000.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUPERIOR PLUS/GEN PRTNR</name>
        <lei>N/A</lei>
        <title>Superior Plus Limited Partnership / Superior General Partner, Inc.</title>
        <cusip>86828LAA0</cusip>
        <identifiers>
          <isin value="US86828LAA08"/>
        </identifiers>
        <balance>395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421536.10000000</valUSD>
        <pctVal>0.050802617112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</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>
        </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="BGH6WQR19"/>
        </identifiers>
        <balance>-3127993.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3127993.46000000</valUSD>
        <pctVal>-0.37697899202</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>3625000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3842500.00000000</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>American Home Mortgage Assets</name>
        <lei>N/A</lei>
        <title>American Home Mortgage Assets Trust</title>
        <cusip>008684AD4</cusip>
        <identifiers>
          <isin value="US008684AD43"/>
        </identifiers>
        <balance>2033441.72450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1738585.76000000</valUSD>
        <pctVal>0.209530587493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.32800000</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="BGH73JH24"/>
        </identifiers>
        <balance>-1058977.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1058977.95000000</valUSD>
        <pctVal>-0.12762572724</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>0.50000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1075000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1155625.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WABASH NATIONAL CORP</name>
        <lei>5299004ZAWHQZI5XO485</lei>
        <title>Wabash National Corp.</title>
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        <curCd>USD</curCd>
        <valUSD>101875.00000000</valUSD>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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              <invstCat>CDS</invstCat>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
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          <other otherDesc="Internal ID" value="BGH71RMZ9"/>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>ADVENT INTERNATIONAL CORP</name>
        <lei>N/A</lei>
        <title>Sovos Brands Intermediate, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX176976 1"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WALT DISNEY COMPANY/THE</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co.</title>
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          <isin value="US254687GA88"/>
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        <balance>2820000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3125351.86000000</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>2060-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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      <invstOrSec>
        <name>MILEAGE PLUS HLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.</title>
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          <isin value="US599191AA16"/>
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        <balance>2950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3222875.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WEYERHAEUSER CO</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>Weyerhaeuser Co.</title>
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          <isin value="US962166BT07"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1521388.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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      <invstOrSec>
        <name>GOLDEN NUGGET ONLINE GAMING INC</name>
        <lei>N/A</lei>
        <title>Landrys, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US51509HAC51"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>228000.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>iShares iBoxx $ High Yield Corporate Bond ETF</title>
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          <other otherDesc="Internal ID" value="BGH72F3M4"/>
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        <balance>-11450.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HAMILTON BIDCO LTD</name>
        <lei>N/A</lei>
        <title>SLR Consulting Ltd.</title>
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          <other otherDesc="LoanX ID" value="LX176023 1"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <name>Apollo Aviation Securitization</name>
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        <title>AASET Trust</title>
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      <invstOrSec>
        <name>Capmark Military Housing Trust</name>
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        <name>IXIS Real Estate Capital Trust</name>
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        <name>Hertz Vehicle Financing LLC</name>
        <lei>549300FPK70TCB78NG05</lei>
        <title>Hertz Vehicle Financing LLC</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>HAMILTON BIDCO LTD</name>
        <lei>N/A</lei>
        <title>SLR Consulting Ltd.</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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          <annualizedRt>4.27000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NUSTAR LOGISTICS LP</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>NuStar Logistics, LP</title>
        <cusip>67059TAH8</cusip>
        <identifiers>
          <isin value="US67059TAH86"/>
        </identifiers>
        <balance>3600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3978756.00000000</valUSD>
        <pctVal>0.479511049355</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>
        </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="BGH71RMG1"/>
        </identifiers>
        <balance>-2890944.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2890944.84000000</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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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.96000000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4997000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>5021993.90000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FRANCHISE GROUP INC</name>
        <lei>N/A</lei>
        <title>Franchise Group, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192345 1"/>
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        <balance>4200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4200000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</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>
        </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="BGH6Z0Y15"/>
        </identifiers>
        <balance>-2618146.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2618146.05000000</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"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2600000.00000000</principalAmt>
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              <collateralVal>2752100.00000000</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>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>2492200.00000000</valUSD>
        <pctVal>0.300354542275</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>4.19730000</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>PERATON CORP</name>
        <lei>N/A</lei>
        <title>Peraton Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192468 1"/>
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        <balance>1521790.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1527497.25000000</valUSD>
        <pctVal>0.184090657792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-22</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="BGH71RMP1"/>
        </identifiers>
        <balance>-1255773.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1255773.96000000</valUSD>
        <pctVal>-0.15134315582</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>0.86000000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1600000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1588220.00000000</collateralVal>
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              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>775767.43640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>776737.15000000</valUSD>
        <pctVal>0.093610677777</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>
          <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>BEAR PARENT INC</name>
        <lei>N/A</lei>
        <title>Belk, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US07384DAC65"/>
        </identifiers>
        <balance>560219.17060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213197.01000000</valUSD>
        <pctVal>0.025694041550</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>9.75000000</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>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>iShares iBoxx $ High Yield Corporate Bond ETF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH72ACS2"/>
        </identifiers>
        <balance>-11450.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8015.00000000</valUSD>
        <pctVal>0.000965950427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BNP Paribas</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>iShares iBoxx $ High Yield Corporate Bond ETF</indexName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0001M" floatingRtSpread="-0.60000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <otherPmntDesc fixedOrFloating="Other">iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly</otherPmntDesc>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-989738.00000000</notionalAmt>
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            <unrealizedAppr>8015.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </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>7431375.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7644655.46000000</valUSD>
        <pctVal>0.921317306612</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>2464000.00000000</valUSD>
        <pctVal>0.296955939397</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>9.75000000</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>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>549300DDK3ZCQPZWVP70</lei>
        <title>Aspect Software, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX179361U 1"/>
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        <balance>-211649.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1704.82000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRIPADVISOR INC</name>
        <lei>549300XVG45PT5BART17</lei>
        <title>TripAdvisor, Inc.</title>
        <cusip>896945AA0</cusip>
        <identifiers>
          <isin value="US896945AA07"/>
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        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1452937.50000000</valUSD>
        <pctVal>0.175104878327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</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>BCP IV GRAFTECH HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>GrafTech Finance, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US38431EAB48"/>
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        <balance>1272109.40270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1272503.76000000</valUSD>
        <pctVal>0.153359395063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</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>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
        <cusip>N/A</cusip>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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        <curCd>USD</curCd>
        <valUSD>1763125.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>N/A</maturityDt>
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          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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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>
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            <repurchaseCollateral>
              <principalAmt>250000.00000000</principalAmt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BELLIS ACQUISITION COMPANY PLC</name>
        <lei>N/A</lei>
        <title>Bellis Acquisition Company PLC</title>
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          <other otherDesc="LoanX ID" value="LX192631 1"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.82810000"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>MIDCAP FUNDING XLVI TRUST</name>
        <lei>N/A</lei>
        <title>Midcap Funding XLVI Trust</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6ULZA3"/>
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        <balance>9250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9250891.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.61300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLIGHT BIDCO INC</name>
        <lei>N/A</lei>
        <title>Flight Bidco, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US33941LAC00"/>
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        <balance>442085.43340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439048.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.61000000</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>Capital Automotive Reit</name>
        <lei>N/A</lei>
        <title>CARS-DB4, LP</title>
        <cusip>12510HAJ9</cusip>
        <identifiers>
          <isin value="US12510HAJ95"/>
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        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2760163.18000000</valUSD>
        <pctVal>0.332648883931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PH OFFSHORE IM ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6ASXT1"/>
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        <balance>267000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284369.07000000</valUSD>
        <pctVal>0.034271543959</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>
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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>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.ILS8"/>
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        <balance>-3151200.00000000</balance>
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        <pctVal>-0.00398931741</pctVal>
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        <assetCat>DFE</assetCat>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp.</title>
        <cusip>42809HAD9</cusip>
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          <isin value="US42809HAD98"/>
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        <balance>1550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1843805.63000000</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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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOUGHTON MIFFLIN HARCOUR</name>
        <lei>549300DDRF1LRKBXUN11</lei>
        <title>Houghton Mifflin Harcourt Publishers, Inc.</title>
        <cusip>44157TAA3</cusip>
        <identifiers>
          <isin value="US44157TAA34"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>742000.00000000</valUSD>
        <pctVal>0.089424231750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</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>TRUCK ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>Truck Hero, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US89778PAG28"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4002840.00000000</valUSD>
        <pctVal>0.482413600834</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>AASET 2019-2 Trust</name>
        <lei>N/A</lei>
        <title>AASET Trust</title>
        <cusip>00038RAB2</cusip>
        <identifiers>
          <isin value="US00038RAB24"/>
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        <balance>3701126.39800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3486734.58000000</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>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
        <title>Fortis Solutions Group LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX170813 1"/>
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        <balance>190187.98450000</balance>
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        <curCd>USD</curCd>
        <valUSD>188666.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796A41</cusip>
        <identifiers>
          <isin value="US912796A411"/>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6999000.19000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="BGH71RMF3"/>
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        <balance>-673980.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-673980.88000000</valUSD>
        <pctVal>-0.08122671483</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>
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            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
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              <collateralVal>900900.00000000</collateralVal>
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              <invstCat>ABS</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>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>Assurant, Inc.</title>
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          <isin value="US04621XAJ72"/>
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        <balance>1950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2272594.51000000</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>2028-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Nuveen AMT-Free Municipal Cred</name>
        <lei>549300LBMO1C0IG71T03</lei>
        <title>Nuveen AMT-Free Municipal Credit Income Fund</title>
        <cusip>67071L106</cusip>
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          <isin value="US67071L1061"/>
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        <balance>288379.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4720764.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
        <title>RALI Series Trust</title>
        <cusip>75114NAA2</cusip>
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          <isin value="US75114NAA28"/>
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        <balance>6141335.61750000</balance>
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        <curCd>USD</curCd>
        <valUSD>2091214.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2046-06-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Long Beach Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Long Beach Mortgage Loan Trust</title>
        <cusip>542514RL0</cusip>
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          <isin value="US542514RL06"/>
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        <balance>1264180.17750000</balance>
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        <curCd>USD</curCd>
        <valUSD>1140924.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.49760000</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>Treman Park CLO Ltd</name>
        <lei>549300E4DX3Q8L455K94</lei>
        <title>Treman Park CLO Ltd.</title>
        <cusip>89473MAD4</cusip>
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          <isin value="US89473MAD48"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1583058.60000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <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>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH70TV03"/>
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        <balance>-1521950.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1521950.63000000</valUSD>
        <pctVal>-0.18342219117</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>2021-04-12</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1600000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1636000.00000000</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>
        <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="BGH70TV29"/>
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        <balance>-8202773.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-8202773.47000000</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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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.60000000</repurchaseRt>
          <maturityDt>2021-04-12</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>8822000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>9485842.20000000</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>
        <name>MH SUB I LLC</name>
        <lei>N/A</lei>
        <title>Internet Brands, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US45567YAJ47"/>
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        <balance>1033783.60450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1029762.19000000</valUSD>
        <pctVal>0.124104707178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.61000000</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="BGH72ULP4"/>
        </identifiers>
        <balance>-1164087.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1164087.81000000</valUSD>
        <pctVal>-0.14029333975</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>0.55000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1225000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1274245.00000000</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WGRT0"/>
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        <balance>-1511971.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1511971.28000000</valUSD>
        <pctVal>-0.18221950153</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>1849000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1885980.00000000</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>NORANDA ALUMINUM HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Noranda Aluminum Acquisition Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US65543BAE20"/>
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        <balance>468781.10760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>703.17000000</valUSD>
        <pctVal>0.000084744524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2019-02-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.25000000</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>Nuveen AMT-Free Quality Munici</name>
        <lei>549300OTYQOOXS64NI63</lei>
        <title>Nuveen AMT-Free Quality Municipal Income Fund</title>
        <cusip>670657105</cusip>
        <identifiers>
          <isin value="US6706571055"/>
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        <balance>29667.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>430171.50000000</valUSD>
        <pctVal>0.051843336803</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>
      <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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497524.55000000</valUSD>
        <pctVal>0.059960580405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>PARTNERRE FINANCE B LLC</name>
        <lei>549300O0FAGHK2F79881</lei>
        <title>PartnerRe Finance B LLC</title>
        <cusip>70213BAC5</cusip>
        <identifiers>
          <isin value="US70213BAC54"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>985829.12000000</valUSD>
        <pctVal>0.118809988804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>GREYSTAR REAL ESTATE PAR</name>
        <lei>254900HGC806SXAS4M46</lei>
        <title>Greystar Real Estate Partners LLC</title>
        <cusip>39807UAB2</cusip>
        <identifiers>
          <isin value="US39807UAB26"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462937.50000000</valUSD>
        <pctVal>0.055792224105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-01</maturityDt>
          <couponKind>Fixed</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>SeaPort Financing LLC</name>
        <lei>N/A</lei>
        <title>SeaPort Financing LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX176734U 1"/>
        </identifiers>
        <balance>-2650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-101431.93000000</valUSD>
        <pctVal>-0.01222435635</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.17421000</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>FLIGHT BIDCO INC</name>
        <lei>N/A</lei>
        <title>Flight Bidco, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>1173250.00000000</valUSD>
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      <invstOrSec>
        <name>NewStar Clarendon Fund CLO LLC</name>
        <lei>549300HC3VVP80NTKX35</lei>
        <title>NewStar Clarendon Fund CLO LLC</title>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
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          <other otherDesc="Internal ID" value="BGH71RMK2"/>
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        <name>ALTICE FRANCE SA</name>
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        <fairValLevel>2</fairValLevel>
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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="BGH729V88"/>
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        <curCd>USD</curCd>
        <valUSD>-2437630.11000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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        <securityLending>
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        <name>CATALOG INTERMEDIATE INC</name>
        <lei>4Q9DLX2VIFGJMOYJ4Y35</lei>
        <title>Cambrex Corporation</title>
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          <other otherDesc="LoanX ID" value="LX192160 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HAWK HOLDING COMPANY LLC</name>
        <lei>549300C5O4FSVNUEI843</lei>
        <title>Alterra Mountain Co.</title>
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        <identifiers>
          <other otherDesc="LoanX ID" value="LX188224 1"/>
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        <balance>3336844.84930000</balance>
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        <curCd>USD</curCd>
        <valUSD>3357700.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
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        <name>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp.</title>
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        <identifiers>
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        <balance>2100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1863750.00000000</valUSD>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <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>
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        <balance>1246875.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1250777.72000000</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>2027-08-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH71XES1"/>
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        <balance>-704333.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-704333.42000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>ROTO ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>Tank Holdings Corp.</title>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1708500.00000000</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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      <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="BGH6WGRV5"/>
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        <balance>-98358.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-98358.52000000</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>
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              <invstCat>CDS</invstCat>
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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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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1441125.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PLANVIEW PARENT INC</name>
        <lei>N/A</lei>
        <title>Planview Parent, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX191441 1"/>
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        <balance>370000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>370925.00000000</valUSD>
        <pctVal>0.044703077037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <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>58776.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>289177.92000000</valUSD>
        <pctVal>0.034851096139</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>BOXER PARENT CO INC</name>
        <lei>5493006T045HLTF7YX04</lei>
        <title>Boxer Parent Company, Inc.</title>
        <cusip>103186AB8</cusip>
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          <isin value="US103186AB88"/>
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        <curCd>USD</curCd>
        <valUSD>1190750.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2025-10-02</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>AMERICAN TRAILER WORLD CORP</name>
        <lei>N/A</lei>
        <title>American Trailer World Corp.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192672 1"/>
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        <balance>2450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2437750.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-16</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>
        <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>418038.77520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>413649.37000000</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>2025-11-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.62000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <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>4343855.84000000</valUSD>
        <pctVal>0.523512090736</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>
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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>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="BGH71RN54"/>
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        <balance>-1229302.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1229302.84000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>1744000.00000000</principalAmt>
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              <collateralVal>1764474.80000000</collateralVal>
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              <invstCat>ABS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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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          <other otherDesc="Internal ID" value="BGH6T9LD1"/>
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        <balance>-3394113.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-3394113.94000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>3610000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ILLUMINATE BUYER/HLDG</name>
        <lei>N/A</lei>
        <title>Illuminate Buyer LLC / Illuminate Holdings IV, Inc.</title>
        <cusip>45232TAA9</cusip>
        <identifiers>
          <isin value="US45232TAA97"/>
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        <balance>875000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>973437.50000000</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>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RENT-A-CENTER INC/TX</name>
        <lei>N/A</lei>
        <title>Rent-A-Center, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192257 1"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2012500.00000000</valUSD>
        <pctVal>0.242542138002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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="US63689EAK10"/>
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        <balance>102022.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>101878.37000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-09</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>NEWMARK GROUP INC</name>
        <lei>N/A</lei>
        <title>Newmark Group, Inc.</title>
        <cusip>65158NAB8</cusip>
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          <isin value="US65158NAB82"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1570897.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOTHEBY'S</name>
        <lei>549300P5BAAMQQ7VL735</lei>
        <title>Sotheby's</title>
        <cusip>835898AH0</cusip>
        <identifiers>
          <isin value="US835898AH05"/>
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        <balance>3200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3456000.00000000</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>7.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IRON MOUNTAIN INC</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
        <cusip>46284VAL5</cusip>
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          <isin value="US46284VAL53"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5292612.50000000</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>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings LLC</title>
        <cusip>126307BD8</cusip>
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          <isin value="US126307BD80"/>
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        <balance>788000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>784832.24000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>ENPRO INDUSTRIES INC</name>
        <lei>549300Y5CFT2LKCFDN54</lei>
        <title>EnPro Industries, Inc.</title>
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        <balance>115000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>121468.75000000</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>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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        <balance>-1464325.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1464325.84000000</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>
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              <collateralVal>1469440.00000000</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>Marathon CLO LTD</name>
        <lei>635400LRBGQZIPTCBI09</lei>
        <title>Marathon CLO V Ltd.</title>
        <cusip>56576QAS7</cusip>
        <identifiers>
          <isin value="US56576QAS75"/>
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        <balance>2017730.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>PANTHER BF AGGREGATOR 1 LP</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>HUSKY ENERGY INC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Pershing Square Tontine Holdings, Ltd.</name>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>N/A</issuerName>
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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="BGH70TN28"/>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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        <securityLending>
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      <invstOrSec>
        <name>OHA Credit Partners Ltd</name>
        <lei>549300WS1N2FZ02EYH25</lei>
        <title>OHA Credit Partners IX Ltd.</title>
        <cusip>67105VAQ7</cusip>
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          <isin value="US67105VAQ77"/>
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        <balance>602739.72600000</balance>
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        <curCd>USD</curCd>
        <valUSD>1338.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BIFM CA BUYER INC</name>
        <lei>N/A</lei>
        <title>BGIS (BIFM CA Buyer, Inc.)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAG0757GAB86"/>
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        <balance>2718699.52750000</balance>
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        <curCd>USD</curCd>
        <valUSD>2717013.93000000</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>2026-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.61000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USI INC/NY</name>
        <lei>N/A</lei>
        <title>USI, Inc.</title>
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          <isin value="US91739VAA61"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>152812.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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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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          <isin value="US064058AH32"/>
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        <balance>670000.00000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>BARENTZ MIDCO BV</name>
        <lei>N/A</lei>
        <title>Barentz Midco B.V.</title>
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          <other otherDesc="LoanX ID" value="LX190864 1"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Aequi Acquisition Corp</name>
        <lei>N/A</lei>
        <title>Aequi Acquisition Corp.</title>
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      <invstOrSec>
        <name>DP HOLDCO LP</name>
        <lei>N/A</lei>
        <title>Duff &amp; Phelps</title>
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          <isin value="US24440EAB39"/>
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        <balance>1990000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>BXMT Ltd</name>
        <lei>N/A</lei>
        <title>BXMT Ltd.</title>
        <cusip>05608XAJ1</cusip>
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          <isin value="US05608XAJ19"/>
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        <balance>2200000.00000000</balance>
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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>
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      <invstOrSec>
        <name>CHARTER NEX US HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Charter Nex US Holdings, Inc.</title>
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          <isin value="US16125TAG76"/>
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        <balance>3800000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>HAMILTON BIDCO LTD</name>
        <lei>N/A</lei>
        <title>SLR Consulting Ltd.</title>
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          <other otherDesc="Internal ID" value="BGH62TZ17 1"/>
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        <curCd>USD</curCd>
        <valUSD>204295.61000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-23</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
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        <title>RALI Series Trust</title>
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          <maturityDt>2046-06-25</maturityDt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>713390.59760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>878043.24000000</valUSD>
        <pctVal>0.105819868167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.09000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hertz Vehicle Financing LLC</name>
        <lei>549300FPK70TCB78NG05</lei>
        <title>Hertz Vehicle Financing II, LP</title>
        <cusip>428040CU1</cusip>
        <identifiers>
          <isin value="US428040CU15"/>
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        <balance>364577.27360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366471.62000000</valUSD>
        <pctVal>0.044166365332</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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          <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="BGH71WX78"/>
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        <balance>-2321446.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2321446.28000000</valUSD>
        <pctVal>-0.27977567404</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>0.96000000</repurchaseRt>
          <maturityDt>2021-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2953000.00000000</principalAmt>
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              <collateralVal>2934201.10000000</collateralVal>
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              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>1445201.00600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1433755.01000000</valUSD>
        <pctVal>0.172793046209</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>1059341.47000000</valUSD>
        <pctVal>0.127669537892</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>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>3647625.00000000</valUSD>
        <pctVal>0.439603858946</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>PREGIS TOPCO LLC</name>
        <lei>N/A</lei>
        <title>Pregis TopCo LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US74045BAD91"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>550000.00000000</valUSD>
        <pctVal>0.066284807901</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>5.00000000</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>LBC TANK TERMINAL HLDING</name>
        <lei>213800O43KFINF83HN59</lei>
        <title>LBC Tank Terminals Holding Netherlands BV</title>
        <cusip>50177WAA9</cusip>
        <identifiers>
          <isin value="US50177WAA99"/>
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        <balance>1875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1870312.50000000</valUSD>
        <pctVal>0.225406008686</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>
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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="BGH6YPVB2"/>
        </identifiers>
        <balance>-912461.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-912461.20000000</valUSD>
        <pctVal>-0.10996784610</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>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1036800.00000000</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>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796A25</cusip>
        <identifiers>
          <isin value="US912796A254"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999903.68000000</valUSD>
        <pctVal>0.120506224269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-13</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>11994779.29000000</valUSD>
        <pctVal>1.445584801917</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WH1N9"/>
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        <balance>-394853.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-394853.67000000</valUSD>
        <pctVal>-0.04758690848</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>475000.00000000</principalAmt>
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              <collateralVal>498750.00000000</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>
      <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>2468819.80070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>867458.84000000</valUSD>
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        <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>0.17760000</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>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>1678750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1672723.29000000</valUSD>
        <pctVal>0.201592985362</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>3.61000000</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>REALPAGE INC</name>
        <lei>N/A</lei>
        <title>RealPage, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192752 1"/>
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        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2100882.00000000</valUSD>
        <pctVal>0.253193745078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <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"/>
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        <balance>1892800.68570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2164091.25000000</valUSD>
        <pctVal>0.260811586885</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Pershing Square Tontine Holdings Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6YHYM3"/>
        </identifiers>
        <balance>-41.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>gug81770_gof.htm
<DESCRIPTION>GUGGENHEIM STRATEGIC OPPORTUNITIES FUND NQ
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            <div>Guggenheim Strategic Opportunities Fund</div>
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          <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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            <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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            <div style="text-align: right;">February 28, 2021</div>
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          <td style="font-family: Arial; font-size: 10pt; width: 75%;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; width: 12%;"><b>Shares</b></td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>COMMON STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 6.0%</b></td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Financial - 5.7%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Pershing Square Tontine Holdings, Ltd. &#8212; Class&#160;A<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">1,042,740</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">$30,604,419 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); width: 75%;">
            <p style="font: 10pt Arial; margin: 0px 0px 0px 9pt; text-indent: -9pt;">Gores Holdings VI, Inc. &#8210; Class A<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></p>
          </td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">453,180</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">8,048,477&#160; </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Aequi Acquisition Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">430,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">4,622,500 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">Aequi Acquisition Corp. &#8212; Class&#160;A<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">308,900</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">3,156,958 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Soaring Eagle Acquisition Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">84,800</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">920,080 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">Colicity, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">27,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); width: 12%;">279,180 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;"><b>Total Financial</b></td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">47,631,614 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Utilities - 0.1%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">TexGen Power LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">22,219</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); width: 12%;">866,541 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Consumer, Non-cyclical - 0.1%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">ATD New Holdings, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">13,571</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">560,482 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">Cengage Learning Holdings II, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">11,126</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">150,201 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Save-A-Lot<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">15,565</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">77,827 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">Targus Group International Equity, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;,2</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">12,989</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">26,705 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">Chef Holdings, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">31</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); width: 12%;">1,987 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;"><b>Total Consumer, Non-cyclical</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">817,202 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Consumer, Cyclical - 0.1%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; padding-bottom: 2px; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">Exide Technologies<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; padding-bottom: 2px; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">342</td>
          <td style="padding-bottom: 2px; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">341,710 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Energy - 0.0%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">SandRidge Energy, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">39,565</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">198,221 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Unit Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">5,556</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">75,006 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">Titan Energy LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">9,603</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">768 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">Permian Production Partners LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">86,684</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); width: 12%;">&#8211; &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;"><b>Total Energy</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">273,995 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Technology - 0.0%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">Qlik Technologies, Inc. - Class A<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">56</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">70,772 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">Qlik Technologies, Inc. - Class B<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">13,812</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); width: 12%;">&#8211; &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;"><b>Total Technology</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">70,772 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Industrial - 0.0%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">BP Holdco LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;,2</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">55,076</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">19,419 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">Vector Phoenix Holdings, LP<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">55,076</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); width: 12%;">6,234 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;"><b>Total Industrial</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">25,653 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total Common Stocks</b></td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="text-indent: 9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">(Cost $37,044,276)</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">50,027,487 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>PREFERRED STOCKS</b><b><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"><b>&#8224;</b></sup></b><b><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"><b><b>&#8224;</b></b></sup> - 4.7%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Financial - 4.2%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Bank of America Corp., </td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.38%</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">240,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">5,928,000 &#160; </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">W R Berkley Corp., <br>
          </td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.13% due 03/30/61 <br>
          </td>
          <td rowspan="1" style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">126,000<br>
          </td>
          <td rowspan="1" style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%; text-align: right;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">3,176,460 &#160; </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.25% due 09/30/60</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;36,800</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%; text-align: right;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">925,520 &#160; </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">Public Storage&#160; <br>
          </td>
          <td rowspan="1" style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%; text-align: right;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.63%</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">144,400<br>
          </td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%; text-align: right;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">3,667,760 &#160; </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.13%</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">16,400<br>
          </td>
          <td rowspan="1" style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%; text-align: right;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">412,132 &#160; </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">First Republic Bank, </td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%; text-align: right;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.25%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">158,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%; text-align: right;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">4,011,620 &#160; </td>
        </tr>

