<SEC-DOCUMENT>0001752724-21-228582.txt : 20211027
<SEC-HEADER>0001752724-21-228582.hdr.sgml : 20211027
<ACCEPTANCE-DATETIME>20211027132430
ACCESSION NUMBER:		0001752724-21-228582
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20210831
FILED AS OF DATE:		20211027
PERIOD START:           	20220531

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:		211352110

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

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

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	Claymore Strategic Opportunities Fund
		DATE OF NAME CHANGE:	20061113
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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        <name>Team.Blue Finco SARL</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GRINDING MED/MOLY-COP</name>
        <lei>N/A</lei>
        <title>Grinding Media, Inc. / Moly-Cop AltaSteel Ltd.</title>
        <cusip>398545AA1</cusip>
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          <isin value="US398545AA16"/>
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        <balance>1330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1351546.00000000</valUSD>
        <pctVal>0.146821036026</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>
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      </invstOrSec>
      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX171345 1"/>
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        <balance>859623.39070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>852275.24000000</valUSD>
        <pctVal>0.092584295108</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>563000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555962.50000000</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>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>
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      </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"/>
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        <balance>300110.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298209.57000000</valUSD>
        <pctVal>0.032395077948</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>7.96000000</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>ORIGIN ENTERPRISES PLC</name>
        <lei>N/A</lei>
        <title>Valeo F1 Company Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX195422 1"/>
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        <balance>1607142.86000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.72726000"/>
        <valUSD>2205727.66000000</valUSD>
        <pctVal>0.239612429198</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>5.62000000</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>SCP Eye Care Services LLC</name>
        <lei>N/A</lei>
        <title>SCP Eye Care Services LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX193252U 1"/>
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        <balance>-310227.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-775.57000000</valUSD>
        <pctVal>-0.00008425165</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-16</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>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>525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>538125.00000000</valUSD>
        <pctVal>0.058457551583</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>
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      </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"/>
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        <balance>6350682.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6571495.83000000</valUSD>
        <pctVal>0.713874204804</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>
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      <invstOrSec>
        <name>Diamond Issuer LLC</name>
        <lei>N/A</lei>
        <title>Diamond Issuer LLC</title>
        <cusip>25267TAL5</cusip>
        <identifiers>
          <isin value="US25267TAL52"/>
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        <balance>2700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2722383.00000000</valUSD>
        <pctVal>0.295737690409</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>
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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>CONCORDE LUX</name>
        <lei>N/A</lei>
        <title>Concorde Lux</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192650 1"/>
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        <balance>2000000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84670000"/>
        <valUSD>2366245.42000000</valUSD>
        <pctVal>0.257049781552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</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>
        <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="BGH7E4YR1"/>
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        <balance>-161016.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-161016.10000000</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="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>200000.00000000</principalAmt>
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              <collateralVal>215480.00000000</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>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>1048942.50000000</valUSD>
        <pctVal>0.113948637029</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cerberus</name>
        <lei>549300U8RSYT04O8Z019</lei>
        <title>Cerberus Loan Funding XXVI, LP</title>
        <cusip>15673YAU3</cusip>
        <identifiers>
          <isin value="US15673YAU38"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1749793.33000000</valUSD>
        <pctVal>0.190083407848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.22600000</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>PERFORMANCE FOOD GROUP I</name>
        <lei>549300OMUOGBYK0FFO76</lei>
        <title>Performance Food Group, Inc.</title>
        <cusip>71376LAD2</cusip>
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          <isin value="US71376LAD29"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>478125.00000000</valUSD>
        <pctVal>0.051939636424</pctVal>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHEFS WAREHOUSE INC</name>
        <lei>N/A</lei>
        <title>Chefs' Warehouse, Inc., The</title>
        <cusip>N/A</cusip>
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        <balance>296992.48030000</balance>
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        <curCd>USD</curCd>
        <valUSD>296992.48000000</valUSD>
        <pctVal>0.032262863125</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>5.58000000</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH75J384"/>
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        <balance>-2153615.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2153615.74000000</valUSD>
        <pctVal>-0.23395141131</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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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>2350000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2455045.00000000</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>
      <invstOrSec>
        <name>Figs Inc</name>
        <lei>N/A</lei>
        <title>Figs, Inc.</title>
        <cusip>30260D103</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BUCKEYE PARTNERS LP</name>
        <lei>549300C1PQJLVEIUBK50</lei>
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          <isin value="US118230AN13"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SP PF PARENT CORP</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>PANDA HUMMEL STATION LLC</name>
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        <title>Panda Hummel</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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      <invstOrSec>
        <name>VODAFONE GROUP PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
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          <isin value="US92857WBX74"/>
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        <balance>4100000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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      <invstOrSec>
        <name>TWILIO INC</name>
        <lei>5493004W8TRGD63APX93</lei>
        <title>Twilio, Inc.</title>
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          <isin value="US90138FAD42"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2090000.00000000</valUSD>
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          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>PETROCHOICE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>PetroChoice Holdings</title>
        <cusip>N/A</cusip>
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          <isin value="US71645XAC39"/>
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        <balance>1987572.88560000</balance>
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        <curCd>USD</curCd>
        <valUSD>1910554.44000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>PRINCESS JULIANA INTL</name>
        <lei>N/A</lei>
        <title>Princess Juliana International Airport Operating Company N.V.</title>
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          <isin value="US741771AA79"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>SX</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <maturityDt>2027-12-20</maturityDt>
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      <invstOrSec>
        <name>GOODPACK LTD</name>
        <lei>5493003ZYID1KN87T037</lei>
        <title>IBC Capital Ltd.</title>
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        <balance>1205194.49410000</balance>
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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>Lehman XS Trust</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <name>Jol Air</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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        <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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        <curCd>USD</curCd>
        <valUSD>899869.50000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Capmark Military Housing Trust</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
        <cusip>14070AAA1</cusip>
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          <isin value="US14070AAA16"/>
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        <balance>466878.42840000</balance>
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        <curCd>USD</curCd>
        <valUSD>538454.35000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <name>KRONOS ACQ  / KIK CUSTOM</name>
        <lei>N/A</lei>
        <title>Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.</title>
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          <isin value="US50106GAF90"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>TCB HOLDINGS I CORP</name>
        <lei>N/A</lei>
        <title>TricorBraun Holdings, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <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>1425928.92000000</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>
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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>
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          <isin value="US03078CAJ36"/>
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        <balance>992500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>987537.50000000</valUSD>
        <pctVal>0.107278094023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-18</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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        <name>ALLIANZ SE</name>
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        <name>AMERICAN EQUITY INVESTME</name>
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        <name>BC CYAN PARENT INC</name>
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        <name>Jones Deslauriers Insurance Management, Inc.</name>
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        <name>SELECTIVE INSURANCE GROU</name>
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        <name>Castlelake Aircraft Securitiza</name>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.35000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1730000.00000000</principalAmt>
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              <collateralVal>1877050.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Higginbotham</name>
        <lei>N/A</lei>
        <title>Higginbotham</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190965U 1"/>
        </identifiers>
        <balance>-823699.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-3785.56000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCPR SR SECURED FIN DAC</name>
        <lei>549300LE5FM8IKMXSP90</lei>
        <title>LCPR Senior Secured Financing DAC</title>
        <cusip>50201DAD5</cusip>
        <identifiers>
          <isin value="US50201DAD57"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1293750.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</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>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>1492569.42940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1505313.29000000</valUSD>
        <pctVal>0.163525071867</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>0.29400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7E56S7"/>
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        <balance>-2066701.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2066701.23000000</valUSD>
        <pctVal>-0.22450972127</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>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2225000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2352937.50000000</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78927.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>1679181.24000000</valUSD>
        <pctVal>0.182412680984</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>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="BGH757VH9"/>
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        <balance>-1325039.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1325039.46000000</valUSD>
        <pctVal>-0.14394157971</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>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1600000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1614080.00000000</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>JETBLUE AIRWAYS CORP</name>
        <lei>N/A</lei>
        <title>JetBlue Class A Pass Through Trust</title>
        <cusip>477164AA5</cusip>
        <identifiers>
          <isin value="US477164AA59"/>
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        <balance>1654051.38350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1812726.02000000</valUSD>
        <pctVal>0.196919906750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <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>AMC NETWORKS INC</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC Networks, Inc.</title>
        <cusip>00164VAF0</cusip>
        <identifiers>
          <isin value="US00164VAF04"/>
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        <balance>2650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2630125.00000000</valUSD>
        <pctVal>0.285715526796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>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>538150.34380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529405.40000000</valUSD>
        <pctVal>0.057510324699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.33000000</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>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>
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        <curCd>USD</curCd>
        <valUSD>332700.00000000</valUSD>
        <pctVal>0.036141839557</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>
          <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 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>4550061.60000000</valUSD>
        <pctVal>0.494281924623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>-183.75000000</valUSD>
        <pctVal>-0.00001996111</pctVal>
        <payoffProfile>Short</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>0.58465000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STRIPES 2013 AIRCRAFT 1 LIMITED</name>
        <lei>N/A</lei>
        <title>Stripes Aircraft Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH3LX5D1"/>
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        <balance>498814.79540000</balance>
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        <curCd>USD</curCd>
        <valUSD>480129.19000000</valUSD>
        <pctVal>0.052157355430</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>3.58400000</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>SITECORE HOLDING III A/S</name>
        <lei>N/A</lei>
        <title>Sitecore Holding III A/S</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH74AYL1 1"/>
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        <balance>543081.47800000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670000"/>
        <valUSD>632713.74000000</valUSD>
        <pctVal>0.068732907955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7BVGV5"/>
        </identifiers>
        <balance>-3430573.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3430573.10000000</valUSD>
        <pctVal>-0.37266974021</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>0.45000000</repurchaseRt>
          <maturityDt>2021-09-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3583000.00000000</principalAmt>
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              <collateralVal>3790233.50000000</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>
      <invstOrSec>
        <name>Unit Corp</name>
        <lei>549300XGK22FZCTN8B67</lei>
        <title>Unit Corp.</title>
        <cusip>909218406</cusip>
        <identifiers>
          <isin value="US9092184061"/>
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        <balance>5916.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130152.00000000</valUSD>
        <pctVal>0.014138661563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>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="BGH757VG1"/>
        </identifiers>
        <balance>-576724.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-576724.28000000</valUSD>
        <pctVal>-0.06265066545</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>0.40000000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>700000.00000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLD PARENT LP</name>
        <lei>VPQEY6SB0BUIVT13IV95</lei>