    </table>
    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse; clear: both;" border="0" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Wells Fargo &amp; Co.,</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.70%</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">148,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">3,620,080 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Prudential Financial, Inc.,</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.13% due 09/01/60</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">140,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">3,463,600 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">American Financial Group, Inc.,</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.50% due 09/15/60</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">100,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">2,516,000 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Equitable Holdings, Inc.,</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.30%</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">82,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">2,024,580 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">CNO Financial Group, Inc.,</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">5.13% due 11/25/60</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">80,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">1,996,000 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">First Republic Bank,</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.13%</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">54,800</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">1,338,216 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Assurant, Inc.,&#160; <br>
          </td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">5.25% due 01/15/61<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">40,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">1,004,000 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Selective Insurance Group, Inc.</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">4.60%</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">36,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">857,520 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;"><b>Total Financial</b></td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">34,941,488 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Government - 0.4%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Farmer Mac,</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">5.75%</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">112,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">3,011,680 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">AgriBank FCB, </td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: 0pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">6.88%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">4,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); width: 12%;">436,000 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;"><b>Total Government</b></td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">3,447,680 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Consumer, Cyclical - 0.1%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">Exide Technologies<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">761</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); width: 12%;">761,240 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total Preferred Stocks</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="text-indent: 9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 75%;">(Cost $38,979,724)</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px; width: 1%;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">39,150,408 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>WARRANTS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 0.3%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 75%;">Pershing Square Tontine Holdings, Ltd.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 12%;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="text-indent: 9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 75%;">Expiring 07/24/25</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">115,860</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 12%;">1,503,863 &#160;</td>
        </tr>

    </table>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z524f80ce9a4f4e39813e6cd3f8f9cac8" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div>Guggenheim Strategic Opportunities Fund</div>
            </td>
            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
            </td>
            <td style="width: 19.59%; vertical-align: middle;">
              <div style="text-align: right;">February 28, 2021</div>
            </td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
          </tr>

      </table>
    </div>
    <div><br>
    </div>
    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="font-family: Arial; font-size: 10pt;"><b><br>
            </b></td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; text-align: right; font-weight: bold;">&#160;Shares</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; text-align: right; font-weight: bold;">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; text-align: right; font-weight: bold;">&#160;Value</td>
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        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;"><b>WARRANTS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 0.3% (continued)</b></td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Gores Holdings VI Inc.</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="text-indent: 9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Expiring 08/24/27*</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">135,954</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$813,005 &#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Aequi Acquisition Corp.</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;&#160; Expiring 11/30/27</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">102,966</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">164,745 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total Warrants</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="border-top: 1pt solid black; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="text-indent: 9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">(Cost $1,559,876)</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">2,481,613 &#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>CLOSED-END FUNDS</b><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> <b>- 5.0%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">BlackRock Taxable Municipal Bond Trust</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">285,768</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">7,118,481 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Nuveen Taxable Municipal Income Fund</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">287,097</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">6,430,973 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Nuveen AMT-Free Municipal Credit Income Fund</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">288,379</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">4,720,764 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">BlackRock Corporate High Yield Fund, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">361,116</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">4,127,556 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Invesco Municipal Opportunity Trust<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">224,602</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">2,922,072 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Invesco Trust for Investment Grade Municipals</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">204,113</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">2,700,415 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Invesco Municipal Trust<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">180,695</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">2,316,510 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Invesco Advantage Municipal Income Trust II<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">158,726</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">1,823,762 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Blackstone Strategic Credit Fund<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">131,619</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">1,732,106 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">BlackRock Credit Allocation Income Trust<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">120,109</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">1,727,167 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">BlackRock Municipal Income Trust<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">107,502</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">1,612,530 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Eaton Vance Limited Duration Income Fund<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">101,243</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">1,268,575 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Ares Dynamic Credit Allocation Fund, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">65,906</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">972,773 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">BlackRock Debt Strategies Fund, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">59,520</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">639,840 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Nuveen AMT-Free Quality Municipal Income Fund</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">29,667</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">430,171 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Nuveen Quality Municipal Income Fund</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">24,504</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">367,560 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Western Asset High Income Opportunity Fund, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">58,776</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">289,178 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">BlackRock MuniVest Fund, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">23,747</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">212,773 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total Closed-End Funds</b></td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="border-top: 1pt solid black; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="text-indent: 9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">(Cost $38,205,978)</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">41,413,206 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>MONEY MARKET FUND<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 1.0%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">8,069,136 &#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="border-top: 1pt solid black; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="text-indent: 9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">(Cost $8,069,136)</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">8,069,136 &#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
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              Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></b></td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt;"><br>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Financial -&#160;&#160;18.9%</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Morgan Stanley Finance LLC</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">0.50% due 10/23/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;13,500,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;13,883,400</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Dyal Capital Partners III</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">4.40% due 06/15/40<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;10,000,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Kuvare US Holdings, Inc.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">7.00% due 02/17/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;6,400,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;6,575,232</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Liberty Mutual Group, Inc.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">4.30% due 02/01/61<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;6,800,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;6,220,516</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Wilton RE Ltd.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">6.00%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1,3,4,7</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;6,300,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;6,191,262</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">NFP Corp.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">6.88% due 08/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;4,075,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;4,208,171</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">7.00% due 05/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,600,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;1,708,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Citigroup, Inc.</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">3.88%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3,4</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;4,000,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;3,977,500</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">4.00%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3,4</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,750,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,763,125</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Charles Schwab Corp.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">5.38%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3,4</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,000,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,270,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">4.00%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3,4</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;2,350,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;2,358,813</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Iron Mountain, Inc.</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">5.63% due 07/15/32<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;5,000,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;5,292,613</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Markel Corp.</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">6.00%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3,4</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;4,770,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;5,235,886</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Hampton Roads PPV LLC</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">6.62% due 06/15/53<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;4,500,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;4,988,987</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">GLP Capital Limited Partnership / GLP Financing II, Inc.</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">4.00% due 01/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,410,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;3,630,252</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">5.30% due 01/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,050,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,200,160</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">QBE Insurance Group Ltd.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">7.50% due 11/24/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4,7</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,000,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,360,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">5.88%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3,4,7</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;950,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;1,027,187</td>
        </tr>

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              <td style="width: 80.41%; vertical-align: middle;">
                <div>Guggenheim Strategic Opportunities Fund</div>
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              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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              <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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      <div><br>
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      <br>
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          <tr style="vertical-align: bottom;">
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            <td rowspan="1" style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
            <td rowspan="1" style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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            <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
            <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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      </table>
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    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" border="0" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 75%;">Home Point Capital, Inc.</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;"><br>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">3,650,000</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">3,823,375</td>
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    </table>
    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" border="0" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;3,610,000</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">3,648,092</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 75%;">OneMain Finance Corp.</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 75%;">4.00% due 09/15/30</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;&#160;1,700,000</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;1,649,221</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 75%;">6.13% due 03/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;&#160;1,500,000</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;1,612,500</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 75%;">6.63% due 01/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;&#160;250,000</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;284,300</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 75%;">Cushman &amp; Wakefield US Borrower LLC</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;&#160;3,150,000</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;3,405,307</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 75%;">Bank of America Corp.</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 75%;">6.50%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3,4</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;&#160;2,000,000</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;2,225,600</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 75%;">6.30%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3,4</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;&#160;1,000,000</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;1,148,129</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 75%;">American Equity Investment Life Holding Co.</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 75%;">5.00% due 06/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;&#160;2,950,000</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;3,310,967</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 75%;">BBC Military Housing-Navy Northeast LLC</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;3,201,284</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 75%;">Hunt Companies, Inc.</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 75%;">6.25% due 02/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
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        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 75%;">Lincoln National Corp.</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;3,014,421</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 75%;">Citizens Financial Group, Inc.</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;&#160;2,500,000</td>
          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;2,492,200</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 75%;">Assurant, Inc.</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;1,521,388</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;1,421,336</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;1,063,260</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;1,059,341</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;1,012,937</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;985,829</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">878,043</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;734,948</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;721,925</td>
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 12%;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-size: 10pt; font-family: Arial; width: 1%;">&#160;</td>
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                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;9,635,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Air Canada 2020-2 Class A Pass Through Trust</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;5,771,160</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;2,320,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;2,628,663</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,400,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;1,469,409</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;490,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;564,558</td>
        </tr>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Delta Air Lines Inc. / SkyMiles IP Ltd.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,600,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,981,462</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,800,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,949,349</td>
        </tr>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">JB Poindexter &amp; Company, Inc.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,692,500</td>
        </tr>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,647,625</td>
        </tr>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        </tr>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        </tr>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        </tr>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,739,727</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,659,710</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <tr>
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            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;525,522</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">3.45% due 12/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;498,397</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;506,081</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Lithia Motors, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">4.38% due 01/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;475,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;498,750</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Performance Food Group, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">6.88% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;450,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;480,375</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Superior Plus Limited Partnership / Superior General Partner, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">7.00% due 07/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;395,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;421,536</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Boyd Gaming Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">8.63% due 06/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;250,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;275,000</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Yum! Brands, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">7.75% due 04/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;200,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;218,750</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Wabash National Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">5.50% due 10/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;100,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">&#160;101,875</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;73,252,066</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Altria Group, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;6,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;5,552,220</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Acadia Healthcare Company, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">5.00% due 04/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,400,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2,496,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">5.63% due 02/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;600,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;600,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">5.50% due 07/01/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;550,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;580,250</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">US Foods, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">6.25% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,950,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,079,188</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">4.75% due 02/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,400,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,424,500</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Sotheby&#8217;s</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">7.38% due 10/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;3,200,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;3,456,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Sabre GLBL, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;2,225,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;2,391,875</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;889,688</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,900,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,009,250</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;592,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;593,231</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Kraft Heinz Foods Co.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,501,673</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,035,000</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Cheplapharm Arzneimittel GmbH</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,989,000</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,900,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,930,875</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Spectrum Brands, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">5.50% due 07/15/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,831,937</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">4.50% due 07/01/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,700,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,785,000</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Avantor Funding, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">4.63% due 07/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,700,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,772,284</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Kronos Acquisition Holdings Incorporated / KIK Custom Products Inc</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,484,625</td>
        </tr>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">4.63% due 10/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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    <div><br>
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    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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          <tr>
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              <div>Guggenheim Strategic Opportunities Fund</div>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <tr>
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              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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              <div style="text-align: right;">February 28, 2021</div>
            </td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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    <div><br>
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    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse;" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom;">
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;882,045</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Par Pharmaceutical, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">7.50% due 04/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;798,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;857,850</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Endo Finance LLC / Endo Finco, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">7.25% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;800,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">760,000</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Jaguar Holding Company II / PPD Development, LP</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">5.00% due 06/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;700,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;738,500</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Carriage Services, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">6.63% due 06/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;650,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;682,500</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Central Garden &amp; Pet Co.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">4.13% due 10/15/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;625,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">648,991</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">KeHE Distributors LLC / KeHE Finance Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">8.63% due 10/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;&#160;494,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">&#160;549,575</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;53,268,249</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Boeing Co.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">5.81% due 05/01/50<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;9,400,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;11,994,779</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">PowerTeam Services LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">9.03% due 12/04/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;3,440,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;3,809,800</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">New Enterprise Stone &amp; Lime Company, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">9.75% due 07/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,200,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,464,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Great Lakes Dredge &amp; Dock Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">8.00% due 05/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,776,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,791,984</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Harsco Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">5.75% due 07/31/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,625,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,694,063</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Intertape Polymer Group, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">7.00% due 10/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,500,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,578,750</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Summit Materials LLC / Summit Materials Finance Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">5.25% due 01/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,450,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,538,813</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Howmet Aerospace, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">6.88% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;800,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;925,960</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">5.95% due 02/01/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;500,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;596,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">GrafTech Finance, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">4.63% due 12/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,450,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,479,290</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">JELD-WEN, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">6.25% due 05/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,350,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,441,125</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Cleaver-Brooks, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">7.88% due 03/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,425,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,400,063</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Grinding Media Inc. / MC Grinding Media Canada Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,060,000</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;978,500</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;75,281</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;560,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;636,564</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Hillenbrand, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;325,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;345,312</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;115,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <tr>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;37,847,586</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;7,246,125</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,100,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,268,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;2,100,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,863,750</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">NuStar Logistics, LP</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;3,600,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;3,978,756</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Hess Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,843,806</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">6.00% due 01/15/40<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,220,567</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">7.13% due 03/15/33<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;500,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;653,691</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Global Partners Limited Partnership / GLP Finance Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">7.00% due 08/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,625,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">1,722,500</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">6.88% due 01/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,025,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,109,114</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Midwest Connector Capital Company LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">4.63% due 04/01/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,809,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,820,469</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">CVR Energy, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">5.25% due 02/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,750,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,727,250</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Husky Energy, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">4.00% due 04/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;900,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;961,781</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">3.95% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;600,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;615,353</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Rattler Midstream, LP</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">5.63% due 07/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,250,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,303,125</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Sunoco Logistics Partners Operations, LP</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">4.25% due 04/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,081,914</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Buckeye Partners, LP</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">4.35% due 10/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;750,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;772,500</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">FLNG Liquefaction 2 LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">4.13% due 03/31/38<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,9</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;262,460</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;265,636</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">TransMontaigne Partners Limited Partnership / TLP Finance Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">6.13% due 02/15/26</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;250,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;251,658</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Basic Energy Services, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">10.75% due 10/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,9</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;500,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;98,750</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Schahin II Finance Co. SPV Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;due 09/25/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,10</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;&#160;1,216,133</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);">&#160;79,049</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;"><b>Total Energy</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;30,883,794</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);"><b>Communications -&#160;&#160;3.1%</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">ViacomCBS, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;6,390,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;7,623,364</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Altice France S.A.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">5.13% due 01/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,850,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,860,203</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">7.38% due 05/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,660,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,731,712</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Walt Disney Co.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">3.80% due 05/13/60<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,820,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">3,125,352</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;3,842,500</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">6.75% due 12/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,155,625</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Kaiser Aluminum Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">6.50% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,050,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">1,123,500</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Illuminate Buyer LLC / Illuminate Holdings IV, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">9.00% due 07/01/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;875,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;973,437</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Arconic Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">6.00% due 05/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;350,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;371,875</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Mirabela Nickel Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;&#160;1,388,176</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);">&#160;55,527</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;23,818,379</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Midcap Funding XLVI Trust</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">5.61% due 10/29/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;9,250,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;9,250,891</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Cheniere Corpus Christi Holdings LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">3.52% due 12/31/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;6,200,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;6,048,455</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Terraform Global Operating LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">6.13% due 03/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;2,180,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;2,239,416</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">AES Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">3.95% due 07/15/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,430,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,562,261</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Petershill II Senior Secured Notes</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">5.00% due 12/02/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,065,052</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Pattern Energy Operations Limited Partnership / Pattern Energy Operations, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">4.50% due 08/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;&#160;825,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);">&#160;858,423</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;"><b>Total Utilities</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;21,024,498</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);"><b>Technology -&#160;&#160;1.0%</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">NCR Corp.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;2,125,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;2,210,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">6.13% due 09/01/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;800,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;856,000</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">8.13% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;525,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;573,562</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">TeamSystem SpA</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">EUR &#160;1,700,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;2,052,892</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">BY Crown Parent LLC / BY Bond Finance, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">4.25% due 01/31/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,175,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,210,250</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Boxer Parent Company, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;2,000,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;2,003,760</td>
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,877,416</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;1,876,252</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,300,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;3,310,329</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">3.50% (3 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 03/20/25</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;492,868</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;489,294</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Alterra Mountain Co.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">5.50% (1 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 07/31/26</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,336,845</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,357,700</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Accuride Corp.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 11/17/23</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,333,299</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,099,968</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,034,750</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,057,511</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;2,987,406</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;2,927,658</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;2,779,880</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;2,717,014</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,911,022</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,861,282</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">4.50% (6 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 11/08/27</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,850,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,857,234</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">K &amp; N Parent, Inc.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;92,647</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;742,805</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;710,798</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;653,934</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;598,473</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;601,466</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;6,252,786</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;3,142,125</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,725,866</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,715,165</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;4,050,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;4,050,000</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;3,792,400</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,900,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,850,000</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">HAH Group Holding Co LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">2,100,882</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Jefferies Finance LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;3,940,125</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;3,940,125</td>
        </tr>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Teneo Holdings LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Syndigo LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;4,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;3,632,747</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,589,662</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,979,850</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,074,750</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,971,013</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,824,637</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,796,501</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Titan US Finco LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,682,395</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,680,293</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,300,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,173,250</td>
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          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">3.61% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 07/23/25</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;442,085</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;439,048</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,294,949</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,201,065</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,220,407</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">7.00% (1 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 10/27/22</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;179,082</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;170,958</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">EIF Channelview Cogeneration LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">5.25% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 05/03/25</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;&#160;775,767</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;18,790,737</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Venture Global Calcasieu Pass LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,125,075</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,008,196</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">SeaPort Financing LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,465,346</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">1,436,039</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Centurion Pipe</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">4.11% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 09/29/25</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;200,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;199,500</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Permian Production Partners LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;&#160;572,982</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">&#160;80,217</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);"><b>Collateralized Loan Obligations -&#160;&#160;9.8%</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Golub Capital Partners CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">2018-36A, 2.30% (3 Month USD LIBOR + 2.10%, Rate Floor: 0.00%) due 02/05/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7,8</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;5,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;4,844,240</td>
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              <div>Guggenheim Strategic Opportunities Fund</div>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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              <div style="text-align: right;">February 28, 2021</div>
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          <tr>
            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt;"><b>Value</b> <br>
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          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">$2,492,490</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,500,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,471,557</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,500,468</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Diamond CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;2,989,570</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,500,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,493,829</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;990,912</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">LoanCore 2019-CRE2 Issuer Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">ABPCI Direct Lending Fund CLO I LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,989,293</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Monroe Capital CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,750,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,732,653</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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            <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 79%;">&#160;</td>
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            <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
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            <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
            <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 79%;">Dryden 50 Senior Loan Fund</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 79%;">Denali Capital CLO XI Ltd.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;2,393,084</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">2,001,890</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">250,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">249,429</td>
        </tr>