        <title>Examworks Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX153176U 1"/>
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        <balance>-1499999.99980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-71081.70000000</valUSD>
        <pctVal>-0.00772174149</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>0.40199000</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>Marathon CRE Issuer Ltd</name>
        <lei>N/A</lei>
        <title>Marathon CRE Ltd.</title>
        <cusip>565780AJ2</cusip>
        <identifiers>
          <isin value="US565780AJ23"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2994158.70000000</valUSD>
        <pctVal>0.325261206324</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>3.09300000</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>A10 Securitization</name>
        <lei>N/A</lei>
        <title>A10 Permanent Asset Financing LLC</title>
        <cusip>00216AAC1</cusip>
        <identifiers>
          <isin value="US00216AAC18"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277940.00000000</valUSD>
        <pctVal>0.030193155655</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>
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      </invstOrSec>
      <invstOrSec>
        <name>API HOLDINGS III CORP</name>
        <lei>N/A</lei>
        <title>API Holdings III Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00189CAC01"/>
        </identifiers>
        <balance>1568000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1538600.00000000</valUSD>
        <pctVal>0.167141071062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.33000000</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="BGH7E54Z3"/>
        </identifiers>
        <balance>-175019.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-175019.69000000</valUSD>
        <pctVal>-0.01901272484</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>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>200000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>205940.00000000</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>AES CORP/THE</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp.</title>
        <cusip>00130HCC7</cusip>
        <identifiers>
          <isin value="US00130HCC79"/>
        </identifiers>
        <balance>1430000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1594307.00000000</valUSD>
        <pctVal>0.173192629392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>1746816.58000000</valUSD>
        <pctVal>0.189760037782</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>3.73800000</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>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="BGH7E53D3"/>
        </identifiers>
        <balance>-499510.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-499510.63000000</valUSD>
        <pctVal>-0.05426279845</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>500000.00000000</principalAmt>
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              <collateralVal>630600.00000000</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>HAWAIIAN BRAND INTELLECT</name>
        <lei>N/A</lei>
        <title>Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.</title>
        <cusip>41984LAA5</cusip>
        <identifiers>
          <isin value="US41984LAA52"/>
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        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1737664.50000000</valUSD>
        <pctVal>0.188765829766</pctVal>
        <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>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>1438918.91430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1408341.89000000</valUSD>
        <pctVal>0.152990882566</pctVal>
        <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>
      <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>675103.97000000</valUSD>
        <pctVal>0.073337840000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERILIFE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>AmeriLife Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03078CAC82"/>
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        <balance>1059097.65760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1053802.17000000</valUSD>
        <pctVal>0.114476552308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>431886.80520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425408.50000000</valUSD>
        <pctVal>0.046212941849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTERRA ULTRA BROADBAND HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Conterra Ultra Broadband Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US21076RAD70"/>
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        <balance>1960000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1956334.80000000</valUSD>
        <pctVal>0.212520404152</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>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>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>2939344.75470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1345624.68000000</valUSD>
        <pctVal>0.146177791670</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>0.30400000</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>
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          <isin value="US487526AB19"/>
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        <balance>494000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>536607.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>
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          <other otherDesc="Internal ID" value="BGH75GCU1"/>
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        <balance>-270898.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-270898.46000000</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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            <repurchaseCollateral>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARCONIC CORP</name>
        <lei>549300B4YFWH3U74B152</lei>
        <title>Arconic Corp.</title>
        <cusip>03966VAB3</cusip>
        <identifiers>
          <isin value="US03966VAB36"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370492.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>
      <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"/>
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        <balance>499274.98520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491785.86000000</valUSD>
        <pctVal>0.053423641865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamond CLO 2018-1, LLC</name>
        <lei>N/A</lei>
        <title>Diamond CLO Ltd.</title>
        <cusip>25256LAG6</cusip>
        <identifiers>
          <isin value="US25256LAG68"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2993796.60000000</valUSD>
        <pctVal>0.325221870706</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>3.83800000</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>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7E53J0"/>
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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">
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              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
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              <collateralVal>1057600.00000000</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>MIDWEST VETERINARY PARTNERS LLC</name>
        <lei>N/A</lei>
        <title>Mission Veterinary Partners</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX194279 1"/>
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        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1346625.00000000</valUSD>
        <pctVal>0.146286458351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-27</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>LUMMUS TECHNOLOGY HOLDINGS V LLC</name>
        <lei>N/A</lei>
        <title>Illuminate Buyer LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192582 1"/>
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        <balance>1815886.40620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1804918.45000000</valUSD>
        <pctVal>0.196071755436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.58000000</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>PARADOCS HOLDING SARL</name>
        <lei>N/A</lei>
        <title>Alter Domus</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAL7428PAD23"/>
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        <balance>2793000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2786017.50000000</valUSD>
        <pctVal>0.302650428279</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>
        <name>BOE HOLDING LLC</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>BWAY Holding Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US05604XAP15"/>
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        <balance>686859.04390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>668403.14000000</valUSD>
        <pctVal>0.072609915976</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>3.34000000</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>GLOBAL PART/GLP FINANCE</name>
        <lei>N/A</lei>
        <title>Global Partners Limited Partnership / GLP Finance Corp.</title>
        <cusip>37954FAG9</cusip>
        <identifiers>
          <isin value="US37954FAG90"/>
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        <balance>1625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1688456.25000000</valUSD>
        <pctVal>0.183420243122</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7CK3X8"/>
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        <balance>-19520247.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-19520247.41000000</valUSD>
        <pctVal>-2.12052194171</pctVal>
        <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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          <repurchaseRt>0.93400000</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>1472740.00000000</principalAmt>
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              <invstCat>EQT</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>9127964L0</cusip>
        <identifiers>
          <isin value="US9127964L09"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999991.67000000</valUSD>
        <pctVal>0.108631014414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-09</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>PETIQ INC</name>
        <lei>N/A</lei>
        <title>PetIQ LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US71639UAB98"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1980000.00000000</valUSD>
        <pctVal>0.215091200249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</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>RATTLER MIDSTREAM LP</name>
        <lei>549300I45NRVEEN9M219</lei>
        <title>Rattler Midstream, LP</title>
        <cusip>75419TAA1</cusip>
        <identifiers>
          <isin value="US75419TAA16"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1312500.00000000</valUSD>
        <pctVal>0.142579394105</pctVal>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>DG Investment Intermediate Holdings 2, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US23344MAD02"/>
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        <balance>366311.69010000</balance>
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        <curCd>USD</curCd>
        <valUSD>365919.74000000</valUSD>
        <pctVal>0.039750563672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-31</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>
      <invstOrSec>
        <name>CAMIN CARGO CONTROL INC</name>
        <lei>N/A</lei>
        <title>Camin Cargo Control, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US13374VAE20"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1683000.00000000</valUSD>
        <pctVal>0.182827520212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>PELICAN PRODUCTS INC</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Bank of America, N.A.</name>
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        <curCd>USD</curCd>
        <valUSD>327690.00000000</valUSD>
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              <counterpartyName>Bank of America, N.A.</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <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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      <invstOrSec>
        <name>Marathon CLO LTD</name>
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          <couponKind>None</couponKind>
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        <name>Nuveen Quality Municipal Incom</name>
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          <isin value="US67066V1017"/>
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        <balance>25068.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>407856.36000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Matterport Inc</name>
        <lei>N/A</lei>
        <title>Matterport, Inc.</title>
        <cusip>577096100</cusip>
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          <isin value="US5770961002"/>
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        <balance>79600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1282356.00000000</valUSD>
        <pctVal>0.139304793529</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>DXP ENTERPRISES INC</name>
        <lei>N/A</lei>
        <title>DXP Enterprises, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX191334 1"/>
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        <balance>3880500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3868392.84000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>ImageFIRST Holdings LLC</name>
        <lei>N/A</lei>
        <title>ImageFIRST Holdings LLC</title>
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          <other otherDesc="LoanX ID" value="LX194202U 1"/>
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        <balance>-203703.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-763.89000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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        <name>SPORTRADAR CAPITAL SARL</name>
        <lei>N/A</lei>
        <title>Sportradar Capital SARL</title>
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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="0.84670000"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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        <name>HARE TOPCO INC</name>
        <lei>N/A</lei>
        <title>Niacet B.V.</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>PANDA HUMMEL STATION LLC</name>
        <lei>N/A</lei>
        <title>Panda Hummel</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2022-04-27</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>NFP INTERMEDIATE HOLDINGS B CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP Corp.</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2027-02-15</maturityDt>
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        <name>THERMON GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Thermon Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US88362WAB28"/>
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        <balance>536674.26610000</balance>
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        <curCd>USD</curCd>
        <valUSD>533990.89000000</valUSD>
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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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US FOODS INC</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US Foods, Inc.</title>
        <cusip>90290MAC5</cusip>
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          <isin value="US90290MAC55"/>
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        <balance>1950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2054812.50000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KVK CLO Ltd</name>
        <lei>5493007VGL59COTLZY21</lei>
        <title>KVK CLO Ltd.</title>
        <cusip>48274GAB8</cusip>
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        <balance>2300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519489.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <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="BGH7BEE86"/>
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        <balance>-6898569.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-6898569.54000000</valUSD>
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        <name>BERKLEY (WR) CORPORATION</name>
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      <invstOrSec>
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        <name>CENTRAL GARDEN &amp; PET CO</name>
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        <name>DYAL CAPITAL PARTNERS III ISSUER (B)</name>
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        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>Equitable Holdings, Inc.</title>
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          <isin value="US29452EAA91"/>
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        <curCd>USD</curCd>
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        <name>ONEMAIN FINANCE CORP</name>
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        <name>Aequi Acquisition Corp.</name>
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        <name>ASCEND LEARNING LLC</name>
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        <name>BANK OF AMERICA CORP</name>
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        <name>STAR US BIDCO LLC</name>
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        <title>Sundyne (Star US Bidco)</title>
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        <name>ENDO LUX FIN CO I SARL</name>
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        <issuerCat>CORP</issuerCat>
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        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
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        <name>JEFFERIES FIN LLC / JFIN</name>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <maturityDt>2027-09-24</maturityDt>
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      <invstOrSec>
        <name>ONEAMERICA FINL PARTNERS</name>
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        <title>OneAmerica Financial Partners, Inc.</title>
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          <isin value="US682441AB66"/>
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        <balance>1730000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HAH GROUP HOLDING COMPANY LLC</name>
        <lei>N/A</lei>
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          <isin value="US40467AAD19"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
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        <assetCat>EP</assetCat>