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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 79%;">BXMT Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;2,200,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 1%;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">2,203,995</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 79%;">Hull Street CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 79%;">2017-1A, 2.93% (3 Month USD LIBOR + 2.70%, Rate Floor: 0.00%) due 10/18/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7,8</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;&#160;2,200,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 1%;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;2,189,185</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 79%;">Marathon CLO V Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;160,143</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 1%;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;&#160;550,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 1%;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;541,937</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 1%;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 79%;">MP CLO VIII Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 1%;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 79%;">Cent CLO 19 Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;1,748,923</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 79%;">Treman Park CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;&#160;2,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 1%;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;1,583,059</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 79%;">Dryden Senior Loan Fund</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 1%;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); width: 10%;">&#160;1,476,452</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 79%;">Carlyle Global Market Strategies CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 79%;">Atlas Senior Loan Fund IX Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 1%;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); width: 10%;">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <tr>
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            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Voya CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Avery Point II CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,585,974</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;934,014</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Dryden 41 Senior Loan Fund</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,250,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;669,904</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">KVK CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,300,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;549,447</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Dryden 37 Senior Loan Fund</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2015-37A,&#160;&#160;due 01/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,12</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,050,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;516,965</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Great Lakes CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,153,846</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;497,525</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Venture XIII CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2013-13A,&#160;&#160;due 09/10/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,12</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,500,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;485,533</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Babson CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;3,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;309,600</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">A10 Permanent Asset Financing LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2017-II, 6.24% (WAC) due 06/15/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1,7,8</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;250,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;270,480</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">West CLO Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2013-1A,&#160;&#160;due 11/07/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,12</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,350,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;145,395</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">OHA Credit Partners IX Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">2013-9A,&#160;&#160;due 10/20/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,12</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;&#160;602,740</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">&#160;1,338</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;"><b>Total Collateralized Loan Obligations</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;81,559,304</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);"><b>Transport-Aircraft -&#160;&#160;4.6%</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Castlelake Aircraft Securitization Trust</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2017-1, 5.93% due 07/15/42</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;4,382,751</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;4,348,363</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">2018-1, 4.13% due 06/15/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;3,422,880</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;3,448,143</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2016-1, 4.45% due 08/15/41</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,177,562</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,181,520</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">2019-1A, 3.97% due 04/15/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,590,021</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,593,127</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">due 12/31/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;3,054,105</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;260,875</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">AASET Trust</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2019-2, 4.46% due 10/16/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;3,701,126</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;3,486,734</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">2020-1A, 4.34% due 01/16/40<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,959,012</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">1,842,870</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2019-1, 3.84% due 05/15/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,359,700</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,372,359</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">GAIA Aviation Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2019-1, 3.97% due 12/15/44<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,13</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;4,959,531</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;4,847,162</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">WAVE LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2019-1, 3.60% due 09/15/44<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,548,471</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,540,089</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Falcon Aerospace Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,093,927</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,995,604</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">JOL Air Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Sapphire Aviation Finance II Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,684,999</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,507,522</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,483,616</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">MAPS Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;1,314,632</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,334,845</td>
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              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Sapphire Aviation Finance I Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">$855,045</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Stripes Aircraft Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">605,426</td>
        </tr>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Turbine Engines Securitization Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;314,369</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Airplanes Pass Through Trust</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;&#160;6,677,317</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;668</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);"><b>Total Transport-Aircraft</b></td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;38,476,098</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Applebee&#8217;s Funding LLC / IHOP Funding LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;7,431,375</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;7,644,656</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">TSGE</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;5,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;5,207,396</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Taco Bell Funding LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;977,500</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">985,867</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);"><b>Total Whole Business</b></td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;13,837,919</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Aesf Vi Verdi LP</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Nassau LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2019-1, 3.98% due 08/15/34<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;1,749,985</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,775,772</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">NCBJ</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;&#160;496,752</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;13,151,820</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">VB-S1 Issuer LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;6,300,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;6,819,285</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Diamond Issuer LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;2,700,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,702,357</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Secured Tenant Site Contract Revenue Notes Series</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">2018-1A, 5.92% due 06/15/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;&#160;1,903,683</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;1,885,617</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;11,407,259</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);"><b>Net Lease -&#160;&#160;0.3%</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">CARS-DB4, LP</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">2020-1A, 4.95% due 02/15/50<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;&#160;2,750,000</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;2,760,163</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);"><b>Automotive -&#160;&#160;0.2%</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Hertz Vehicle Financing II, LP</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">2019-3A, 2.67% due 12/26/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;380,586</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;382,559</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">2017-1A, 2.96% due 10/25/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;&#160;364,577</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;366,472</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">2018-1A, 3.29% due 02/25/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;182,000</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;182,954</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Hertz Vehicle Financing LLC</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">2016-2A, 2.95% due 03/25/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;283,028</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;284,505</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">2018-2A, 3.65% due 06/27/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,7</sup></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;&#160;45,698</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;45,935</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);"><b>Total Automotive</b></td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,262,425</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);"><b>Diversified Payment Rights -&#160;&#160;0.1%</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">Bib Merchant Voucher Receivables Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;&#160;1,100,000</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;1,190,119</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);"><b>Collateralized Debt Obligations -&#160;&#160;0.1%</b></td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Anchorage Credit Funding 4 Ltd.</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;&#160;1,000,000</td>
          <td style="font-family: Arial; font-size: 10pt; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,000,000</td>
        </tr>

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    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
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    <div><br>
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    <div>
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          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div>Guggenheim Strategic Opportunities Fund</div>
            </td>
            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
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            </td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
          </tr>

      </table>
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    <div><br>
    </div>
    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="border-top: 1pt solid black; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        </tr>
        <tr style="vertical-align: bottom;">
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Lehman XS Trust Series</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,649,120</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,683,202</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Ameriquest Mortgage Securities Trust</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;4,178,563</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;2,949,118</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">2006-M3, 0.22% (1 Month USD LIBOR + 0.10%, Rate Floor: 0.10%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;2,145,962</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;965,926</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Morgan Stanley ABS Capital I Incorporated Trust</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">2006-HE8, 0.34% (1 Month USD LIBOR + 0.22%, Rate Floor: 0.22%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;3,189,847</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">1,932,650</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,519,523</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,491,717</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">LSTAR Securities Investment Limited</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">2019-5, 1.62% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 11/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,8</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,450,445</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,420,665</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">WaMu Asset-Backed Certificates WaMu Series</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">2007-HE4, 0.29% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 07/25/47<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,982,639</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,663,720</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">2007-HE4, 0.37% (1 Month USD LIBOR + 0.25%, Rate Floor: 0.25%) due 07/25/47<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,178,504</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;890,299</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,543,080</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;765,039</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">ACE Securities Corporation Home Equity Loan Trust Series</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;2,000,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;2,000,158</td>
        </tr>

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    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 0.25in; text-indent: -9pt; font-family: Arial; font-size: 10pt;">&#160;</td>
          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt;"><b>Face<br>
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          <td rowspan="1" style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt;"><b>Value</b> <br>
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          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td rowspan="1" style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td rowspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">Long Beach Mortgage Loan Trust</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;2,039,754</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;&#160;2,083,485</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,902,896</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;1,738,586</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; background-color: rgb(204, 238, 255);">&#160;</td>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <tr>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
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        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;"><b>Total Residential Mortgage Backed Securities</b></td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;47,714,056</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Military Housing -&#160;&#160;1.8%</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,616,515</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;3,492,139</td>
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        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;41,458,609</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;2,757,988</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">2015-R1, 0.65% (WAC) due 11/25/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,8,14</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;33,902,676</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,907,673</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">GMAC Commercial Mortgage Asset Corp.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;3,500,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;4,394,090</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Capmark Military Housing Trust</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">2007-AETC, 5.75% due 02/10/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;&#160;1,566,337</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,658,687</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">2007-AET2, 6.06% due 10/10/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;&#160;469,278</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">&#160;500,876</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;"><b>Total Military Housing</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;14,711,453</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;"><b>Commercial Mortgage Backed Securities -&#160;&#160;0.2%</b></td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">GS Mortgage Securities Corporation Trust</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">2020-DUNE, 2.61% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 12/15/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,8</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;&#160;2,000,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">&#160;1,838,705</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total Collateralized Mortgage Obligations</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="border-top: 1pt solid black; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">64,264,214</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>U.S. TREASURY BILLS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup> - 2.8%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4">U.S. Treasury Bills</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">7,000,000 &#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">6,999,000 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">0.03% due 05/27/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,15</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">4,700,000 &#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">4,699,546 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">0.09% due 03/18/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,15</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">4,000,000 &#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">3,999,948 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">0.08% due 03/25/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,15</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">3,000,000 &#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">2,999,925 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">0.03% due 04/06/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,15</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">2,500,000 &#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">2,499,894 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">0.03% due 03/04/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,15</sup></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">1,000,000 &#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">999,997 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">0.08% due 05/13/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,15</sup></td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">1,000,000 &#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">999,904 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total U.S. Treasury Bills</b></td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="border-top: 1pt solid black; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="text-indent: 9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">(Cost $23,198,141)</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">23,198,214 &#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>MUNICIPAL BONDS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup> - 0.1%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Oklahoma -&#160;&#160;0.1%</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Oklahoma Development Finance Authority Revenue Bonds</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">5.45% due 08/15/28</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;&#160;400,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">&#160;452,232</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total Municipal Bonds</b></td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="border-top: 1pt solid black; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">452,232</td>
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    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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              <div>Guggenheim Strategic Opportunities Fund</div>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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              <div style="text-align: right;">February 28, 2021</div>
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          <tr>
            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><br>
          </td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt; font-weight: bold; text-align: right;">Value</td>
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        <tr style="vertical-align: bottom;">
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Call options on:</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
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            Expiring July 2022 with strike price of $0.40</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$345,300,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$2,569,032 &#160;</td>
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        <tr style="vertical-align: bottom;">
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            Expiring July 2022 with strike price of $0.61</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">115,500,000</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">654,885 &#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">Bank of America, N.A. 2Y-10 CMS CAP<br>
            Expiring July 2022 with strike price of $0.40</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">5,000,000</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">37,200 &#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total OTC Options Purchased</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="border-top: 1pt solid black; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="text-indent: 9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">(Cost $984,715)</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">3,261,117 &#160;</td>
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          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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        <tr>
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          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$1,233,095,980 &#160;</td>
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        <tr style="vertical-align: bottom;">
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        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Call options on:</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;S&amp;P 500 Index Expiring March 2021 with strike price of $3,925.00 </td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><br>
          </td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><br>
          </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;(Notional Value $59,072,825)</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">155 <br>
          </td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">&#160; &#160; (357,275) <br>
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        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total Listed Options Written</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">(Premiums received $1,045,911)</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160; &#160; (357,275)</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>OTC OPTIONS WRITTEN<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 0.0%</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Call options on:</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Citibank, N.A. Pershing Square Tontine Holdings Ltd. Expiring December 2021 with strike price of $30.00 </td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><br>
          </td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><br>
          </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">(Notional Value $84,000)<br>
          </td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">28 <br>
          </td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160; (25,060) <br>
          </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Citibank, N.A. Pershing Square Tontine Holdings Ltd. Expiring December 2021 with strike price of $40.00</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><br>
          </td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><br>
          </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td rowspan="1" style="padding-left: 0.25in; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;(Notional Value $164,000)</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">41 <br>
          </td>
          <td rowspan="1" style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td rowspan="1" style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">&#160; &#160; (28,700) <br>
          </td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total OTC Options Written</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">(Premiums received $41,552)</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160; (53,760)</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total Securities Sold Short - (0.1)%</b></td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="text-indent: 9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">(Premiums received $1,087,463)</td>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;&#160; (411,035)</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;" colspan="3"><b>Other Assets &amp; Liabilities, net - (48.2)%</b></td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160; &#160; (400,947,761)</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-bottom: 2px; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="2"><b>Total Net Assets - 100.0%</b></td>
          <td style="padding-bottom: 2px; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$831,737,184 &#160;</td>
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    </table>
    <br>
    <p style="font: 1pt Calibri, Helvetica, Sans-Serif; margin: 0"><br>
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    <p style="font: 1pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></p>
    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" id="z47e3eeb5a4f545a2949b6491cbac5e9a" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
          <td style="font-family: Arial; font-size: 10pt;" colspan="2"><b>Futures Contracts</b></td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom">
          <td style="width: 44%; border-bottom: 1pt solid black; font-family: Arial; font-size: 10pt;"><b>Description</b></td>
          <td style="width: 14%; border-bottom: 1pt solid black; text-align: right; font-family: Arial; font-size: 10pt;"><b>Number of Contracts</b></td>
          <td style="width: 14%; border-bottom: 1pt solid black; text-align: right; font-family: Arial; font-size: 10pt;"><b>Expiration Date</b></td>
          <td style="width: 14%; border-bottom: 1pt solid black; text-align: right; font-family: Arial; font-size: 10pt;"><b>Notional Amount</b></td>
          <td style="width: 14%; border-bottom: 1pt solid black; text-align: right; font-family: Arial; font-size: 10pt;"><b>Value and Unrealized<br>
              Appreciation<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">**</sup></b></td>
        </tr>
        <tr>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>Equity Futures Contracts Purchased<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup></b></td>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">S&amp;P 500 Index Mini Futures Contracts</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">310 &#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Mar 2021</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">$58,989,125</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">$1,836,480</td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></p>
    <p style="font: 1pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></p>
    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" id="zb73bc5a0d3a74cbaaa956b83677d1f29" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
          <td style="font-family: Arial; font-size: 10pt;" colspan="8"><b>Centrally Cleared Credit Default Swap Agreements Protection Sold<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></b></td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom">
          <td style="width: 17%; border-bottom: 2px solid rgb(0, 0, 0); font-family: Arial; font-size: 10pt;"><b>Counterparty</b></td>
          <td style="width: 8%; border-bottom: 2px solid rgb(0, 0, 0); font-family: Arial; font-size: 10pt;"><b>Exchange</b></td>
          <td style="width: 13%; border-bottom: 2px solid rgb(0, 0, 0); font-family: Arial; font-size: 10pt;"><b>Index</b></td>
          <td style="width: 8%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Protection Premium Rate</b></td>
          <td style="width: 9%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Payment Frequency</b></td>
          <td style="width: 8%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Maturity Date</b></td>
          <td style="width: 10%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Notional Amount</b></td>
          <td style="width: 9%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Value</b></td>
          <td style="width: 9%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Upfront Premiums Paid</b></td>
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        </tr>
        <tr style="vertical-align: bottom;">
          <td style="padding-left: 0.25in; text-indent: -0.25in; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">BofA Securities, Inc.</td>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">ICE</td>
          <td style="padding-left: 0.25in; text-indent: -0.25in; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">CDX.NA.HY.35.V1</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">5.00%</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Quarterly</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">12/20/25</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$41,700,000</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$3,445,004</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$1,626,732</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$1,818,272</td>
        </tr>

    </table>
    <div><br>
    </div>
    <div>
      <div>
        <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

            <tr style="vertical-align: bottom">
              <td style="font-family: Arial; font-size: 10pt;" colspan="4"><b>Total Return Swap Agreements</b></td>
              <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
              <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
              <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
              <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
            </tr>
            <tr style="vertical-align: bottom">
              <td style="width: 13%; border-bottom: 2px solid rgb(0, 0, 0); font-family: Arial; font-size: 10pt;"><b>Counterparty</b></td>
              <td style="width: 10%; border-bottom: 2px solid rgb(0, 0, 0); font-family: Arial; font-size: 10pt;"><b>Reference <br>
                  Obligation</b></td>
              <td style="width: 13%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Financing Rate Pay<br>
                </b></td>
              <td style="width: 10%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Payment Frequency</b></td>
              <td style="width: 10%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Maturity Date</b></td>
              <td style="width: 10%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Units</b></td>
              <td style="width: 20%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Notional Amount</b></td>
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                </b></td>
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              <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>OTC Credit Index Swap Agreements<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></b></td>
              <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
              <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
              <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
              <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;</td>
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              <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Citibank, N.A.</td>
              <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">iShares iBoxx $ High Yield Corporate Bond ETF</td>
              <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">0.32% (1 Month USD LIBOR + 0.20%)</td>
              <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Monthly</td>
              <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">05/12/21</td>
              <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">130,000</td>
              <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">$11,237,200</td>
              <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">$72,800</td>
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    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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    <div> <br>
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    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zab19d9417d2744c7bee8b7973e67c826" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div>Guggenheim Strategic Opportunities Fund</div>
            </td>
            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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            <td style="width: 19.59%; vertical-align: middle;">
              <div style="text-align: right;">February 28, 2021</div>
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          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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    <div> <br>
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    <div>
      <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

          <tr style="vertical-align: bottom">
            <td style="width: 13%; border-bottom: 2px solid rgb(0, 0, 0); font-family: Arial; font-size: 10pt;"><b>Counterparty</b></td>
            <td style="width: 10%; border-bottom: 2px solid rgb(0, 0, 0); font-family: Arial; font-size: 10pt;"><b>Reference <br>
                Obligation</b></td>
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            <td style="width: 10%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Payment Frequency</b></td>
            <td style="width: 10%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Maturity Date</b></td>
            <td style="width: 10%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Units</b></td>
            <td style="width: 20%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Notional Amount</b></td>
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    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

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          <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">iShares iBoxx $ High Yield Corporate Bond ETF</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 13%;">(0.14)% (1 Month USD LIBOR - 0.25%)</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">Monthly</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">05/26/21</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">451,630</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 20%;">&#160;39,038,897</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 14%;">&#160;(356,788)</td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 13%;">Goldman Sachs International</td>
          <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">iShares iBoxx $ High Yield Corporate Bond ETF</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 13%;">(0.63)% (1 Month USD LIBOR - 0.75%)</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">Monthly</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">03/08/21</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">11,450</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 20%;">&#160;989,738</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 14%;">&#160;(8,015)</td>
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        <tr>
          <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 13%; padding-bottom: 2px;">Goldman Sachs International</td>
          <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">iShares iBoxx $ High Yield Corporate Bond ETF</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 13%; padding-bottom: 2px;">(0.64)% (1 Month USD LIBOR - 0.75%)</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">Monthly</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">03/10/21</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">11,450</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">&#160;989,738</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 14%; border-bottom: 2px solid rgb(0, 0, 0);">&#160;(8,817)</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 13%; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 13%; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 20%;">$52,255,573</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 14%;">$(300,820)</td>
        </tr>
        <tr>
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;" colspan="4"><b>OTC Credit Index Swap Agreements Sold Short<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></b></td>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%;">&#160;</td>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 20%;">&#160;</td>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 14%;">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 13%;">BNP Paribas</td>
          <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">iShares iBoxx $ High Yield Corporate Bond ETF</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 13%;">0.49% (1 Month USD LIBOR - 0.60%)</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">Monthly</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">03/10/21</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%;">11,450</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 20%;">$&#160;989,738</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 14%;">$&#160;8,817</td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 13%; padding-bottom: 2px;">BNP Paribas</td>
          <td style="vertical-align: top; padding-left: 9pt; text-indent: -9pt; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">iShares iBoxx $ High Yield Corporate Bond ETF</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 13%; padding-bottom: 2px;">0.48% (1 Month USD LIBOR - 0.60%)</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">Monthly</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">03/08/21</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">11,450</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">989,738</td>
          <td style="vertical-align: bottom; text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; width: 14%; border-bottom: 2px solid rgb(0, 0, 0);">8,015</td>
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        <tr style="vertical-align: bottom;">
          <td style="padding-left: 9pt; text-indent: -9pt; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 13%; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 13%; padding-bottom: 2px;">&#160;</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 10%; padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 20%;">$1,979,476</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; width: 14%;">$16,832</td>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></p>
    <p style="font: 1pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></p>
    <table style="font: 10pt Franklin Gothic Book; width: 100%; border-collapse: collapse" id="z50e7de7e77664709a62d33d4578353cc" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
          <td style="font-family: Arial; font-size: 10pt;" colspan="7"><b>Forward Foreign Currency Exchange Contracts<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></b></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td style="width: 19%; border-bottom: 2px solid rgb(0, 0, 0); font-family: Arial; font-size: 10pt;"><b>Counterparty</b></td>
          <td style="width: 12%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Contracts to Sell</b></td>
          <td style="width: 12%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Currency</b></td>
          <td style="width: 12%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Settlement Date</b></td>
          <td style="width: 15%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Settlement Value</b></td>
          <td style="width: 15%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Value at February 28, 2021</b></td>
          <td style="width: 15%; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; font-family: Arial; font-size: 10pt;"><b>Unrealized Appreciation (Depreciation)</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Citibank, N.A.</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">11,240,000</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">BRL</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">07/01/21</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$2,716,438</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$1,996,532</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$719,906</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Goldman Sachs International</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">5,700,000</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">BRL</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">07/01/21</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,335,364</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,012,476</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;322,888</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">JPMorgan Chase Bank, N.A.</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">3,000,000</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">BRL</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">07/01/21</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;712,674</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;532,882</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;179,792</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Morgan Stanley Capital Services LLC</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">8,990,000</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">EUR</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">03/30/21</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;11,007,716</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;10,864,602</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;143,114</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">5,830,000</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">EUR</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">03/16/21</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;7,075,095</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;7,042,944</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;32,151</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Goldman Sachs International</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">414,000</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">GBP</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">03/16/21</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;571,696</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;576,759</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;(5,063)</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Bank of America, N.A.</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">4,363,200</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">ILS</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">04/30/21</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;1,293,950</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;1,321,809</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">&#160;(27,859)</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Goldman Sachs International</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">5,707,550</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">ILS</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">01/31/22</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,691,892</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,740,909</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;(49,017)</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">Goldman Sachs International</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">16,654,900</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">ILS</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">04/30/21</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;4,882,148</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;5,045,516</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">&#160;(163,368)</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">$1,152,544</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;">&#160;</td>
          <td style="text-align: right; font-family: Arial; font-size: 10pt;">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Counterparty</b></td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Contracts to Buy</b></td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Currency</b></td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Settlement Date</b></td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Settlement Value</b></td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Value at February 28, 2021</b></td>
          <td style="border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;"><b>Unrealized Appreciation (Depreciation)</b></td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">Goldman Sachs International</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">21,018,100</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">ILS</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">04/30/21</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$5,892,376</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$6,367,324</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt;">$474,948</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">Goldman Sachs International</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">5,707,550</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">ILS</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">01/31/22</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,554,800</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;1,740,910</td>
          <td style="text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">&#160;186,110</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">Citibank, N.A.</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">19,940,000</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">BRL</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">07/01/21</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;3,831,371</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;3,541,890</td>
          <td style="text-align: right; background-color: rgb(204, 238, 255); font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);">&#160;(289,481)</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt; padding-bottom: 2px;">&#160;</td>
          <td style="border-top: 1pt solid black; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255); font-family: Arial; font-size: 10pt;">$371,577</td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></p>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="ze36b881d0f4a43f388cb25c2eb27bcad" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">~&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">The face amount is denominated in U.S. dollars unless otherwise indicated.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">*&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Non-income producing security.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">**&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Includes cumulative appreciation (depreciation).</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">&#8224;&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Value determined based on Level 1 inputs, unless otherwise noted &#8212; See Note 4.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">&#8224;&#8224;&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Value determined based on Level 2 inputs, unless otherwise noted &#8212; See Note 4.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">&#8224;&#8224;&#8224;&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Value determined based on Level 3 inputs &#8212; See Note 4.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">1&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">All or a portion of these securities have been physically segregated in connection with futures contracts, options, borrowings, reverse repurchase agreements and unfunded loan commitments. As of February 28,
              2021, the total value of securities segregated was $334,795,989.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">2&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Affiliated issuer.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">3&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Perpetual maturity.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">4&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z42e0680d3db2474baedbfabbfb628f2e" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div>Guggenheim Strategic Opportunities Fund</div>
            </td>
            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
            </td>
            <td style="width: 19.59%; vertical-align: middle;">
              <div style="text-align: right;">February 28, 2021</div>
            </td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
          </tr>

      </table>
    </div>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">5&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Rate indicated is the 7-day yield as of February 28, 2021.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">6&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Variable rate security. Rate indicated is the rate effective at February 28, 2021. The rate is linked to the volatility-adjusted performance of the series 1 securities due 2069 of the underlying company, Alphas
              Managed Accounts Platform LXXIX Limited.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">7&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Security is a 144A or Section 4(a)(2) security.&#160;These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2)
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          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">8&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Variable rate security.&#160;&#160;Rate indicated is the rate effective at February 28, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The
              settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread
              amounts are shown, the effective rate is based on a weighted average.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">9&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Security is a 144A or Section 4(a)(2) security.&#160;These securities have been determined to be illiquid and restricted under guidelines established by the Board of Trustees. The total market value of 144A or
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          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">10&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Security is in default of interest and/or principal obligations.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">11&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Payment-in-kind security.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">12&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">13&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Security is a step down bond, with a 3.97% coupon rate until December 15, 2044.&#160; Future rate is 2.00% with a reset date of November 15, 2026.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">14&#160; <br>
            </div>
          </td>
          <td style="width: 93.98%; vertical-align: bottom;">
            <div style="font-style: italic;">Security is an interest-only strip.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 6.02%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">15&#160; <br>
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            <div style="font-style: italic;">Rate indicated is the effective yield at the time of purchase.</div>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif"> <br>
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          <td style="width: 94%; font-family: Arial; font-size: 10pt;"><i>BofA &#8212; Bank of America</i></td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><i>BRL &#8212; Brazilian Real</i></td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><i>CDX.NA.HY.35.V1 &#8212; Credit Default Swap North American High Yield Series 35 Index Version 1</i></td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><i>CMS &#8212; Constant Maturity Swap</i></td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><i>EURIBOR &#8212; European Interbank Offered Rate</i></td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><i>EUR &#8212; Euro</i></td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><i>GBP &#8212; British Pound</i></td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial;">&#160;</td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><i>ILS &#8212; Israeli New Shekel</i></td>
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        <tr style="vertical-align: bottom">
          <td style="font-family: Arial;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><i>LIBOR &#8212; London Interbank Offered Rate</i></td>
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        <tr style="vertical-align: bottom">
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          <td style="font-family: Arial; font-size: 10pt;"><i>PPV &#8212; Public-Private Venture</i></td>
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          <td style="font-family: Arial; font-size: 10pt;"><i>SARL &#8212;&#160;&#160;Soci&#233;t&#233; &#224; Responsabilit&#233; Limit&#233;e</i></td>
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          <td style="font-family: Arial;">&#160;</td>
          <td style="font-family: Arial; font-size: 10pt;"><i>WAC &#8212; Weighted Average Coupon</i></td>
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        <tr style="vertical-align: bottom">
          <td colspan="2" style="padding-top: 0.1in; font-family: Arial;">&#160;</td>
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        <tr style="vertical-align: bottom">
          <td colspan="2" style="padding-top: 0.1in; font-family: Arial; font-size: 10pt;"><i>&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;See Sector Classification in Other Information section.</i></td>
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        <tr style="vertical-align: bottom">
          <td colspan="2"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></td>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font> </p>
    <p style="font: 1pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></p>
    <table id="z1116f92885b54e2e92e3dabc61508506" style="font: 10pt Franklin Gothic Book; width: 100%;" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom;">
          <td colspan="16" style="font-size: 10pt; font-family: Arial;" valign="bottom">The following table summarizes the inputs used to value the Fund&#8217;s investments at February 28, 2021 (See Note 4 in the Notes to Schedule of Investments):</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom;" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td colspan="16" style="font-family: Arial; font-size: 10pt;" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="text-align: right; font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><b>Level 1 Quoted Prices </b></td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="text-align: right; font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><b>Level 2 Significant Observable Inputs </b></td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="text-align: right; font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><b>Level 3 Significant Unobservable Inputs </b></td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="text-align: right; font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><b>Total </b></td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(204, 238, 255);" valign="bottom">Common Stocks</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">47,905,609</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">1,577,224</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">544,654</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">50,027,487</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(255, 255, 255);" valign="bottom">Preferred Stocks</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">38,389,168</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">761,240</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">39,150,408</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(204, 238, 255);" valign="bottom">Warrants</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">2,481,613</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">2,481,613</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(255, 255, 255);" valign="bottom">Closed-End Funds</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">41,413,206</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">41,413,206</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">8,069,136</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">8,069,136</td>
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        <tr style="vertical-align: bottom;">
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">393,451,340</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">431,613,951</td>
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        <tr style="vertical-align: bottom;">
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">345,446,893</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">404,061,401</td>
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        <tr style="vertical-align: bottom;">
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">146,191,989</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">18,911,012</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">165,103,001</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(204, 238, 255);" valign="bottom">Collateralized Mortgage Obligations</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">59,870,124</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">4,394,090</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">64,264,214</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(255, 255, 255);" valign="bottom">U.S. Treasury Bills</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">23,198,214</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">23,198,214</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(204, 238, 255);" valign="bottom">Municipal Bonds</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">452,232</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">452,232</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(255, 255, 255);" valign="bottom">Options Purchased</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">3,261,117</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">3,261,117</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(204, 238, 255);" valign="bottom">Equity Futures Contracts*</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">1,836,480</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">1,818,272</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">1,818,272</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(204, 238, 255);" valign="bottom">Credit Index Swap Agreements*</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">89,632</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">89,632</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">Forward Foreign Currency Exchange Contracts*</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">2,058,909</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">2,058,909</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">Total Assets</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">101,706,044</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">1,015,805,114</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">121,388,115</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">1,238,899,273</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
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    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z42e0680d3db2474baedbfabbfb628f2e" cellpadding="0" cellspacing="0">

          <tr>
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              <div>Guggenheim Strategic Opportunities Fund</div>
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            <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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          <tr>
            <td style="width: 80.41%; vertical-align: middle;">
              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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            <td style="width: 19.59%; vertical-align: middle;">
              <div style="text-align: right;">February 28, 2021</div>
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          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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    <table style="font: 10pt Franklin Gothic Book; width: 100%;" cellpadding="0" cellspacing="0">