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      <invstOrSec>
        <name>Blue Whale Acquisition Corp. I</name>
        <lei>N/A</lei>
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          <ticker value="BWCAU"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
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      <invstOrSec>
        <name>EPICOR SOFTWARE CORP</name>
        <lei>JGNXVGGGXR4O1L5I7S73</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>TCB HOLDINGS I CORP</name>
        <lei>N/A</lei>
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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>
        <lei>WERC5RXCUSU16MOTZ848</lei>
        <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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        <name>MDVIP LLC</name>
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        <name>ARMOR PARENT CORP</name>
        <lei>549300MC6XO5P96H8E79</lei>
        <title>Accuride Corp.</title>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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      <invstOrSec>
        <name>CENTURION PIPELINE COMPANY LLC</name>
        <lei>N/A</lei>
        <title>Centurion Pipe</title>
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        <curCd>USD</curCd>
        <valUSD>195268.75000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>GIBSON BRANDS INC</name>
        <lei>549300KU4ACNZQGB7J14</lei>
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          <other otherDesc="LoanX ID" value="LX195745 1"/>
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        <curCd>USD</curCd>
        <valUSD>4455000.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-06-23</maturityDt>
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        <name>OCULUS INTERMEDIATE INC</name>
        <lei>N/A</lei>
        <title>CNT Holdings I Corp.</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
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          <transCat>Reverse repurchase</transCat>
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        <name>EQT VII NO1 LP</name>
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        <assetCat>LON</assetCat>
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        <name>TRANSCENDIA HOLDINGS INC</name>
        <lei>N/A</lei>
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        <name>CHARLES SCHWAB CORP</name>
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        <title>Charles Schwab Corp.</title>
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        <name>GI CHILL ACQUISITION INC</name>
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        <title>California Cryobank</title>
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        <name>ASCEND PERFORMANCE MATERIALS HOLDINGS INC</name>
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        <name>ORIGIN ENTERPRISES PLC</name>
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        <name>EG GROUP LTD</name>
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        <title>EG Finco Ltd.</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>SIMPLY GOOD FOODS CO</name>
        <lei>N/A</lei>
        <title>Atkins Nutritionals, Inc.</title>
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          <couponKind>Variable</couponKind>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CUSHMAN &amp; WAKEFIELD US</name>
        <lei>N/A</lei>
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          <isin value="US23166MAA18"/>
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        <curCd>USD</curCd>
        <valUSD>3411166.50000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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          <other otherDesc="Internal ID" value="BGH7E6KE0"/>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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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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            <repurchaseCollateral>
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        <securityLending>
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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="BGH6WRUV7"/>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
        <lei>N/A</lei>
        <title>Qlik Technologies, Inc. - Class A</title>
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          <ticker value="QLIK"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
        <title>Fortis Solutions Group LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX182748 1"/>
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        <balance>206792.06020000</balance>
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        <curCd>USD</curCd>
        <valUSD>204724.14000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>2Y-10 CMS CAP</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH687520"/>
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        <curCd>USD</curCd>
        <valUSD>1444017.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>MIRABELA NICKEL LTD</name>
        <lei>N/A</lei>
        <title>Mirabela Nickel Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="XS1078200430"/>
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        <balance>1388176.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>69408.80000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Trinity Rail Leasing L.P.</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>AMERICAN FINANCIAL GROUP</name>
        <lei>549300AFOM7IVKIU1G39</lei>
        <title>American Financial Group, Inc.</title>
        <cusip>025932864</cusip>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2719000.00000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp.</title>
        <cusip>682691AA8</cusip>
        <identifiers>
          <isin value="US682691AA80"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1703638.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HYATT HOTELS CORP</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>Hyatt Hotels Corp.</title>
        <cusip>448579AJ1</cusip>
        <identifiers>
          <isin value="US448579AJ19"/>
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        <balance>1690000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2029209.03000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CD&amp;R SMOKEY BUYER INC</name>
        <lei>N/A</lei>
        <title>CD&amp;R Smokey Buyer, Inc.</title>
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          <isin value="US12510CAA99"/>
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        <balance>1025000.00000000</balance>
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        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>POWERTEAM SERVICES LLC</name>
        <lei>549300J2G34D0WX8Z443</lei>
        <title>Artera Services LLC</title>
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        <name>TRANSACT HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Transact Holdings, Inc.</title>
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        <balance>4080999.67130000</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>
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          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Acropolis Infrastructure Acqui</name>
        <lei>N/A</lei>
        <title>Acropolis Infrastructure Acquisition Corp.</title>
        <cusip>005029202</cusip>
        <identifiers>
          <isin value="US0050292020"/>
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        <balance>69500.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CCRR PARENT INC</name>
        <lei>N/A</lei>
        <title>CCRR Parent, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX192894 1"/>
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        <balance>3990000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4004962.50000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>ABPCI Direct Lending Fund CLO</name>
        <lei>N/A</lei>
        <title>ABPCI Direct Lending Fund CLO I LLC</title>
        <cusip>000823AS3</cusip>
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          <isin value="US000823AS37"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2999896.20000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>ARCLINE FM HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Arcline FM Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03960DAB91"/>
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        <balance>1950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1930500.00000000</valUSD>
        <pctVal>0.209713920243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</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>
      <invstOrSec>
        <name>SITUS AMC HOLDINGS CORPORATION</name>
        <lei>N/A</lei>
        <title>Situs AMC Holdings Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US82988PAF53"/>
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        <balance>2347683.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2297794.86000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HILLENBRAND INC</name>
        <lei>U246OE781574J2BUD366</lei>
        <title>Hillenbrand, Inc.</title>
        <cusip>431571AD0</cusip>
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          <isin value="US431571AD01"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343687.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>CELTIC INTERMEDIATE CORP</name>
        <lei>N/A</lei>
        <title>National Mentor Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192641U 1"/>
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        <balance>-178666.66670000</balance>
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        <curCd>USD</curCd>
        <valUSD>-825.87000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2028-03-02</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL PART/GLP FINANCE</name>
        <lei>N/A</lei>
        <title>Global Partners Limited Partnership / GLP Finance Corp.</title>
        <cusip>37954FAJ3</cusip>
        <identifiers>
          <isin value="US37954FAJ30"/>
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        <balance>1025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1063314.50000000</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>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX171347 1"/>
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        <balance>133294.66180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126301.55000000</valUSD>
        <pctVal>0.013720379789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.68000000</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>CELLNEX FINANCE</name>
        <lei>549300OUROMFTRFA7T23</lei>
        <title>Cellnex Finance Company S.A.</title>
        <cusip>15118JAA3</cusip>
        <identifiers>
          <isin value="US15118JAA34"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1768077.50000000</valUSD>
        <pctVal>0.192069652328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>GOLD INTERMEDIATE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>BHI Investments LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX168008 1"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>982500.00000000</valUSD>
        <pctVal>0.106730860730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PANTHER BF AGGREGATOR 1 LP</name>
        <lei>N/A</lei>
        <title>Power Solutions (Panther)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192923 1"/>
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        <balance>1499279.47230000</balance>
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        <curCd>USD</curCd>
        <valUSD>1481782.88000000</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>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HEALTHCHANNELS INTERMEDIATE HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>ScribeAmerica Intermediate Holdco LLC (Healthchannels)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US81104BAC46"/>
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        <balance>1921862.32790000</balance>
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        <curCd>USD</curCd>
        <valUSD>1832976.20000000</valUSD>
        <pctVal>0.199119722670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.58000000</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>AASET 2019-1 Trust</name>
        <lei>549300TXM3PCKZJKD061</lei>
        <title>AASET Trust</title>
        <cusip>00256DAA0</cusip>
        <identifiers>
          <isin value="US00256DAA00"/>
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        <balance>1204802.71980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1201010.00000000</valUSD>
        <pctVal>0.130468021420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.84400000</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7ETGB1"/>
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        <balance>-128064.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-128064.10000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. Morgan Securities LLC</title>
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          <other otherDesc="Internal ID" value="BGH7E4YQ3"/>
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        <curCd>USD</curCd>
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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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            <counterpartyInfos>
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      <invstOrSec>
        <name>ZEPHYR BIDCO LTD</name>
        <lei>N/A</lei>
        <title>Zephyr Bidco Ltd.</title>
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          <other otherDesc="LoanX ID" value="LX173635 1"/>
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        <balance>3000000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.72726000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>FLNG LIQUEFACTION 2 LLC</name>
        <lei>5493008RXZY6NJ5WF161</lei>
        <title>FLNG Liquefaction 2 LLC</title>
        <cusip>33972PAA7</cusip>
        <identifiers>
          <isin value="US33972PAA75"/>
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        <balance>257840.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278995.06000000</valUSD>
        <pctVal>0.030307768848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-31</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>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec EUR / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.EUR.USD1"/>
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        <balance>2100000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84670000"/>
        <valUSD>-12936.98000000</valUSD>
        <pctVal>-0.00140536896</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, N.A.</counterpartyName>
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            <settlementDt>2021-09-30</settlementDt>
            <unrealizedAppr>-12936.98000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DYNASTY PARENT HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>StandardAero</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185614 1"/>
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        <balance>1757163.46220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1708560.32000000</valUSD>
        <pctVal>0.185604186832</pctVal>
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        <assetCat>LON</assetCat>
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        <name>Atlas Senior Loan Fund LTD</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>LEGENDS HOSPITALITY HOLD</name>
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          <isin value="US52473NAA63"/>
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      <invstOrSec>
        <name>KAR NUT PRODUCTS</name>
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        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>SBMVZT</name>
        <lei>N/A</lei>
        <title>AfterNext HealthTech Acquisition Corp.</title>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>SIERRA ENTERPRISES LLC</name>
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        <title>Sierra Acquisition, Inc.</title>
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        <name>EQUITABLE HOLDINGS INC</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>BOFA SECURITIES, INC.</name>
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        <name>QBE INSURANCE GROUP LTD</name>
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        <name>NCR CORP</name>
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        <title>NCR Corp.</title>
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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>SBKSCP</name>
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        <title>TPG Pace Beneficial II Corp.</title>
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        <name>CELTIC INTERMEDIATE CORP</name>
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        <title>National Mentor Holdings, Inc.</title>
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        <name>GMAC Commercial Mortgage Asset</name>
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        <name>SBBMHR</name>
        <lei>N/A</lei>
        <title>Waverley Capital Acquisition Corp. 1</title>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC</name>
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        <title>DG Investment Intermediate Holdings 2, Inc.</title>
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          <isin value="US23344MAD02"/>
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        <curCd>USD</curCd>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COMPAGNIE BENELUX PARTICIPATIONS SA</name>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>898317.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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          <maturityDt>2028-06-30</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CLEARWATER PAPER CORP</name>
        <lei>549300HCVV19GXN4P292</lei>
        <title>Clearwater Paper Corp.</title>
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          <isin value="US18538RAJ23"/>
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        <balance>1975000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2027732.50000000</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>
          <maturityDt>2028-08-15</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>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH77G1Z0"/>
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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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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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      <invstOrSec>
        <name>KKR &amp; CO INC</name>
        <lei>N/A</lei>
        <title>Pearl Intermediate Parent LLC</title>