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          <td style="font-family: Arial; font-size: 10pt; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><b>Investments in Securities (Liabilities) </b></td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
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          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">411,035</td>
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
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          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">411,035</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(255, 255, 255);" valign="bottom">Forward Foreign Currency Exchange Contracts*</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">534,788</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">534,788</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; background-color: rgb(204, 238, 255);" valign="bottom">Credit Index Swap Agreements*</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">373,620</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">373,620</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">Unfunded Loan Commitments (Note 6)</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#8212;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">613,776</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom"><br>
          </td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">613,776</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr style="vertical-align: bottom;">
          <td style="font-family: Arial; font-size: 10pt; width: 52%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">Total Liabilities</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">411,035</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">908,408</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">613,776</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-family: Arial; font-size: 10pt; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; vertical-align: bottom; text-align: right; width: 9%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">1,933,219</td>
          <td colspan="1" style="font-family: Arial; font-size: 10pt; text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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    <div><br>
    </div>
    <table style="font: 10pt Franklin Gothic Book; width: 100%;" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom;">
          <td style="font-size: 10pt; font-family: Arial;" valign="bottom">* This derivative is reported as unrealized appreciation/depreciation at period end.</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-size: 10pt; font-family: Arial;" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-size: 10pt; font-family: Arial;" valign="bottom">Please refer to the detailed Schedule of Investments for a breakdown of investment type by industry category.</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-size: 10pt; font-family: Arial;" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr style="vertical-align: bottom;">
          <td style="font-size: 10pt; font-family: Arial;" valign="bottom">
            <p style="font-style: normal; font-weight: normal; line-height: normal; font-size-adjust: none; font-stretch: normal; font-feature-settings: normal; font-language-override: normal; font-kerning: auto; font-synthesis: weight style; font-variant: normal; margin: 0px;">The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of the period end, reverse repurchase agreements of $320,072,542 are categorized
              as Level 2 within the disclosure hierarchy &#8212; See Note 3.</p>
            <p style="font-style: normal; font-weight: normal; line-height: normal; font-size-adjust: none; font-stretch: normal; font-feature-settings: normal; font-language-override: normal; font-kerning: auto; font-synthesis: weight style; font-variant: normal; margin: 0px;"> <br>
            </p>
            <p style="font-style: normal; font-weight: normal; line-height: normal; font-size-adjust: none; font-stretch: normal; font-feature-settings: normal; font-language-override: normal; font-kerning: auto; font-synthesis: weight style; font-variant: normal; margin: 0px;"> </p>
            <p style="font-style: normal; font-weight: normal; line-height: normal; font-size-adjust: none; font-stretch: normal; font-feature-settings: normal; font-language-override: normal; font-kerning: auto; font-synthesis: weight style; font-variant: normal; margin: 0px;">The following is a summary of significant unobservable inputs used in the fair valuation of assets and liaiblities categorized within Level 3 of the fair value hierarchy:</p>
            <p style="font-style: normal; font-weight: normal; line-height: normal; font-size-adjust: none; font-stretch: normal; font-feature-settings: normal; font-language-override: normal; font-kerning: auto; font-synthesis: weight style; font-variant: normal; margin: 0px;"> </p>
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          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom;" nowrap="nowrap" valign="bottom">&#160;</td>
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    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></p>
    <p style="font: 10pt Arial; margin: 0px;"> </p>
    <table id="zc92c8c5e524945dea4e9815f3e33536c" style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 20%;" valign="bottom">
            <div style="font-weight: bold;">Category</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="font-weight: bold; text-align: right;">Ending Balance at </div>
            <div style="font-weight: bold; text-align: right;">February 28, 2021</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 20%;" valign="bottom">
            <div style="font-weight: bold;">Valuation Technique</div>
          </td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 20%;" valign="bottom">
            <div style="font-weight: bold;">Unobservable</div>
            <div style="font-weight: bold;">Inputs</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="font-weight: bold; text-align: center;">Input Range</div>
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          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="font-weight: bold; text-align: center;">Weighted </div>
            <div style="font-weight: bold; text-align: center;">Average*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div style="font-weight: bold;">Assets:</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Asset-Backed Securities</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>18,304,918</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Yield Analysis</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Yield</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>2.2%-13.0</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>%</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>2.9</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>%</div>
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        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Asset-Backed Securities</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: top; width: 11%; text-align: right; background-color: rgb(204, 238, 255);">
            <div>606,094</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Option Adjusted Spread off the prior month end broker quote</div>
          </td>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 20%;">
            <div>Broker Quote</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Collateralized Mortgage Obligations</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: top; width: 11%; text-align: right; background-color: rgb(255, 255, 255);">
            <div>4,394,090</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Option Adjusted Spread off the prior month end broker quote</div>
          </td>
          <td style="vertical-align: bottom; background-color: rgb(255, 255, 255); width: 20%;">
            <div>Broker Quote</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Common Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>341,710</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Model Price</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Purchase Price</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Common Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>125,117</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Enterprise Value</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Valuation Multiple</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>2.8x-15.8</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>x</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>11.5</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>x</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Common Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>77,827</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Third Party Pricing</div>
          </td>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 20%;">
            <div>Broker Quote</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Corporate Bonds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: top; width: 11%; text-align: right; background-color: rgb(255, 255, 255);">
            <div>29,788,386</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Option Adjusted Spread off the prior month end broker quote</div>
          </td>
          <td style="vertical-align: bottom; background-color: rgb(255, 255, 255); width: 20%;">
            <div>Broker Quote</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Corporate Bonds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>6,191,262</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Third Party Pricing</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Vendor Price</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Corporate Bonds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>1,117,911</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Model Price</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Purchase Price</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Corporate Bonds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>1,065,052</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Yield Analysis</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Yield</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>4.0</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>%</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Preferred Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>761,240</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Model Price</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Purchase Price</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Senior Floating Rate Interests</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>35,365,520</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Third Party Pricing</div>
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          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 20%;">
            <div>Broker Quote</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Senior Floating Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>9,341,338</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Yield Analysis</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Yield</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>4.0%-8.1</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>6.0</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>%</div>
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        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Senior Floating Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>8,794,337</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Third Party Pricing</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Vendor Price</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Senior Floating Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>4,329,270</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Model Price</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div>Market Comparable Yields</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>6.3%-10.3</div>
          </td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>%</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>8.5</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>%</div>
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        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Senior Floating Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">
            <div>783,340</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Model Price</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
            <div>Purchase Price</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>Senior Floating Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><br>
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          <td colspan="1" style="vertical-align: top; width: 11%; text-align: right; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div>703<br>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>Option Adjusted Spread off the prior month end broker quote</div>
          </td>
          <td style="vertical-align: bottom; background-color: rgb(255, 255, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">
            <div>Broker Quote</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8212;</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8212;</div>
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          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>Total Assets</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 11%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>121,388,115</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
            <div style="font-weight: bold;">Liabilities:</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>Unfunded Loan Commitments</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 11%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>613,776</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>Model Price</div>
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          <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>Purchase Price</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8212;</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8212;</div>
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          <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 11%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">&#160;</td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td colspan="6" style="vertical-align: top;" valign="bottom">
            <div>* Inputs are weighted by the fair value of the instruments.</div>
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          <td style="vertical-align: top; width: 20%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>

    </table>
    <p style="font: 10pt Arial; margin: 0px;"> <br>
    </p>
    <p style="font: 10pt Arial; margin: 0px;"> <br>
    </p>
    <p style="font: 10pt Arial; margin: 0px;">Significant changes in a quote, yield, market comparable yields or valuation multiples would generally result in significant changes in the fair value of the security.</p>
    <p style="font: 10pt Arial; margin: 0px;">&#160;</p>
    <p style="font: 10pt Arial; margin: 0px;">The Fund&#8217;s fair valuation leveling guidelines classify a single daily broker quote, or a vendor price based on a single daily or monthly broker quote, as Level 3, if such a quote or price cannot be supported
      with other available market information.</p>
    <p style="font: 10pt Arial; margin: 0px;">&#160;</p>
    <p style="font: 10pt Arial; margin: 0px;">Transfers between Level 2 and Level 3 may occur as markets fluctuate and/or the availability of data used in an investment&#8217;s valuation changes. For the period ended February 28, 2021, the Fund had securities
      with a total value of $13,724,485 transfer into Level 3 from Level 2 due to lack of observable inputs and has securities with a total value of $33,223,525 transfer into Level 2 from Level 3 due to the availability of current reliable market-based
      data provided by a third-party pricing service witch utilizes significant observable inputs.</p>
    <p style="font: 10pt Arial; margin: 0px;"> <br>
    </p>
    <p style="font: 10pt Arial; margin: 0px;"> <br>
    </p>
    <table id="z66972b6d2a75493ebff1e2d9c0f140cf" style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" cellpadding="0" cellspacing="0">

        <tr>
          <td style="vertical-align: top; padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" rowspan="1" style="vertical-align: bottom; padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="26" rowspan="1" style="vertical-align: top; border-bottom: #000000 solid 2px;" valign="bottom">
            <div style="text-align: center; font-weight: bold;">Assets</div>
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          <td colspan="1" rowspan="1" style="vertical-align: bottom; padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: #000000 solid 2px;" valign="bottom">
            <div style="text-align: center; font-weight: bold;">Liabilities</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Asset-Backed Securities</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Collateralized Mortgage Obligations</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Corporate Bonds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Senior Floating Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Common Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Preferred Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Senior Fixed Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: center; font-weight: bold;">Total Assets</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Unfunded Loan Commitments</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Beginning Balance</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>21,167,927</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>4,210,076</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>7,533,032</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>58,004,230</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,179,186</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>-</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>584,338</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>92,678,789</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(266,911</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Purchases/(Receipts)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>35,773,768</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>36,009,536</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,791,391</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>719,724</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>253,125</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>74,547,544</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(1,385,048</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(Sales, maturities and paydowns)/Fundings</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(3,747,123</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(6,510,460</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(21,515,408</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(404,430</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(592,023</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(32,769,444</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>420,949</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Amortization of premiums/discounts</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>323,305</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(5,945</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(2,986</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>300,423</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>-</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,314</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>616,111</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(5,025</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Total realized gains (losses) included in earnings</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>320,305</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(1,503,531</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(194,317</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(147,952</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(1,525,495</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>179,883</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Total change in unrealized appreciation (depreciation) included in earnings</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,166,903</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>189,959</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,134,811</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>5,085,626</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(960,635</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>41,516</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>681,470</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>7,339,650</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>442,376</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Transfers into Level 3</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,063,260</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>11,903,754</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>-</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>757,471</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>13,724,485</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: top; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Transfers out of Level 3</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8211;</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8211;</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(1,149,119</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(29,670,122</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(866,541</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(1,537,743</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(33,223,525</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#160;Ending Balance</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>18,911,012</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>4,394,090</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>38,162,611</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>58,614,508</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>544,654</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>761,240</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>-</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>121,388,115</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(613,776</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at February 28, 2021</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,166,903</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>189,959</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>135,496</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,510,365</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(1,160,607</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>41,516</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>-</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,883,632</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>390,350</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>

    </table>
    <p style="font: 10pt Arial; margin: 0px;"> </p>
    <p style="font: 10pt Arial; margin: 0px;">&#160; </p>
    <p style="font: 10pt Arial; margin: 0px;"><b>Affiliated Transactions</b></p>
    <p style="font: 10pt Arial; margin: 0px;">&#160;</p>
    <p style="font: 10pt Arial; margin: 0px;">Investments representing 5% or more of the outstanding voting shares of a&#160;company, or control of or by, or common control under Guggenheim Investments, result in that company being considered an affiliated
      issuer, as defined in the 1940 Act.</p>
    <p style="font: 10pt Arial; margin: 0px;">&#160;</p>
    <table id="zce07874bd464494fb2f73a6256a93df8" style="font: 10pt Franklin Gothic Book; width: 100%;" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom;">
          <td style="font-size: 10pt; font-family: Arial; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><b>Security Name</b></td>
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          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
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          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
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          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
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          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
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          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
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          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; font-size: 10pt; font-family: Arial; vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
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          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">39,152</td>
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          <td colspan="1" style="text-align: right; font-size: 10pt; font-family: Arial; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
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          <td colspan="1" style="text-align: right; font-size: 10pt; font-family: Arial; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
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          <td colspan="1" style="text-align: right; font-size: 10pt; font-family: Arial; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
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          <td colspan="1" style="text-align: right; font-size: 10pt; font-family: Arial; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">6,972</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-size: 10pt; font-family: Arial; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">$</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">46,124</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; font-size: 10pt; font-family: Arial; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="font-size: 10pt; font-family: Arial; text-align: left; vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>

    </table>
    <br>
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        <tr>
          <td style="vertical-align: top; width: 3%; padding-right: 0.05in; text-align: right; font-size: 10pt; font-family: Arial;">*</td>
          <td style="vertical-align: bottom; width: 97%; font-size: 10pt; font-family: Arial;">Non-income producing security.</td>
        </tr>

    </table>
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    <p style="font: 10pt Arial; margin: 0px;"> </p>
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              <div><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 432pt"><br>
                </font></div>
            </td>
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              <div>&#160;
                <div>
                  <div style="text-align: right;">February 28, 2021</div>
                </div>
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    <div style="font-weight: bold;">Note&#160;1 &#8211;&#160;Organization</div>
    <div>Guggenheim Strategic Opportunities Fund&#160;(the &#8220;Fund&#8221;) was organized as a Delaware statutory trust on&#160;November 13, 2006. The Fund is registered as a diversified, closed-end management investment company under the Investment Company Act of 1940, as
      amended (the &#8220;1940 Act&#8221;).</div>
    <div>&#160;</div>
    <div>The Fund&#8217;s investment objective is to maximize total return through a combination of current income and capital appreciation.</div>
    <div>&#160;</div>
    <div>For information on the Fund&#8217;s other significant accounting policies, please refer to the Fund&#8217;s most recent semi-annual or annual shareholder report.</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">Note 2 &#8211; Significant Accounting Policies</div>
    <div>The&#160;Fund operates as an investment company and, accordingly, follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (&#8220;FASB&#8221;) Accounting Standards Codification Topic 946 Financial Services &#8211;
      Investment Companies.&#160;</div>
    <div>&#160;</div>
    <div>The following significant accounting policies are in conformity with U.S. generally accepted accounting principles (&#8220;U.S. GAAP&#8221;) and are consistently followed by the Fund. This requires management to make estimates and assumptions that affect the
      reported amount of assets and liabilities, contingent assets and liabilities at the date of the financial statements, and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from these estimates. All
      time references are based on Eastern Time.</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">(a) Valuation of Investments&#160;</div>
    <div>The Board of Trustees of the Fund&#160;(the &#8220;Board&#8221;) has adopted policies and procedures for the valuation of the&#160;Fund&#8217;s investments (the &#8220;Valuation Procedures&#8221;). Pursuant to the Valuation Procedures, the Board has delegated to a valuation committee,
      consisting of representatives from Guggenheim&#8217;s investment management, fund administration, legal and compliance departments (the &#8220;Valuation Committee&#8221;), the day-to-day responsibility for implementing the Valuation Procedures, including, under most
      circumstances, the responsibility for determining the fair value of the Fund&#8217;s&#160;securities and/or other assets.</div>
    <div>&#160;</div>
    <div>Valuations of the Fund&#8217;s&#160;securities and other assets are supplied primarily by pricing services appointed pursuant to the processes set forth in the Valuation Procedures. The Valuation Committee convenes monthly, or more frequently as needed, to
      review the valuation of all assets which have been fair valued for reasonableness. The Fund&#8217;s&#160;officers, through the Valuation Committee and consistent with the monitoring and review responsibilities set forth in the Valuation Procedures, regularly
      review procedures used and valuations provided by the pricing services.</div>
    <div>&#160;</div>
    <div>If the pricing service cannot or does not provide a valuation for a particular investment or such valuation is deemed unreliable, such investment is fair valued by the Valuation Committee.</div>
    <div>&#160;</div>
    <div>Equity securities listed or traded on a recognized U.S. securities exchange or the National Association of Securities Dealers Automated Quotations (&#8220;NASDAQ&#8221;) National Market System shall generally be valued on the basis of the last sale price on
      the primary U.S. exchange or market on which the security is listed or traded; provided, however, that securities listed on NASDAQ will be valued at the NASDAQ Official Closing Price, which may not necessarily represent the last sale price. If there
      is no sale on the valuation date, exchange-traded U.S. equity securities will be valued on the basis of the last bid price.</div>
    <div>&#160;</div>
    <div>Open-end investment companies are valued at their net asset value as of the close of business, on the valuation date. Exchange-traded funds and closed-end investment companies are valued at the last quoted sale price.</div>
    <div>&#160;</div>
    <div>Generally, trading in foreign securities markets is substantially completed each day at various times prior to the close of the New York Stock Exchange (&#8220;NYSE&#8221;). The values of foreign securities are determined as of the close of such foreign
      markets or the close of the NYSE, if earlier. All investments quoted in foreign currencies are valued in U.S. dollars on the basis of the foreign currency exchange rates prevailing at the close of U.S. business at&#160;4:00 p.m. Investments in foreign
      securities may involve risks not present in domestic investments. The Valuation Committee will determine the current value of such foreign securities by taking into consideration certain factors which may include those discussed above, as well as the
      following factors, among others: the value of the securities traded on other foreign markets, ADR trading, closed-end fund trading, foreign currency exchange activity, and the trading prices of financial products that are tied to foreign
      securities.&#160;In addition, under the Valuation Procedures, the Valuation Committee and&#160;Guggenheim Funds Investment Advisors, LLC (&#8220;GFIA&#8221; or the &#8220;Adviser&#8221;) are&#160;authorized to use prices and other information <br>
    </div>
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                <div><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 432pt"><br>
                  </font></div>
              </td>
              <td style="width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">
                <div>&#160;
                  <div>
                    <div style="text-align: right;">February 28, 2021</div>
                  </div>
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      <div> <br>
      </div>
      supplied by a third party pricing vendor in valuing foreign securities.</div>
    <div>&#160;</div>
    <div>Debt securities with a maturity of greater than 60 days at&#160;acquisition are valued at prices that reflect broker-dealer supplied valuations or are obtained from independent&#160;pricing services, which may consider the trade activity, treasury spreads,
      yields or price of bonds of comparable quality, coupon, maturity, and type, as well as prices quoted&#160;by dealers who make markets in such securities. Short-term debt securities with a maturity of 60 days or less at acquisition are valued at amortized
      cost,&#160;provided such amount&#160;approximates market value.</div>
    <div><br>
    </div>
    <div>Repurchase agreements are valued at amortized cost, provided such amounts approximate market value.</div>
    <div>&#160;</div>
    <div>Typically, loans are valued using information provided by an independent third party pricing service&#160;which uses broker quotes, among other inputs.&#160;If the pricing service cannot or does not provide a valuation for a particular loan, or such
      valuation is deemed unreliable, such investment is valued based on a quote from a broker-dealer or is fair valued by the Valuation Committee.</div>
    <div>&#160;</div>
    <div>Exchange-traded options are valued at the mean of the bid and ask prices on the principal exchange on which they are traded. Over-the-counter (&#8220;OTC&#8221;) options are valued using a price provided by a pricing service.&#160;</div>
    <div>&#160;</div>
    <div>The value of futures contracts is&#160;accounted for using the unrealized appreciation or depreciation on the contracts that is determined by marking the contracts to their current realized settlement prices. Financial futures contracts are valued at
      the 4:00 p.m. price on the valuation date. In the event that the exchange for a specific futures contract closes earlier than 4:00 p.m., the futures contract is valued at the official settlement price of the exchange. However, the underlying
      securities from which the futures contract value is derived are monitored until 4:00 p.m. to determine if fair valuation would provide a more accurate valuation.</div>
    <div><br>
    </div>
    <div>The value of interest rate swap agreements entered into by the Fund is accounted for using the unrealized appreciation or depreciation on the agreements that is determined using the previous day&#8217;s Chicago Mercantile Exchange close price, adjusted
      for the current day&#8217;s spreads.</div>
    <div><br>
    </div>
    <div>The values of other swap agreements entered into by the Fund are accounted for using the unrealized appreciation or depreciation on the agreements that are determined by marking the agreement to the last quoted value of the index or other
      underlying position that the swaps pertain to at the close of the NYSE.</div>
    <div>&#160;</div>
    <div>Forward foreign currency exchange contracts are valued daily based on the applicable exchange rate of the underlying currency.</div>
    <div>&#160;</div>
    <div>Investments for which market quotations are not readily available are fair-valued as determined in good faith by GFIA, subject to review and approval by the Valuation Committee, pursuant to methods established or ratified by the Board. Valuations
      in accordance with these methods are intended to reflect each security&#8217;s (or asset&#8217;s or liability&#8217;s) &#8220;fair value&#8221;. Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to
      another. Examples of such factors may include, but are not limited to market prices; sale prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics, or based on
      inputs such as anticipated cash flows or collateral, spread over U.S. Treasury securities, and other information analysis.</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">Note 3 &#8211;&#160;Financial Instruments and Derivatives</div>
    <div>As part of&#160;its investment strategy, the&#160;Fund utilizes a variety of derivative instruments. These investments involve, to varying degrees, elements of market risk. Valuation and accounting treatment of these instruments can be found under
      Significant Accounting Policies in Note&#160;2 of these Notes to Schedule of Investments.</div>
    <div>&#160;</div>
    <div>Derivatives are instruments whose values depend on, or are derived from, in whole or in part, the value of one or more other assets, such as securities, currencies, commodities or indices. Derivative instruments may be used to increase investment
      flexibility (including to maintain cash reserves while maintaining exposure to certain other assets), for risk management (hedging) purposes, to facilitate trading, to reduce&#160;transaction costs and to pursue higher investment returns. Derivative
      instruments may also be used to mitigate certain investment risks, such as foreign currency exchange rate risk, interest rate risk and credit risk. U.S. GAAP requires disclosures to enable investors to better understand how and why a Fund uses
      derivative instruments, how these derivative instruments are accounted for and their effects on the Fund&#8217;s financial position and results of operations.</div>
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    <div>&#160;</div>
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              <td style="width: 80%; border-bottom: 2px solid rgb(0, 0, 0);">
                <div><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 432pt"><br>
                  </font></div>
              </td>
              <td style="width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">
                <div>&#160;
                  <div>
                    <div style="text-align: right;">February 28, 2021</div>
                  </div>
                </div>
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        </table>
      </div>
    </div>
    <div> <br>
    </div>
    <div>The Fund utilized derivatives for the following purposes:</div>
    <div><br>
    </div>
    <div><font style="font-weight: bold;">Hedge:</font> an investment made in order to reduce the risk of adverse price movements in a security, by taking an offsetting position to protect against broad market moves.</div>
    <div><br>
    </div>
    <div><font style="font-weight: bold;">Income: </font>the use of any instrument that distributes cash flows typically based upon some rate of interest.</div>
    <div>&#160;</div>
    <div><font style="font-weight: bold;">Index Exposure:</font> the use of an instrument to obtain exposure to a listed or other type of index.&#160;</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Options Purchased and Written&#160;</div>
    <div>A call option on a security gives the purchaser of the option the right to buy, and the writer of a call option the obligation to sell, the underlying security. The purchaser of a put option has the right to sell, and the writer of the put option
      the obligation to buy, the underlying security at any time during the option period. The risk associated with purchasing options is limited to the premium originally paid.</div>
    <div>&#160;</div>
    <div>The risk in writing a call option is that a Fund may incur a loss if the market price of the underlying security increases and the option is exercised. The risk in writing a put option is that a Fund may incur a loss if the market price of the
      underlying security decreases and the option is exercised. In addition, there may be an imperfect correlation between the movement in prices of options and the underlying securities where a Fund may not be able to enter into a closing transaction
      because of an illiquid secondary market; or, for OTC options, a Fund may be at risk because of&#160;the&#160;counterparty&#8217;s inability to perform.</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">Futures Contracts</div>
    <div>A futures contract is an agreement to purchase (long) or sell (short) an agreed amount of securities or other instruments at a set price for delivery at a future date. There are significant risks associated with a Fund&#8217;s&#160;use of futures contracts,
      including (i) there may be an imperfect or no correlation between the changes in market value of the underlying asset and the prices of futures contracts;&#160;(ii) there may not be a liquid secondary market for a futures contract; (iii) trading
      restrictions or limitations may be imposed by an exchange; and (iv) government regulations may restrict trading in futures contracts. When investing in futures, there is minimal counterparty credit risk to&#160;a Fund because futures are exchange-traded
      and the exchange&#8217;s clearinghouse, as counterparty to all exchange-traded futures, guarantees against default. Securities held as collateral are noted on the Schedule of Investments.</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">Swap Agreements</div>
    <div>A swap is an agreement that obligates two parties to exchange a series of cash flows at specified intervals based upon or calculated by reference to changes in specified prices or rates for a specified amount of an underlying asset. When utilizing
      OTC swaps,&#160;the&#160;Fund&#160;bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty or if the underlying asset declines in value. Certain standardized
      swaps are subject to mandatory central clearing and are executed on a multi-lateral or other trade facility platform, such as a registered exchange. There is limited counterparty credit risk with respect to centrally-cleared swaps as the transaction
      is facilitated through a central clearinghouse, much like exchange-traded futures contracts. For a&#160;Fund utilizing centrally-cleared swaps, the exchange bears the risk of loss resulting from a counterparty not being able to pay. There is no guarantee
      that a fund or an underlying fund could eliminate its exposure under an outstanding swap agreement by entering into an offsetting swap agreement with the same or another party.</div>
    <div>&#160;</div>
    <div>Total return swaps involve commitments where single or multiple cash flows are exchanged based on the price of an underlying reference asset (such as an index) for a fixed or variable interest rate. Total return swaps will usually be computed
      based on the current value of the reference asset as of the close of regular trading on the NYSE or other exchange, with the swap value being adjusted to include dividends accrued, financing charges and/or interest associated with the swap agreement.
      When utilizing total return swaps, the Fund bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty or if the underlying reference asset declines
      in value.</div>
    <div>&#160;</div>
    <div>Interest rate swaps involve the exchange by the Fund with another party for its respective commitment to pay or receive a fixed or variable interest rate on a notional amount of principal. Interest rate swaps are generally central-cleared, but
      central clearing does not make interest rate swap transactions risk free. Credit default swaps are instruments which allow for the full or partial transfer of third party credit risk, with respect to a particular entity or entities, from one
      counterparty to the other. The </div>
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                <div><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 432pt"><br>
                  </font></div>
              </td>
              <td style="width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">
                <div>&#160;
                  <div>
                    <div style="text-align: right;">February 28, 2021</div>
                  </div>
                </div>
              </td>
            </tr>

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      </div>
    </div>
    <div><br>
    </div>
    <div>Fund enters into credit default swaps as a &#8220;seller&#8221; or &#8220;buyer&#8221; of protection primarily to gain or reduce exposure to the investment grade and/or the high yield bond market. A seller of credit default swaps is selling credit protection or assuming
      credit risk with respect to the underlying entity or entities. The buyer in a credit default swap is obligated to pay the seller a periodic stream of payments over the term of the contract provided that no event of default on an underlying reference
      obligation has occurred. If a credit event occurs, as defined under the terms of the swap agreement, the seller will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced
      obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying
      securities comprising the referenced index. The notional amount reflects the maximum potential amount the seller of credit protection could be required to pay to the buyer if a credit event occurs. The seller of protection receives periodic premium
      payments from the buyer and may also receive or pay an upfront premium adjustment to the stated periodic payments. In the event a credit event occurs on a credit default swap referencing an index, a factor adjustment will take place and the buyer of
      protection will receive a payment reflecting the par less the default recovery rate of the defaulted index component based on its weighting in the index. If no default occurs, the counterparty will pay the stream of payments and have no further
      obligations to the fund selling the credit protection. For a fund utilizing centrally cleared credit default swaps, the exchange bears the risk of loss resulting from a counterparty not being able to pay. For OTC credit default swaps, a fund bears
      the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty, or in the case of a credit default swap in which a fund is selling credit protection, the
      default of a third party issuer.</div>
    <div>&#160;</div>
    <div>The quoted market prices and resulting market values for credit default swap agreements on securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected
      liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a
      deterioration of the referenced entity&#8217;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">Forward Foreign Currency Exchange Contracts</div>
    <div>A forward foreign currency exchange contract is an agreement between two parties to exchange two designated currencies at a specific time in the future. Certain types of contracts may be cash settled, in an amount equal to the change in exchange
      rates during the term of the contract. The contracts can be used to hedge or manage exposure to foreign currency risks with portfolio investments or to gain exposure to foreign currencies.</div>
    <div>&#160;</div>
    <div>The market value of a forward foreign currency exchange contract changes with fluctuations in foreign currency exchange rates. Furthermore, the Fund may be exposed to risk if the counterparties cannot meet the contract terms or if the currency
      value changes unfavorably as compared to the U.S. dollar.</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">Reverse Repurchase Agreements</div>
    <div>The&#160;Fund may enter into reverse repurchase agreements as part of its financial leverage strategy. Under a reverse repurchase agreement, the&#160;Fund temporarily transfers possession of a portfolio instrument to another party, such as a bank or
      broker-dealer, in return for cash. At the same time, the&#160;Fund agrees to repurchase the instrument at an agreed upon time and price, which reflects an interest payment. Such agreements have the economic effect of borrowings. The&#160;Fund may enter into
      such agreements when it is able to invest the cash acquired at a rate higher than the cost of the agreement, which would increase earned income. When the&#160;Fund enters into a reverse repurchase agreement, any fluctuations in the market value of either
      the instruments transferred to another party or the instruments in which the proceeds may be invested would affect the market value of the&#160;Fund&#8217;s assets. As a result, such transactions may increase fluctuations in the market value of the&#160;Fund&#8217;s
      assets.</div>
    <div>&#160;</div>
    <div>In conjunction with the use of derivative instruments, the&#160;Fund&#160;is required to maintain collateral in various forms. Depending on the financial instrument utilized and the broker involved, the&#160;Fund uses&#160;margin deposits at the broker, cash and/or
      securities segregated at the custodian bank, discount notes or repurchase agreements allocated to&#160;the&#160;Fund as collateral.</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Foreign Investments</div>
    <div>There are several risks associated with exposure to foreign currencies, foreign issuers and emerging markets. The Fund&#8217;s indirect and direct exposure to foreign currencies subjects the Fund to the risk that those currencies will decline in value
      relative to the U.S. dollar, or in the case of short positions, that the U.S. dollar will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number
      of reasons, </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
    </div>
    <div><br>
      <div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; color: #000000; width: 100%;" border="0" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80%; border-bottom: 2px solid rgb(0, 0, 0);">
                  <div><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 432pt"><br>
                    </font></div>
                </td>
                <td style="width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">
                  <div>&#160;
                    <div>
                      <div style="text-align: right;">February 28, 2021</div>
                    </div>
                  </div>
                </td>
              </tr>