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          <other otherDesc="LoanX ID" value="LX192040 1"/>
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        <balance>795949.36350000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-02-14</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
        <cusip>94988U128</cusip>
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          <isin value="US94988U1280"/>
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        <balance>148000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3822840.00000000</valUSD>
        <pctVal>0.415282446446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CBC INSURANCE REVENUE SECURITI</name>
        <lei>54930084NLD71YMN4154</lei>
        <title>CBC Insurance Revenue Securitization LLC</title>
        <cusip>12479MAH1</cusip>
        <identifiers>
          <isin value="US12479MAH16"/>
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        <balance>317656.71710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294709.96000000</valUSD>
        <pctVal>0.032014908596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1289319.45000000</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>2053-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.16000000</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>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>207369.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2957081.94000000</valUSD>
        <pctVal>0.321233486723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>981473.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <maturityDt>2024-07-25</maturityDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KKR Acquisition Holdings I Cor</name>
        <lei>N/A</lei>
        <title>KKR Acquisition Holdings I Corp.</title>
        <cusip>48253T109</cusip>
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          <isin value="US48253T1097"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <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>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH64F7N8"/>
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        <balance>31.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1718.13000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <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="BGH77DQK3"/>
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        <balance>-695418.81000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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              <principalAmt>725000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GREAT LAKES DREDGE&amp;DOCK</name>
        <lei>549300H65E3MZ1CX0P05</lei>
        <title>Great Lakes Dredge &amp; Dock Corp.</title>
        <cusip>390607AF6</cusip>
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          <isin value="US390607AF62"/>
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        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2168250.00000000</valUSD>
        <pctVal>0.235541159061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>UPC BROADBAND FINCO BV</name>
        <lei>213800MNFBDEQRS6HZ22</lei>
        <title>UPC Broadband Finco BV</title>
        <cusip>90320BAA7</cusip>
        <identifiers>
          <isin value="US90320BAA70"/>
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        <balance>2550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2603677.50000000</valUSD>
        <pctVal>0.282842484110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USI INC</name>
        <lei>N/A</lei>
        <title>USI, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US90351NAF24"/>
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        <balance>591004.86110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>584356.06000000</valUSD>
        <pctVal>0.063479720363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
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          <isin value="US26249YAE14"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>POWDR CORP</name>
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      <invstOrSec>
        <name>OREGON CLEAN ENERGY LLC</name>
        <lei>N/A</lei>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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          <other otherDesc="Internal ID" value="BGH75FG21"/>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
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      <invstOrSec>
        <name>POST HOLDINGS INC</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>Post Holdings, Inc.</title>
        <cusip>737446AR5</cusip>
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          <isin value="US737446AR57"/>
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        <balance>2300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2320125.00000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>VAIL RESORTS INC</name>
        <lei>529900PSZHRNU9HKH870</lei>
        <title>Vail Resorts, Inc.</title>
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          <isin value="US91879QAL32"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>639300.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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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>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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        <balance>13571.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>BIB MERCHANT VOUCHER RECEIVABLES LTD</name>
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        <title>Bib Merchant Voucher Receivables Ltd.</title>
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          <isin value="US08866TAB89"/>
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        <balance>1100000.00000000</balance>
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        <name>HAMPTON ROADS PPV LLC</name>
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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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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2053-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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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>1525069.46590000</balance>
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        <curCd>USD</curCd>
        <valUSD>1509818.77000000</valUSD>
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        <assetCat>LON</assetCat>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>CHANGE HEALTH / FIN INC</name>
        <lei>N/A</lei>
        <title>Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.</title>
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          <isin value="US15911NAA37"/>
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        <curCd>USD</curCd>
        <valUSD>404000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>CLAROS MORTGAGE TRUST INC</name>
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          <isin value="US18269PAB85"/>
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        <balance>1473750.00010000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <name>FERGUSON FINANCE PLC</name>
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        <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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        <debtSec>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
        <cusip>93363XAA1</cusip>
        <identifiers>
          <isin value="US93363XAA19"/>
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        <balance>1892720.87600000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>ANCHOR PACKAGING LLC</name>
        <lei>N/A</lei>
        <title>Anchor Packaging LLC</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Soaring Eagle Acquisition Corp.</name>
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        <name>Taxware Holdings (Sovos Compliance LLC)</name>
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      <invstOrSec>
        <name>DIVERSITECH HOLDINGS INC</name>
        <lei>N/A</lei>
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          <isin value="US25536MAE12"/>
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        <curCd>USD</curCd>
        <valUSD>1000000.00000000</valUSD>
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          <maturityDt>2025-06-02</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MB2 DENTAL SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>MB2 Dental Solutions LLC</title>
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          <other otherDesc="LoanX ID" value="LX192595 1"/>
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        <curCd>USD</curCd>
        <valUSD>2926192.72000000</valUSD>
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          <couponKind>Variable</couponKind>
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        <name>SNACKING INVESTMENTS BIDCO PTY LTD</name>
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        <title>Snacking Investments US LLC (Arnott's)</title>
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          <isin value="XAQ8531PAE78"/>
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        <balance>1674500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1677982.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-18</maturityDt>
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        <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>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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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>PH OFFSHORE GP ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6B3XF5"/>
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        <balance>161000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172023.67000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Voya CLO Ltd</name>
        <lei>N/A</lei>
        <title>Voya CLO Ltd.</title>
        <cusip>44986TAB8</cusip>
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          <isin value="US44986TAB89"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>946200.00000000</valUSD>
        <pctVal>0.102787522058</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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock MuniVest Fund Inc</name>
        <lei>68LQJ5NLUNQI2T9OLL41</lei>
        <title>BlackRock MuniVest Fund, Inc.</title>
        <cusip>09253R105</cusip>
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          <isin value="US09253R1059"/>
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        <balance>24084.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>236023.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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        <name>Matterport, Inc.</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <name>RADIATE HOLDCO / FINANCE</name>
        <lei>N/A</lei>
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        <name>CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>DG Investment Intermediate Holdings 2, Inc.</title>
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        <issuerCat>CORP</issuerCat>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
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        <balance>-7650.85940000</balance>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
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        <balance>98748.97600000</balance>
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        <valUSD>97904.86000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>PAINT INTERMEDIATE III LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>KENNEDY-WILSON INC</name>
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        <title>Kennedy-Wilson, Inc.</title>
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      <invstOrSec>
        <name>Cerberus</name>
        <lei>N/A</lei>
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          <isin value="US15674JAC53"/>
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        <curCd>USD</curCd>
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          <maturityDt>2033-01-15</maturityDt>
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      <invstOrSec>
        <name>ARDAGH METAL PACKAGING</name>
        <lei>N/A</lei>
        <title>Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc</title>
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          <isin value="US03969YAB48"/>
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        <balance>2300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2344275.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
        <cusip>78573NAF9</cusip>
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          <isin value="US78573NAF96"/>
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        <balance>2225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2352937.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>562808.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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="BGH77E177"/>
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        <balance>-813002.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-813002.37000000</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">
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              <principalAmt>880000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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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>
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        <balance>2853775.00000000</balance>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>BILLIKEN BUYER INC</name>
        <lei>N/A</lei>
        <title>EyeCare Partners LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US30233PAB67"/>
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        <curCd>USD</curCd>
        <valUSD>1714289.26000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2027-02-18</maturityDt>
          <couponKind>Variable</couponKind>
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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>
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        <curCd>USD</curCd>
        <valUSD>110088.68000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH77BRK6"/>
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        <balance>-561139.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-561139.40000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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      <invstOrSec>
        <name>GATX CORP</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GATX Corp.</title>
        <cusip>361448BF9</cusip>
        <identifiers>
          <isin value="US361448BF99"/>
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        <balance>560000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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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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          <maturityDt>2028-12-15</maturityDt>
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        <name>MEDLINE INDUSTRIES INC</name>
        <lei>N/A</lei>
        <title>Medline Industries, Inc.</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2022-08-06</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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>1049200.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
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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="BGH750PM0"/>
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        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
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        <name>AVANTOR FUNDING INC</name>
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      <invstOrSec>
        <name>FT GORDON HOUSING</name>
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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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        <curCd>USD</curCd>
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          <maturityDt>2025-11-15</maturityDt>
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        <name>ZIGGO BOND CO BV</name>
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        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
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        <name>TK ELEVATOR US NEWCO INC</name>
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        <title>TK Elevator US Newco, Inc.</title>
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        <name>BlackRock Taxable Municipal Bo</name>
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        <title>BlackRock Taxable Municipal Bond Trust</title>
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        <name>SIWF HOLDINGS INC</name>
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        <title>Springs Window Fashions</title>
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        <name>ATD CORP</name>
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        <title>American Tire Distributors, Inc.</title>
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        <name>CAPSTONE ACQUISITION HOLDINGS INC</name>
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        <title>CapStone Acquisition Holdings, Inc.</title>
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        <name>HOWMET AEROSPACE INC</name>
        <lei>549300HO5WFZUT5N2T22</lei>
        <title>Howmet Aerospace, Inc.</title>
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        <name>MACQUARIE BANK LTD</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>Macquarie Bank Ltd.</title>
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        <balance>640000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2030-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RECESS HOLDINGS INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CLEARWAY ENERGY OP LLC</name>
        <lei>549300Z3NFMM54NWBB87</lei>
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          <isin value="US18539UAD72"/>
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        <curCd>USD</curCd>
        <valUSD>2131500.00000000</valUSD>
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          <maturityDt>2031-02-15</maturityDt>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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          <other otherDesc="Internal ID" value="BGH7E51B9"/>
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          <transCat>Reverse repurchase</transCat>
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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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      <invstOrSec>
        <name>GSAA Home Equity Trust</name>
        <lei>N/A</lei>
        <title>GSAA Trust</title>
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          <isin value="US3622EAAB68"/>
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        <curCd>USD</curCd>
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          <maturityDt>2047-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
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          <isin value="US62886EBA55"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>518418.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
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          <isin value="US013822AE11"/>
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        <balance>3625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3901406.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>WYNDHAM HOTELS &amp; RESORTS</name>
        <lei>549300FE3MQ4RVXXC673</lei>
        <title>Wyndham Hotels &amp; Resorts, Inc.</title>
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          <isin value="US98311AAB17"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-08-15</maturityDt>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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          <other otherDesc="Internal ID" value="BGH770AQ5"/>
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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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      <invstOrSec>
        <name>WOMENS CARE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Women's Care Holdings, Inc.</title>
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          <isin value="US97815UAH77"/>
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        <assetCat>LON</assetCat>
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          <maturityDt>2028-01-17</maturityDt>
          <couponKind>Variable</couponKind>
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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>Pro Mach Group, Inc.</name>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2028-08-12</maturityDt>
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        <name>AZALEA TOPCO INC</name>
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        <title>Emerald TopCo, Inc. (Press Ganey)</title>
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          <maturityDt>2026-07-24</maturityDt>
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        <name>PREGIS TOPCO LLC</name>
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        <name>ARGOS HOLDINGS INC</name>
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        <title>PetSmart LLC</title>
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          <maturityDt>2028-02-11</maturityDt>
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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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      <invstOrSec>
        <name>AUXEY HOLDCO LTD</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
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        <valUSD>1252875.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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      <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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        <curCd>USD</curCd>
        <valUSD>98363.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-08</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>VENTURE GLOBAL LNG INC</name>
        <lei>N/A</lei>
        <title>Venture Global Calcasieu Pass LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX184853U 1"/>
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        <curCd>USD</curCd>
        <valUSD>-52433.09000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-19</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>KAR NUT PRODUCTS</name>
        <lei>N/A</lei>
        <title>Kar Nut Products Company LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX182758 1"/>
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        <curCd>USD</curCd>
        <valUSD>358391.53000000</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>2023-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer, LP</title>
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          <isin value="US86765BAN91"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1072777.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>385717.67000000</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>
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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>TCB HOLDINGS I CORP</name>
        <lei>N/A</lei>
        <title>TricorBraun Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192255 1"/>
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        <balance>66105.58530000</balance>
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        <curCd>USD</curCd>
        <valUSD>65453.12000000</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>2028-03-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
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          <other otherDesc="LoanX ID" value="LX190572U 1"/>
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        <balance>-828400.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-7303.67000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2027-11-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERTICAL TOPCO SARL</name>
        <lei>N/A</lei>
        <title>Vertical (TK Elevator)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAD9000BAB80"/>
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        <balance>992518.72990000</balance>
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        <curCd>USD</curCd>
        <valUSD>991139.13000000</valUSD>
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        <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>4.40400000</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>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="BGH7D1US0"/>
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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>
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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="BGH791322"/>
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        <curCd>USD</curCd>
        <valUSD>-1036367.15000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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      <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="BGH7BELS4"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Wave USA</name>
        <lei>N/A</lei>
        <title>WAVE LLC</title>
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          <isin value="US94354KAA88"/>
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        <curCd>USD</curCd>
        <valUSD>2485822.73000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>CHECKERS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Checkers Drive-In Restaurants, Inc.</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>1200636.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATHAN'S FAMOUS INC</name>
        <lei>54930034SKNSF1JIE673</lei>
        <title>Nathan's Famous, Inc.</title>
        <cusip>632347AC4</cusip>
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          <isin value="US632347AC40"/>
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        <curCd>USD</curCd>
        <valUSD>2091410.00000000</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>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6Z9HL1"/>
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        <balance>-1768815.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1768815.29000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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        <name>FIRST REPUBLIC BANK</name>
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        <name>TLWND 2019-1</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>PUBLIC STORAGE</name>
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        <name>LoanCore 2019-CRE2 Issuer, Ltd</name>
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        <name>MAUSER PACKAGING SOLUT</name>
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        <name>AUXEY BIDCO LIMITED</name>
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        <name>GARTNER INC</name>
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        <title>Gartner, Inc.</title>
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      <invstOrSec>
        <name>WP CPP HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX173000 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>CVR ENERGY INC</name>
        <lei>529900SOYZIXZBTXB558</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>PLAYTIKA HOLDING CORP</name>
        <lei>254900E35Z4TKA4UFG64</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7BEL62"/>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
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      <invstOrSec>
        <name>24-7 INTOUCH INC</name>
        <lei>N/A</lei>
        <title>24-7 Intouch, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="XAC9288BAC00"/>
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        <balance>1458750.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1456926.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.83000000</annualizedRt>
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      <invstOrSec>
        <name>MATTERHORN BUYER LLC</name>
        <lei>N/A</lei>
        <title>Hearthside Group Holdings LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US40422KAD37"/>
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        <balance>1413750.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1405804.73000000</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>2025-05-23</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ASTON FINCO SARL</name>
        <lei>N/A</lei>
        <title>Aston FinCo SARL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX182723 1"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <name>TRANSDIGM GROUP INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>TENEO HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Teneo Holdings LLC</title>
        <cusip>N/A</cusip>
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        <balance>3990940.46010000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>LPL HOLDINGS INC</name>
        <lei>549300Z5YF8CCRMYUL26</lei>
        <title>LPL Holdings, Inc.</title>
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          <isin value="US50212YAD67"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Military Housing B</name>
        <lei>549300ZG8WH0M4JSUM77</lei>
        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
        <cusip>35563CAW8</cusip>
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          <isin value="US35563CAW82"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <name>HIGGINBOTHAM INSURANCE AGENCY INC</name>
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        <title>Higginbotham</title>
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        <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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHILL PARENT INC</name>
        <lei>N/A</lei>
        <title>Arctic Glacier Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US03970JAD00"/>
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        <balance>2290740.20950000</balance>
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        <curCd>USD</curCd>
        <valUSD>2175378.53000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>DELTA AIR LINES/SKYMILES</name>
        <lei>N/A</lei>
        <title>Delta Air Lines, Inc. / SkyMiles IP Ltd.</title>
        <cusip>830867AB3</cusip>
        <identifiers>
          <isin value="US830867AB33"/>
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        <balance>3600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4005000.00000000</valUSD>
        <pctVal>0.435070836869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Fixed</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>UPLAND SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>Upland Software, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US91544BAC19"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>SITECORE HOLDING III A/S</name>
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      <invstOrSec>
        <name>TITAN ACQUISITION LTD</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>MI WINDOWS AND DOORS LLC</name>
        <lei>N/A</lei>
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        <balance>995000.00000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WAYSTAR TECHNOLOGIES INC</name>
        <lei>N/A</lei>
        <title>Navicure, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US63939WAG87"/>
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        <balance>1522396.16500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1517646.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM COR</name>
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        <title>Occidental Petroleum Corp.</title>
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        <curCd>USD</curCd>
        <valUSD>2260000.00000000</valUSD>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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      <invstOrSec>
        <name>MARKEL CORP</name>
        <lei>549300SCNO12JLWIK605</lei>
        <title>Markel Corp.</title>
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        <curCd>USD</curCd>
        <valUSD>5301378.00000000</valUSD>
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        <name>BRE/EVERBRIGHT M6 BORROWER LLC</name>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>SITECORE HOLDING III A/S</name>
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        <title>Sitecore Holding III A/S</title>
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        <balance>548309.26000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

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          <maturityDt>2026-03-12</maturityDt>
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        <name>JB POINDEXTER &amp; CO INC</name>
        <lei>549300W6P81HOZZGPQ16</lei>
        <title>JB Poindexter &amp; Company, Inc.</title>
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          <isin value="US730481AJ74"/>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3692500.00000000</valUSD>
        <pctVal>0.401123362082</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>EXC HOLDINGS III CORP / EXCELITAS TECHNOLOGIES CORP</name>
        <lei>N/A</lei>
        <title>EXC Holdings III Corp.</title>
        <cusip>N/A</cusip>
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        <balance>98218.83420000</balance>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Carlyle Global Market Strategi</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="BGH647P30 1"/>
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        <balance>28225.43770000</balance>
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        <curCd>USD</curCd>
        <valUSD>27984.16000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
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          <isin value="US060505EU46"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1162150.00000000</valUSD>
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          <maturityDt>N/A</maturityDt>
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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="BGH7DCWU9"/>
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        <assetCat>RA</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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        <name>RXR Acquisition Corp</name>
        <lei>N/A</lei>
        <title>RXR Acquisition Corp.</title>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <balance>273854.53500000</balance>
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        <curCd>USD</curCd>
        <valUSD>272485.26000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Military Housing B</name>
        <lei>549300ZG8WH0M4JSUM77</lei>
        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
        <cusip>35563CAB4</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="35563CAB4"/>
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        <balance>41175735.91480000</balance>
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        <curCd>USD</curCd>
        <valUSD>2766675.93000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2055-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.90600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FIRST BRANDS GROUP LLC</name>
        <lei>N/A</lei>
        <title>First Brands Group LLC</title>
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          <other otherDesc="LoanX ID" value="LX193456 1"/>
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        <balance>4189500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4215684.38000000</valUSD>
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        <debtSec>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France S.A.</title>
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          <isin value="US02156LAF85"/>
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        <curCd>USD</curCd>
        <valUSD>1718734.00000000</valUSD>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-15</maturityDt>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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        <name>VB-S1 Issuer LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>SUMMIT MATERIALS LLC/FIN</name>
        <lei>N/A</lei>
        <title>Summit Materials LLC / Summit Materials Finance Corp.</title>
        <cusip>86614RAN7</cusip>
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          <isin value="US86614RAN70"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1535187.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>UNIFORM MBS</name>
        <lei>N/A</lei>
        <title>Uniform MBS 30 Year</title>
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          <other otherDesc="Internal ID" value="BGH7E0XD1"/>
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        <balance>-26500000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2021-10-14</maturityDt>
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        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2021-09-22</maturityDt>
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      <invstOrSec>
        <name>Golub Capital Partners CLO Ltd</name>
        <lei>254900NUVOJAHAT10W61</lei>
        <title>Golub Capital Partners Clo 49M Ltd.</title>
        <cusip>38178GAG5</cusip>
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          <isin value="US38178GAG55"/>
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        <balance>2250000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2033-08-26</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SandRidge Energy Inc</name>