          </table>
        </div>
      </div>
      <div><br>
      </div>
      including changes in interest rates and the imposition of currency controls or other political developments in the U.S. or abroad. In addition, the Fund may incur transaction costs in connection with conversions between various currencies. The Fund
      may, but is not obligated to, engage in currency hedging transactions, which generally involve buying currency forward, options or futures contracts. However, not all currency risks may be effectively hedged, and in some cases the costs of hedging
      techniques may outweigh expected benefits. In such instances, the value of securities denominated in foreign currencies can change significantly when foreign currencies strengthen or weaken relative to the U.S. dollar.</div>
    <div><br>
    </div>
    <div>The Fund may invest in securities of foreign companies directly, or in financial instruments, such as ADRs and exchange-traded funds, which are indirectly linked to the performance of foreign issuers. Foreign markets can be more volatile than the
      U.S. market due to increased risks of adverse issuer, political, regulatory, market, or economic developments and can perform differently from the U.S. market. Investing in securities of foreign companies directly, or in financial instruments that
      are indirectly linked to the performance of foreign issuers, may involve risks not typically associated with investing in U.S. issuers. The value of securities denominated in foreign currencies, and of dividends from such securities, can change
      significantly when foreign currencies strengthen or weaken relative to the U.S. dollar. Foreign securities markets generally have less trading volume and less liquidity than U.S. markets, and prices in some foreign markets may fluctuate more than
      those of securities traded on U.S. markets. Many foreign countries lack accounting and disclosure standards comparable to those that apply to U.S. companies, and it may be more difficult to obtain reliable information regarding a foreign issuer&#8217;s
      financial condition and operations. Transaction costs and costs associated with custody services are generally higher for foreign securities than they are for U.S. securities. Some foreign governments levy withholding taxes against dividend and
      interest income. Although in some countries portions of these taxes are recoverable, the non-recovered portion will reduce the income received by the Fund.</div>
    <div><br>
    </div>
    <div>The Fund has established counterparty credit guidelines and enters into transactions only with financial institutions of investment grade or better. The Fund monitors the counterparty credit risk.</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">Note&#160;4 &#8211; Fair Value Measurement&#160;&#160;</div>
    <div>In accordance with U.S. GAAP, fair value is defined as the price that the&#160;Fund would receive to sell an investment or pay to transfer a liability in an orderly transaction with an independent buyer in the principal market, or in the absence of a
      principal market, the most advantageous market for the investment or liability. U.S. GAAP establishes a three-tier fair value hierarchy based on the types of inputs used to value assets and liabilities and requires corresponding disclosure. The
      hierarchy and the corresponding inputs are summarized below:</div>
    <div>&#160;</div>
    <div>Level 1 &#8212; quoted prices in active markets for identical assets or liabilities.</div>
    <div>&#160;</div>
    <div>Level 2 &#8212; significant other observable inputs (for example quoted prices for securities that are similar based on characteristics such as interest rates, prepayment speeds, credit risk, etc.).</div>
    <div>&#160;</div>
    <div>Level 3 &#8212; significant unobservable inputs based on the best information available under the circumstances, to the extent observable inputs are not available, which may include assumptions.</div>
    <div>&#160;</div>
    <div>The types of inputs available depend on a variety of factors, such as the type of security and the characteristics of the markets in which it trades, if any. Fair valuation determinations that rely on fewer or no observable inputs require greater
      judgment. Accordingly, fair value determinations for Level 3 securities require the greatest amount of judgment.</div>
    <div>&#160;</div>
    <div>Independent pricing services are used to value a majority of the Fund&#8217;s investments. When values are not available from a pricing service, they will be determined using a variety of sources and techniques, including: market prices; broker quotes;
      and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics or based on inputs such as anticipated cash flows or collateral, spread over U.S. Treasury securities, and other information
      and analysis. A significant portion of the Fund&#8217;s assets and liabilities are categorized as Level 2, as indicated in this report.<br>
      <br>
      Quotes from broker-dealers, adjusted for fluctuations in criteria such as credit spreads and interest rates, may also be used to value the Fund&#8217;s assets and liabilities, i.e. prices provided by a broker-dealer or other market participant who has not
      committed to trade at that price. Although quotes are typically received from established market participants, the Fund may not have the transparency to view the underlying inputs which support the market quotations. Significant changes in a quote
      would generally result in significant changes in the fair value of the security.<br>
      <div><br>
      </div>
      <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
        <div id="DSPFPageBreak" style="page-break-after: always;">
          <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
      </div>
      <br>
      <div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; color: #000000; width: 100%;" border="0" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80%; border-bottom: 2px solid rgb(0, 0, 0);">
                  <div><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 432pt"><br>
                    </font></div>
                </td>
                <td style="width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">
                  <div>&#160;
                    <div>
                      <div style="text-align: right;">February 28, 2021</div>
                    </div>
                  </div>
                </td>
              </tr>

          </table>
        </div>
      </div>
    </div>
    <div> <br>
    </div>
    <div>Certain fixed income securities are valued by obtaining a monthly quote from a broker-dealer, adjusted for fluctuations in criteria such as credit spreads and interest rates.<br>
      <br>
      Certain loans and other securities are valued using a single daily broker quote or a price from a third party vendor based on a single daily or monthly broker quote.</div>
    <div>&#160;</div>
    <div>The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The suitability of the techniques and sources employed to determine fair valuation are regularly
      monitored and subject to change.&#160;</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">Note 5 &#8211; Federal Income Tax Information</div>
    <div>The Fund intends to comply with the provisions of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and will distribute substantially all taxable net investment income and capital gains sufficient to
      relieve&#160;the Fund&#160;from all, or substantially all, federal income, excise and state income taxes. Therefore, no provision for federal or state income tax or federal excise tax is required.</div>
    <div>&#160;</div>
    <div>Tax positions taken or expected to be taken in the course of preparing the Fund&#8217;s tax returns are evaluated to determine whether the tax positions are &#8220;more-likely-than-not&#8221; of being sustained by the applicable tax authority. Tax positions not
      deemed to meet the more-likely-than-not threshold would be recorded as a tax benefit or expense in the current year. Management has analyzed the Fund&#8217;s tax positions taken, or to be taken, on U.S. federal income tax returns for all open tax years,
      and has concluded that no provision for income tax is required in the Fund&#8217;s financial statements. The Fund&#8217;s U.S. federal income tax returns are subject to examination by the Internal Revenue Service (&#8220;IRS&#8221;) for a period of three&#160;years after they
      are filed.</div>
    <div><br>
    </div>
    <div>At February 28, 2021, the cost of&#160;investments for U.S. federal income tax purposes, the aggregate gross unrealized appreciation for all&#160;investments for which there was an excess of value over tax cost, and the aggregate gross unrealized
      depreciation for all&#160;investments for which there was an excess of tax cost over value, were as follows:</div>
    <div> <br>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z66cef062c6e44457b34e0185bf96d463" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 25%; vertical-align: top; border-bottom: #000000 2px solid;">
              <div style="text-align: right; font-weight: bold;"> <br>
              </div>
              <div style="text-align: right; font-weight: bold;">Tax Cost</div>
            </td>
            <td style="width: 25%; vertical-align: top; border-bottom: #000000 2px solid;">
              <div style="text-align: right; font-weight: bold;"> <br>
              </div>
              <div style="text-align: right; font-weight: bold;">Tax Unrealized Appreciation</div>
            </td>
            <td style="width: 25%; vertical-align: top; border-bottom: #000000 2px solid;">
              <div style="text-align: right; font-weight: bold;"> <br>
              </div>
              <div style="text-align: right; font-weight: bold;">Tax Unrealized Depreciation</div>
            </td>
            <td style="width: 25%; vertical-align: top; border-bottom: #000000 2px solid;">
              <div style="text-align: right; font-weight: bold;">Net Tax Unrealized Appreciation (Depreciation)</div>
            </td>
          </tr>
          <tr>
            <td style="width: 25%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$ 1,199,124,572</div>
            </td>
            <td style="width: 25%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$&#160; 68,779,187</div>
            </td>
            <td style="width: 25%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$&#160; (30,323,929)</div>
            </td>
            <td style="width: 25%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$ 38,455,258</div>
            </td>
          </tr>

      </table>
    </div>
    <div>&#160; </div>
    <div style="font-weight: bold;">Note 6 &#8211; Unfunded Loan Commitments</div>
    <div>Pursuant to the terms of certain&#160;loan agreements,&#160;the Fund&#160;held&#160;unfunded loan commitments as of February 28, 2021. The Fund&#160;is obligated to fund these loan commitments at the borrower&#8217;s discretion.</div>
    <div>&#160;</div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="za271c4df011b40a49226fb3afea06024" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="6" style="width: 100%; vertical-align: bottom;">
            <div>The unfunded loan commitments as of February 28, 2021, were as follows:</div>
          </td>
        </tr>
        <tr>
          <td colspan="6" style="width: 100%; vertical-align: bottom;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; border-bottom: #000000 2px solid;">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Borrower</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Maturity Date</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; border-bottom: #000000 2px solid;">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Face Amount*</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Alexander Mann</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">12/16/24</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">GBP</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,250,000</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$167,520</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Aspect Software, Inc.</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">07/15/23</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;211,650</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,705</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">CapStone Acquisition Holdings, Inc.</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">10/29/27</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;828,400</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;7,907</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">CCC Information Services, Inc.</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">04/27/22</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,250,000</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#8211;</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Examworks Group, Inc.</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">01/27/23</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,500,000</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;96,804</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Fortis Solutions Group LLC</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">12/15/23</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;163,320</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,307</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Galls LLC</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">01/31/24</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;41,770</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,653</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">HAH Group Holding Co LLC</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">10/29/27</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;410,000</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;5,844</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Higginbotham</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">11/25/22</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;823,699</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;5,347</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">MB2 Dental Solutions LLC</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">01/26/27</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,062,594</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;10,490</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">National Mentor Holdings, Inc.</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">02/18/28</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;400,000</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,994</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">OEConnection LLC</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">09/25/26</div>
          </td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,071</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;30</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Peraton Corp.</div>
          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">02/22/28</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">03/07/25</div>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
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        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">10/31/23</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
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        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">10/22/27</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,466</div>
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        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">04/29/24</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
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        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">12/02/22</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;27,326</div>
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        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">10/05/27</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;436,364</div>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,118</div>
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        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">06/15/23</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;115,385</div>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,989</div>
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        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">TricorBraun Holdings, Inc.</div>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">02/03/28</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;440,704</div>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,183</div>
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        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Venture Global Calcasieu Pass LLC</div>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">08/19/26</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,874,925</div>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;103,121</div>
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        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Zephyr Bidco Ltd.</div>
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          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">04/08/22</div>
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          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
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          </td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,000,000</div>
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          <td style="width: 15.38%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#8211;</div>
          </td>
        </tr>
        <tr>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 38.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 7.69%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15.38%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$613,776</div>
          </td>
        </tr>
        <tr>
          <td colspan="6" style="width: 100%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>* The face amount is denominated in U.S. dollars unless otherwise indicated.</div>
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    <div>&#160;GBP &#8211; British Pound</div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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    <div style="font-weight: bold;">
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        <div>
          <table style="font-family: Arial; font-size: 10pt; color: #000000; width: 100%;" border="0" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80%; border-bottom: 2px solid rgb(0, 0, 0);">
                  <div><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 432pt"><br>
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                <td style="width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">
                  <div>&#160;
                    <div>
                      <div style="text-align: right;">February 28, 2021</div>
                    </div>
                  </div>
                </td>
              </tr>

          </table>
        </div>
      </div>
    </div>
    <div style="font-weight: bold;"> <br>
    </div>
    <div style="font-weight: bold;">Note 7&#8211; Restricted Securities</div>
    <div>The securities below are considered illiquid and restricted under guidelines established by the Board:</div>
    <div> <br>
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        <tr>
          <td style="width: 14.29%; vertical-align: bottom;">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom;">
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          <td style="width: 14.29%; vertical-align: bottom;">
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        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div>Airplanes Pass Through Trust</div>
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          <td style="width: 14.29%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">2001-1A, 1.26% (1 Month USD LIBOR + 0.55%, Rate Floor: 0.55%) due 03/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,2</sup></div>
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          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">10/14/09</div>
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          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$5,384,675</div>
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          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$668</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Atlas Mara Ltd.</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">&#160;8.00% due 02/20/21</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">10/01/15</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,832,400</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,063,260</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Basic Energy Services, Inc.</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">&#160;10.75% due 10/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">09/25/18</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;496,721</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;98,750</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>CBC Insurance Revenue Securitization LLC</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">2016-1, 5.25% due 07/15/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">08/09/19</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;316,515</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;298,010</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>FDF II Ltd.</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">2016-2A, 7.70% due 05/12/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">04/15/16</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,986,456</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,989,293</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>FLNG Liquefaction 2 LLC</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">&#160;4.13% due 03/31/38<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">07/23/19</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;228,406</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;265,636</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">2015-R1, 5.50% (WAC), due 11/25/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">09/10/19</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,616,515</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,492,139</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Mirabela Nickel Ltd.</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">&#160;&#160;due 06/24/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">2</sup></div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">12/31/13</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,259,370</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;55,527</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Princess Juliana International Airport Operating Company N.V.</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">&#160;5.50% due 12/20/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">12/17/12</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,273,924</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,149,119</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Turbine Engines Securitization Ltd.</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 18pt;">2013-1A, 6.38% due 12/13/48</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">11/27/13</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;451,384</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;314,369</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 14.29%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$17,846,366</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$9,726,771</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="font-family: 'Franklin Gothic Book', Corbel, sans-serif; font-size: 1pt;">&#160;</div>
          </td>
          <td style="width: 42.86%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="font-family: 'Franklin Gothic Book', Corbel, sans-serif; font-size: 1pt;">&#160;</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="font-family: 'Franklin Gothic Book', Corbel, sans-serif; font-size: 1pt;">&#160;</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="font-family: 'Franklin Gothic Book', Corbel, sans-serif; font-size: 1pt;">&#160;</div>
          </td>
          <td style="width: 14.29%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="font-family: 'Franklin Gothic Book', Corbel, sans-serif; font-size: 1pt;">&#160;</div>
          </td>
        </tr>

    </table>
    <div>&#160;</div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zd928f74ea66743f5b46d16ef04748588" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right;"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1 &#160; <br>
              </sup></div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div>Variable rate security.&#160;&#160;Rate indicated is the rate effective at February 28, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a
              position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the
              effective rate is based on a weighted average.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right;"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">2 &#160; <br>
              </sup></div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div>Security is in default of interest and/or principal obligations.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right;"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3 &#160; <br>
              </sup></div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div>All or a portion of these securities have been physically segregated in connection with borrowings.</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div style="font-weight: bold;">Note 8 &#8211; COVID-19<br>
    </div>
    <div>The ongoing crisis caused by COVID-19 continues to materially impact local, national, and global economies in very unpredictable ways. Notably, it continues to disrupt supply chains, resulting in market closures, travel restrictions and
      quarantines. Investors should be aware that in light of this uncertainty, volatility and distress in economies, financial markets, and labor and health conditions all over the world, the Fund's investments and a shareholder&#8217;s investment in the Fund
      are subject to sudden and substantial losses, increased volatility and other adverse events. Firms through which investors invest with the Fund, the Fund, its service providers, the markets in which it invests and market intermediaries are also
      impacted by quarantines and similar measures intended to respond to and contain the ongoing pandemic, which can obstruct their functioning and subject them to heightened operational and other risks.<br>
    </div>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
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    </div>
    <div>
      <div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; color: #000000; width: 100%;" border="0" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80%; border-bottom: 2px solid rgb(0, 0, 0);">
                  <div><font style="font-size: 14pt; font-weight: bold;">OTHER INFORMATION (Unaudited) <br>
                    </font></div>
                </td>
                <td style="width: 20%; border-bottom: 2px solid rgb(0, 0, 0);">
                  <div>&#160;
                    <div>
                      <div style="text-align: right;">February 28, 2021</div>
                    </div>
                  </div>
                </td>
              </tr>

          </table>
        </div>
      </div>
    </div>
    <div style="margin-top: 12pt; margin-bottom: 3pt;">
      <div><br>
      </div>
      <div style="text-align: justify; margin-right: 36pt; font-weight: bold;">Sector Classification</div>
      <div><br>
      </div>
      <div style="text-align: justify; margin-right: 36pt;">Information in the &#8220;Schedule of Investments&#8221; is categorized by sectors using sector-level classifications defined by Bloomberg Industry Classification System, a widely recognized industry
        classification system provider. In the Fund&#8217;s registration statement, the Fund has investment policies relating to concentration in specific industries. For purposes of these investment policies, the Fund usually classifies industries based on
        industry-level classifications used by widely recognized industry classification system providers such as Bloomberg Industry Classification System, Global Industry Classification Standards and Barclays Global Classification Scheme.</div>
      <div><br>
      </div>
    </div>
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