        <lei>W1MKPVGS6I5155L7VV67</lei>
        <title>SandRidge Energy, Inc.</title>
        <cusip>80007P869</cusip>
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          <isin value="US80007P8692"/>
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        <balance>39565.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>352128.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR CANADA</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>Air Canada</title>
        <cusip>008911BJ7</cusip>
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          <isin value="CA008911BJ76"/>
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        <balance>2800000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.26124000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PAR PHARMACEUTICAL INC</name>
        <lei>549300KK5WR4MGN4YT97</lei>
        <title>Par Pharmaceutical, Inc.</title>
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          <isin value="US69888XAA72"/>
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        <balance>798000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>807975.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2027-04-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLOBAL ATLANTIC</name>
        <lei>N/A</lei>
        <title>Global Atlantic Finance Co.</title>
        <cusip>37959GAC1</cusip>
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          <isin value="US37959GAC15"/>
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        <balance>2700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2767848.35000000</valUSD>
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          <maturityDt>2051-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH77KA99"/>
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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="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
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          <isin value="US06055H4002"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6259200.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ZEPHYR BIDCO LTD</name>
        <lei>N/A</lei>
        <title>Zephyr Bidco Ltd.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX173637 1"/>
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        <balance>360000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.72726000"/>
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        <pctVal>0.052984880802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-23</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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="BGH7BVH02"/>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>LMRK Issuer Co. LLC</name>
        <lei>N/A</lei>
        <title>Secured Tenant Site Contract Revenue Notes Series</title>
        <cusip>50209LAC1</cusip>
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          <isin value="US50209LAC19"/>
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        <balance>1883683.52060000</balance>
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        <curCd>USD</curCd>
        <valUSD>1865694.72000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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      <invstOrSec>
        <name>PROJECT RUBY ULTIMATE PARENT CORP</name>
        <lei>N/A</lei>
        <title>Project Ruby Ultimate Parent Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX193028 1"/>
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        <balance>2294250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2282778.75000000</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>2028-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VENTURE GLOBAL LNG INC</name>
        <lei>N/A</lei>
        <title>Venture Global Calcasieu Pass LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX184853 1"/>
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        <balance>1492350.04040000</balance>
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        <curCd>USD</curCd>
        <valUSD>1410270.79000000</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>2026-08-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.46000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMWINS GROUP INC</name>
        <lei>549300SJE7MUB8NMRG61</lei>
        <title>AmWINS Group, Inc.</title>
        <cusip>031921AB5</cusip>
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          <isin value="US031921AB57"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>711375.00000000</valUSD>
        <pctVal>0.077278031604</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CENOVUS ENERGY INC</name>
        <lei>549300EIRQ0Z2B9C1W06</lei>
        <title>Cenovus Energy, Inc.</title>
        <cusip>448055AJ2</cusip>
        <identifiers>
          <isin value="US448055AJ20"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>607625.26000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AVERY POINT CLO LTD AVERY_13-3A</name>
        <lei>N/A</lei>
        <title>Avery Point II CLO Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USG0680XAA57"/>
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        <balance>759981.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>118937.03000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-18</maturityDt>
          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
        <lei>N/A</lei>
        <title>Jones Deslauriers Insurance Management, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="XAC4900AAD90"/>
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        <balance>4573000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</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>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="BGH7E5285"/>
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        <balance>-498567.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-498567.08000000</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="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>650000.00000000</principalAmt>
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              <collateralVal>641030.00000000</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>MSD Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MSD Acquisition Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG5709C1096"/>
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        <balance>116869.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1138304.06000000</valUSD>
        <pctVal>0.123656154805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH743BL2"/>
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        <curCd>USD</curCd>
        <valUSD>-607866.08000000</valUSD>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>790000.00000000</principalAmt>
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          </repurchaseCollaterals>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>VALKYR PURCHASER LLC</name>
        <lei>N/A</lei>
        <title>Valkyr Purchaser, LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX190445 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Eisner Advisory Group</name>
        <lei>N/A</lei>
        <title>Eisner Advisory Group</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX196967U 1"/>
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        <balance>-209090.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1306.82000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>SCOTTS MIRACLE-GRO CO</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>Scotts Miracle-Gro Co.</title>
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          <isin value="US810186AT39"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1303250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TDR CAPITAL LLP</name>
        <lei>N/A</lei>
        <title>Deuce FinCo plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2351481028"/>
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        <balance>1200000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.72726000"/>
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        <pctVal>0.180258542613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</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>PETSMART INC/PETSMART FI</name>
        <lei>N/A</lei>
        <title>PetSmart, Inc. / PetSmart Finance Corp.</title>
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        <identifiers>
          <isin value="US71677KAA60"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2082500.00000000</valUSD>
        <pctVal>0.226225971980</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEX CORPORATION</name>
        <lei>N/A</lei>
        <title>Save-A-Lot</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6L7M67"/>
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        <balance>15565.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87555.66000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MEDLINE INDUSTRIES INC</name>
        <lei>N/A</lei>
        <title>Medline Industries, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX196852U 1"/>
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        <balance>-2241025.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-0.02000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-06</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>LUX HOLDCO III</name>
        <lei>N/A</lei>
        <title>Invictus MD Strategies Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US46184GAB14"/>
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        <balance>1978957.13990000</balance>
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        <curCd>USD</curCd>
        <valUSD>1970467.41000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-28</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CLEAVER-BROOKS INC</name>
        <lei>549300TRZDD68CZBS255</lei>
        <title>Cleaver-Brooks, Inc.</title>
        <cusip>185401AG1</cusip>
        <identifiers>
          <isin value="US185401AG14"/>
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        <balance>3100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3057220.00000000</valUSD>
        <pctVal>0.332111676377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</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>
      <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="BGH793MD3"/>
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        <balance>-1925126.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1925126.28000000</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>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2100000.00000000</principalAmt>
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              <collateralVal>2168250.00000000</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>Palmer Square Loan Funding Ltd</name>
        <lei>N/A</lei>
        <title>Palmer Square Loan Funding 2021-3 Ltd.</title>
        <cusip>69702CAA7</cusip>
        <identifiers>
          <isin value="US69702CAA71"/>
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        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6999386.80000000</valUSD>
        <pctVal>0.760356822134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.17100000</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="BGH7E19G9"/>
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        <balance>-3220281.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-3220281.75000000</valUSD>
        <pctVal>-0.34982538724</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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            <repurchaseCollateral>
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      <invstOrSec>
        <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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          <isin value="US80306AAA88"/>
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        <balance>783815.09680000</balance>
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        <curCd>USD</curCd>
        <valUSD>776044.35000000</valUSD>
        <pctVal>0.084303187216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JAMAICA MERCHANT VOUCHER RECEIVABLES LTD</name>
        <lei>N/A</lei>
        <title>NCBJ</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="470170AB7"/>
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        <balance>335972.36460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340780.13000000</valUSD>
        <pctVal>0.037019599587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Colicity Inc</name>
        <lei>N/A</lei>
        <title>Colicity, Inc.</title>
        <cusip>194170205</cusip>
        <identifiers>
          <isin value="US1941702052"/>
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        <balance>6505.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63749.00000000</valUSD>
        <pctVal>0.006925176224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>HP COMMUNITIES LLC</name>
        <lei>N/A</lei>
        <title>HP Communities LLC</title>
        <cusip>44329HAW4</cusip>
        <identifiers>
          <isin value="US44329HAW43"/>
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        <balance>945652.17390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1130387.92000000</valUSD>
        <pctVal>0.122796209323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.82000000</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>MAV ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>Mav Acquisition Corp.</title>
        <cusip>57767XAB6</cusip>
        <identifiers>
          <isin value="US57767XAB64"/>
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        <balance>3150000.00000000</balance>
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      <invstOrSec>
        <name>GLP CAPITAL LP / FIN II</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>JAGUAR HL / PPDI</name>
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          <isin value="US47010LAA08"/>
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        <curCd>USD</curCd>
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        <name>ALCOA NEDERLAND HOLDING</name>
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        <title>Alcoa Nederland Holding BV</title>
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        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GC EOS BUYER INC</name>
        <lei>N/A</lei>
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          <isin value="US36165YAB65"/>
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        <balance>297024.22400000</balance>
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        <curCd>USD</curCd>
        <valUSD>296189.59000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.58000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BERKLEY (WR) CORPORATION</name>
        <lei>SQOAGCLKBDWNVYV1OV80</lei>
        <title>W R Berkley Corp.</title>
        <cusip>084423888</cusip>
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          <isin value="US0844238883"/>
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        <balance>36800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>986240.00000000</valUSD>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>KKR Acquisition Holdings I Corp.</name>
        <lei>N/A</lei>
        <title>KKR Acquisition Holdings I Corp. - Class A</title>
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            <putOrCall>Call</putOrCall>
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        <name>PACKERS HOLDINGS LLC</name>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
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      <invstOrSec>
        <name>SOUTHERN VETERINARY COMPANY LLC</name>
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        <title>Southern Veterinary Partners LLC</title>
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        <name>NA RAIL HOLD CO LLC</name>
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        <name>Newstar Trust</name>
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        <name>UGI CORPORATION</name>
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        <name>ARETEC GROUP INC</name>
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        <title>Aretec Group, Inc.</title>
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      </invstOrSec>
      <invstOrSec>
        <name>TPG Pace Solutions Corp.</name>
        <lei>N/A</lei>
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        <cusip>SBKVC8113</cusip>
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          <ticker value="TPGS"/>
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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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      <invstOrSec>
        <name>LIVE NATION ENTERTAINMEN</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment, Inc.</title>
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          <isin value="US538034AV10"/>
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        <curCd>USD</curCd>
        <valUSD>2811375.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <name>BOFA SECURITIES, INC.</name>
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        <name>HOWMET AEROSPACE INC</name>
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        <title>Howmet Aerospace, Inc.</title>
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        <name>H.B. FULLER CO</name>
        <lei>JSMX3Z5FOYM8V0Q52357</lei>
        <title>HB Fuller Co.</title>
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        <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LTI HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>LTI Holdings, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX175350 1"/>
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        <balance>972500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>953458.45000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.58000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IndyMac Residential Asset Back</name>
        <lei>N/A</lei>
        <title>Home Equity Mortgage Loan Asset-Backed Trust Series INABS</title>
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        <identifiers>
          <isin value="US43709XAF87"/>
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        <balance>2809149.32630000</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>
          <maturityDt>2037-04-25</maturityDt>
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      <invstOrSec>
        <name>Argent Securities Inc.</name>
        <lei>N/A</lei>
        <title>Argent Securities Trust</title>
        <cusip>04012XAA3</cusip>
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          <isin value="US04012XAA37"/>
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        <balance>2535103.38640000</balance>
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        <curCd>USD</curCd>
        <valUSD>2021654.70000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
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          <other otherDesc="LoanX ID" value="LX174490 1"/>
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        <balance>2001643.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1991263.55000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

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        <name>FARMER MAC</name>
        <lei>549300MS654K78GYF580</lei>
        <title>Farmer Mac</title>
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        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group, Inc.</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>PRO MACH GROUP INC</name>
        <lei>N/A</lei>
        <title>Pro Mach Group, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX196943 1"/>
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      <invstOrSec>
        <name>ITT HOLDINGS LLC</name>
        <lei>549300TH2PHOLK31LB42</lei>
        <title>ITT Holdings LLC</title>
        <cusip>45074JAA2</cusip>
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          <isin value="US45074JAA25"/>
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        <balance>4150000.00000000</balance>
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        <name>PARTNERRE LTD</name>
        <lei>7LLHQS68KCIGNZBR7918</lei>
        <title>PartnerRe Ltd.</title>
        <cusip>EP0597732</cusip>
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          <isin value="BMG686031698"/>
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        <balance>128000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>BM</invCountry>
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        <name>WATERLOGIC GROUP HOLDINGS LIMITED</name>
        <lei>N/A</lei>
        <title>Waterlogic USA Holdings, Inc.</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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      <invstOrSec>
        <name>MORGAN STANLEY FIN LLC</name>
        <lei>5493003FCPSE9RKT4B56</lei>
        <title>Morgan Stanley Finance LLC</title>
        <cusip>61769HZV0</cusip>
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          <isin value="US61769HZV04"/>
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        <balance>13500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14557050.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-23</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>CVR ENERGY INC</name>
        <lei>529900SOYZIXZBTXB558</lei>
        <title>CVR Energy, Inc.</title>
        <cusip>12662PAD0</cusip>
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          <isin value="US12662PAD06"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>345569.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
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      <invstOrSec>
        <name>SEAPORT FINANCING LLC</name>
        <lei>N/A</lei>
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        <name>Bank of America, N.A.</name>
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        <name>OKLAHOMA ST DEV FIN AUTH HLTHS</name>
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      <invstOrSec>
        <name>DISPATCH TERRA ACQUISITION LLC</name>
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        <title>Dispatch Terra Acquisition LLC</title>
        <cusip>N/A</cusip>
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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>
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        <name>RENT-A-CENTER INC</name>
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        <name>MARRIOTT INTERNATIONAL</name>
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      <invstOrSec>
        <name>ONEX CORPORATION</name>
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        <name>AGRIBANK FCB</name>
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        <name>HARSCO CORP</name>
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        <name>ONEX CORPORATION</name>
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        <name>Dreyfus Treasury Securities Ca</name>
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        <name>Dryden Senior Loan Fund</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>Colicity, Inc.</name>
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        <name>Blackstone Strategic Credit Fu</name>
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        <name>GS Mortgage Securities Trust</name>
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        <name>UNITED AIR 2015-1 AA PTT</name>
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        <name>Invesco Advantage Municipal In</name>
        <lei>DA89O2CSN0WUDR74HM71</lei>
        <title>Invesco Advantage Municipal Income Trust II</title>
        <cusip>46132E103</cusip>
        <identifiers>
          <isin value="US46132E1038"/>
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        <balance>160639.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2041721.69000000</valUSD>
        <pctVal>0.221796145898</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>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.USD2"/>
        </identifiers>
        <balance>2853775.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.20330000"/>
        <valUSD>111943.84000000</valUSD>
        <pctVal>0.012160674195</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>781000.27000000</amtCurSold>
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            <amtCurPur>2853775.00000000</amtCurPur>
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            <settlementDt>2022-01-31</settlementDt>
            <unrealizedAppr>111943.84000000</unrealizedAppr>
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        </derivativeInfo>
        <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="BGH77DSD7"/>
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        <balance>-527237.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-527237.10000000</valUSD>
        <pctVal>-0.05727477810</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>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>500000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>581100.00000000</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>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>2980000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2294600.00000000</valUSD>
        <pctVal>0.249266802067</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>10.13000000</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>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"/>
        </identifiers>
        <balance>-812500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-341.25000000</valUSD>
        <pctVal>-0.00003707064</pctVal>
        <payoffProfile>Short</payoffProfile>
        <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>3243369.56230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3241787.77000000</valUSD>
        <pctVal>0.352161627477</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>
        </securityLending>
      </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>1716969.30900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1705517.12000000</valUSD>
        <pctVal>0.185273598175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.08000000</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="BGH7E58L0"/>
        </identifiers>
        <balance>-1000862.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1000862.55000000</valUSD>
        <pctVal>-0.10872561978</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>0.25000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>960000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1039488.00000000</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="BGH729Y10"/>
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        <balance>-2813825.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2813825.14000000</valUSD>
        <pctVal>-0.30567122558</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3220000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3051272.00000000</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>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="BGH7938V9"/>
        </identifiers>
        <balance>-1124048.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1124048.13000000</valUSD>
        <pctVal>-0.12210750576</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>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1416000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1454940.00000000</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>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands, Inc.</title>
        <cusip>988498AM3</cusip>
        <identifiers>
          <isin value="US988498AM33"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215478.00000000</valUSD>
        <pctVal>0.023407788710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>N/A</lei>
        <title>Vector Phoenix Holdings, LP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH5ZXBJ1"/>
        </identifiers>
        <balance>55075.88570000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15145.87000000</valUSD>
        <pctVal>0.001645324927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7BELL9"/>
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        <balance>-6687284.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-6687284.10000000</valUSD>
        <pctVal>-0.72645250680</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>0.42000000</repurchaseRt>
          <maturityDt>2021-09-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6910000.00000000</principalAmt>
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              <collateralVal>7438491.00000000</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>JORDAN CO LP</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>4289250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4278526.88000000</valUSD>
        <pctVal>0.464784586828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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="BGH750ST2"/>
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        <balance>-3147454.14000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3000000.00000000</principalAmt>
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              <collateralVal>3259200.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>967254.40490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>938236.77000000</valUSD>
        <pctVal>0.101922461099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>HAMILTON PROJECTS ACQUIROR LLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <couponKind>Variable</couponKind>
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        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
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        <name>FAIRFAX FINL HLDGS LTD</name>
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        <name>PPP INTERMEDIATE HOLDINGS LLC</name>
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        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
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          <isin value="US92926SAC08"/>
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        <name>CENGAGE LEARNING INC</name>
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        <title>Cengage Learning, Inc.</title>
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          <maturityDt>2024-06-15</maturityDt>
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        <name>Freddie Mac Military Housing B</name>
        <lei>549300ZG8WH0M4JSUM77</lei>
        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
        <cusip>35563CAY4</cusip>
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          <isin value="US35563CAY49"/>
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        <curCd>USD</curCd>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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        <name>Southern Veterinary Partners LLC</name>
        <lei>N/A</lei>
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        <name>KAMC HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Franklin Energy (KAMC Holdings, Inc.)</title>
        <cusip>N/A</cusip>
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        <balance>1621125.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
        <cusip>93363XAE3</cusip>
        <identifiers>
          <isin value="US93363XAE31"/>
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        <balance>1115812.48840000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.33400000</annualizedRt>
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        <name>SERVICE LOGIC ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>Service Logic Acquisition, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US81759AAB61"/>
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        <balance>-317537.31000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2027-10-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS, Inc.</title>
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          <isin value="US92556HAC16"/>
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        <balance>6390000.00000000</balance>
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        <name>KRONOS ACQUISITION HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Kronos Acquisition Holdings, Inc.</title>
        <cusip>N/A</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>SOVOS BRANDS HOLDINGS INC</name>
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        <title>Taxware Holdings (Sovos Compliance LLC)</title>
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      <invstOrSec>
        <name>Colicity Inc</name>
        <lei>N/A</lei>
        <title>Colicity, Inc.</title>
        <cusip>194170106</cusip>
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        <balance>32421.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <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="BGH74PU65"/>
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        <balance>-1893215.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1893215.63000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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        <name>Venture CDO Ltd</name>
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        <name>CONFLUENT HEALTH LLC</name>
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        <name>FINASTRA GROUP HOLDINGS LTD</name>
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        <name>Citibank, N.A.</name>
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        <name>CROSS FINANCIAL CORP</name>
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        <name>CD&amp;R FIREFLY 4 LTD</name>
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        <name>GLOVES BUYER INC</name>
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        <name>BY CROWN PARENT/BY BOND</name>
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        <name>CNO FINANCIAL GROUP INC</name>
        <lei>11XPYHB76MPM4Y4P2897</lei>
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        <name>Invesco Municipal Trust</name>
        <lei>GKS5Y4B1VKHV66WSPK53</lei>
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      <invstOrSec>
        <name>Pershing Square Tontine Holdin</name>
        <lei>549300ZDVEYEVCF35B08</lei>
        <title>Pershing Square Tontine Holdings Ltd.</title>
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          <isin value="US71531R1095"/>
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      <invstOrSec>
        <name>Bank of America, N.A.</name>
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        <name>Dryden Senior Loan Fund</name>
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        <name>Chicago Mercantile Exchange</name>
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          <ticker value="ESU1"/>
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        <curCd>USD</curCd>
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        <name>LIBERTY MUTUAL GROUP INC</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>Liberty Mutual Group, Inc.</title>
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          <maturityDt>2061-02-01</maturityDt>
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        <name>US FOODS INC</name>
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        <title>US Foods, Inc.</title>
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        <name>ATLAS MARA LTD</name>
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        <name>BALBOA INTERMEDIATE HOLDINGS LLC</name>
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        <title>TIBCO Software, Inc.</title>
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      <invstOrSec>
        <name>Airplanes Pass Through Trust</name>
        <lei>N/A</lei>
        <title>Airplanes Pass Through Trust</title>
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        <curCd>USD</curCd>
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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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        <name>WCG PURCHASER CORP</name>
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        <title>WIRB - Copernicus Group, Inc.</title>
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        <name>SITECORE HOLDING III A/S</name>
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        <title>Sitecore Holding III A/S</title>
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        <name>ATLAS CC ACQUISITION CORP</name>
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        <title>Atlas CC Acquisition Corp.</title>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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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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      <invstOrSec>
        <name>CHARTER NEXT GENERATION INC</name>
        <lei>N/A</lei>
        <title>Charter Next Generation, Inc.</title>
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        <curCd>USD</curCd>
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          <maturityDt>2027-12-01</maturityDt>
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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>
          <isin value="US30065FAH82"/>
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        <balance>544191.90450000</balance>
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        <curCd>USD</curCd>
        <valUSD>543680.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-27</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>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>288424.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6743353.12000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOME POINT CAPITAL INC</name>
        <lei>549300DQF6YN0E43PM71</lei>
        <title>Home Point Capital, Inc.</title>
        <cusip>43734LAA4</cusip>
        <identifiers>
          <isin value="US43734LAA44"/>
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        <balance>5300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4584500.00000000</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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          <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>2551172.58510000</balance>
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        <curCd>USD</curCd>
        <valUSD>2461881.54000000</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>2024-08-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WILTON RE LTD</name>
        <lei>5493004VQ9VSL29MT373</lei>
        <title>Wilton RE Ltd.</title>
        <cusip>97263CAA9</cusip>
        <identifiers>
          <isin value="US97263CAA99"/>
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        <balance>6300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6868071.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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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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        <balance>3614492.47370000</balance>
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        <curCd>USD</curCd>
        <valUSD>3606757.46000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.83000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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="BGH7E54Y6"/>
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        <balance>-526302.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-526302.63000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>500000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
        <cusip>50077LAM8</cusip>
        <identifiers>
          <isin value="US50077LAM81"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1602504.19000000</valUSD>
        <pctVal>0.174083105875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>3181350.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CARTER INTERMEDIATE INC</name>
        <lei>N/A</lei>
        <title>Aegion Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00771PAJ03"/>
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        <balance>2200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2216500.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BlackRock Credit Allocation In</name>
        <lei>WU48CSUCFTU86AQUYZ93</lei>
        <title>BlackRock Credit Allocation Income Trust</title>
        <cusip>092508100</cusip>
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          <isin value="US0925081004"/>
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        <balance>84909.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <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>985050.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>983739.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>RECORDED BOOKS INC</name>
        <lei>N/A</lei>
        <title>Recorded Books, Inc.</title>
        <cusip>N/A</cusip>
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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>
        <valUSD>845069.50000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-29</maturityDt>
          <couponKind>Variable</couponKind>
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        <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="BGH77DQP2"/>
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        <balance>-1517682.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1517682.84000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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      <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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          <other otherDesc="Internal ID" value="BGH7E53M3"/>
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        <balance>-812337.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-812337.73000000</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>
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            <counterpartyInfos>
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        <securityLending>
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        <name>EXIDE TECHNOLOGIES</name>
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        <name>Ares Dynamic Credit Allocation</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>MB2 DENTAL SOLUTIONS LLC</name>
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        <name>CHS INC</name>
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        <name>PH ONSHORE GP ISSUER</name>
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        <name>Goldman Sachs International</name>
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        <name>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
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        <name>SERVICE LOGIC ACQUISITION INC</name>
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        <title>Service Logic Acquisition, Inc.</title>
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        <name>GREEN ENERGY PARTNERS/STONEWALL LLC</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>MAPS LTD</name>
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        <name>RBC Capital Markets, LLC</name>
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        <name>BP CAPITAL MARKETS PLC</name>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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          <transCat>Reverse repurchase</transCat>
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        <name>UNITED AIRLINES HOLDINGS INC</name>
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        <name>DAVITA INC</name>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <name>Castlelake Aircraft Securitiza</name>
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        <name>Falcon Aerospace Ltd</name>
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        <name>TERRAFORM GLOBAL OPERATI</name>
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        <title>Terraform Global Operating LLC</title>
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        <name>HOST HOTELS &amp; RESORTS LP</name>
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        <name>LCPR SR SECURED FIN DAC</name>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <name>BlackRock Debt Strategies Fund</name>
        <lei>Y02PFSGMGNYKWM70AJ95</lei>
        <title>BlackRock Debt Strategies Fund, Inc.</title>
        <cusip>09255R202</cusip>
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      <invstOrSec>
        <name>SOTHEBY'S/BIDFAIR HLD</name>
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        <name>NCR CORP</name>
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        <name>NFP CORP</name>
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        <name>CAST &amp; CREW PAYROLL LLC</name>
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          <maturityDt>2026-02-09</maturityDt>
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      <invstOrSec>
        <name>AIR CANADA 2020-2A PTT</name>
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          <isin value="US00909DAA19"/>
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        <curCd>USD</curCd>
        <valUSD>5497626.17000000</valUSD>
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        <invCountry>CA</invCountry>
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          <maturityDt>2029-04-01</maturityDt>
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      <invstOrSec>
        <name>CP ATLAS BUYER INC</name>
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        <curCd>USD</curCd>
        <valUSD>3723193.69000000</valUSD>
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        <assetCat>LON</assetCat>
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          <maturityDt>2027-11-23</maturityDt>
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      <invstOrSec>
        <name>WRENCH GROUP LLC</name>
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        <curCd>USD</curCd>
        <valUSD>1786522.50000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-04-30</maturityDt>
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        <name>SIX FLAGS THEME PARKS</name>
        <lei>5493003MX0ZXTM8EVY68</lei>
        <title>Six Flags Theme Parks, Inc.</title>
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        <name>Palmer Square Loan Funding Ltd</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>MIDWEST CONNECTOR CAPIT</name>
        <lei>N/A</lei>
        <title>Midwest Connector Capital Company LLC</title>
        <cusip>59833CAC6</cusip>
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        <curCd>USD</curCd>
        <valUSD>1958816.69000000</valUSD>
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        <assetCat>DBT</assetCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <title>Wells Fargo &amp; Co.</title>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <title>Barclays Capital, Inc.</title>
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        <name>Sapphire Aviation Finance I Li</name>
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        <name>BOYNE USA INC</name>
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        <name>ATD CORP</name>
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        <title>American Tire Distributors, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>ASTON FINCO SARL</name>
        <lei>N/A</lei>
        <title>Aston FinCo SARL</title>
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        <curCd>USD</curCd>
        <valUSD>1663732.97000000</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>2026-10-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.34000000</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>1497068.64720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1493870.76000000</valUSD>
        <pctVal>0.162282047872</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>2666710.98000000</valUSD>
        <pctVal>0.289689932024</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>KKR CORE HOLDING COMPANY LLC</name>
        <lei>N/A</lei>
        <title>KKR Core Holding Company LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7D03K9"/>
        </identifiers>
        <balance>2320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.02000000</valUSD>
        <pctVal>0.000000002172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RXR Acquisition Corp</name>
        <lei>N/A</lei>
        <title>RXR Acquisition Corp.</title>
        <cusip>74981W107</cusip>
        <identifiers>
          <isin value="US74981W1071"/>
        </identifiers>
        <balance>151468.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1476813.00000000</valUSD>
        <pctVal>0.160429030664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <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>-4793476.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4793476.88000000</valUSD>
        <pctVal>-0.52072459368</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>5778060.00000000</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="BGH75GCX5"/>
        </identifiers>
        <balance>-307395.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-307395.22000000</valUSD>
        <pctVal>-0.03339293273</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>325000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>339235.00000000</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="BGH750GY4"/>
        </identifiers>
        <balance>-965948.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-965948.29000000</valUSD>
        <pctVal>-0.10493281670</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>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1049200.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>POLARIS NEWCO LLC</name>
        <lei>N/A</lei>
        <title>Polaris Newco LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX195328U 1"/>
        </identifiers>
        <balance>-4400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-563970.88000000</valUSD>
        <pctVal>-0.06126523913</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.53245000</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>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="BGH7E53K7"/>
        </identifiers>
        <balance>-433586.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-433586.16000000</valUSD>
        <pctVal>-0.04710129675</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>547000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>562753.60000000</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>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>5151424.55000000</valUSD>
        <pctVal>0.559609136089</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>
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        <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>693866.92460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>694158.35000000</valUSD>
        <pctVal>0.075407753871</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>
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        <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>83571.58470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82318.01000000</valUSD>
        <pctVal>0.008942363420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>1481808.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1484594.37000000</valUSD>
        <pctVal>0.161274335822</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>
        </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="BGH74PU32"/>
        </identifiers>
        <balance>-385633.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-385633.32000000</valUSD>
        <pctVal>-0.04189208770</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>375000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>440325.00000000</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7E55A7"/>
        </identifiers>
        <balance>-558975.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-558975.38000000</valUSD>
        <pctVal>-0.06072256838</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>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>610000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>636718.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Home Mortgage Assets</name>
        <lei>N/A</lei>
        <title>American Home Mortgage Assets Trust</title>
        <cusip>008684AD4</cusip>
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      <invstOrSec>
        <name>PERATON HOLDING CORP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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          <other otherDesc="Internal ID" value="BGH74D0E8"/>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>EIF CHANNELVIEW HOLDINGS II LLC</name>
        <lei>549300IBZIX0M6W75Q58</lei>
        <title>EIF Channelview Cogeneration LLC</title>
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          <isin value="US28249GAC06"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-03</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Applebees/IHOP Funding LLC</name>
        <lei>N/A</lei>
        <title>Applebee's Funding LLC / IHOP Funding LLC</title>
        <cusip>03789XAD0</cusip>
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          <isin value="US03789XAD03"/>
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        <balance>7394125.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.19400000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NEW ENTERPRISE STONE &amp; L</name>
        <lei>549300O5DQ5Y61B8VF38</lei>
        <title>New Enterprise Stone &amp; Lime Company, Inc.</title>
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          <isin value="US644274AG71"/>
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        <balance>2200000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>HUNT COS INC</name>
        <lei>549300ODPWDNCH5TKM49</lei>
        <title>Hunt Companies, Inc.</title>
        <cusip>445587AE8</cusip>
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          <isin value="US445587AE85"/>
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        <balance>4350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4263000.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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      <invstOrSec>
        <name>ABG INTERMEDIATE HOLDINGS 2 LLC</name>
        <lei>N/A</lei>
        <title>Authentic Brands</title>
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        <balance>1189703.17150000</balance>
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        <curCd>USD</curCd>
        <valUSD>1184123.46000000</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>2024-09-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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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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        <identifiers>
          <other otherDesc="Internal ID" value="BGH75J400"/>
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        <balance>-1584166.73000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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        <securityLending>
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      <invstOrSec>
        <name>HighTower Holding LLC</name>
        <lei>N/A</lei>
        <title>HighTower Holding LLC</title>
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          <other otherDesc="LoanX ID" value="LX194179U 1"/>
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        <balance>-430000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2028-04-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>TRIPADVISOR INC</name>
        <lei>549300XVG45PT5BART17</lei>
        <title>TripAdvisor, Inc.</title>
        <cusip>896945AA0</cusip>
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          <isin value="US896945AA07"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>BCP IV GRAFTECH HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>GrafTech Finance, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US38431EAB48"/>
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        <balance>1111835.14270000</balance>
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        <curCd>USD</curCd>
        <valUSD>1111601.66000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-02-12</maturityDt>
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          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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          <isin value="US172967MV07"/>
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        <curCd>USD</curCd>
        <valUSD>4115000.00000000</valUSD>
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          <maturityDt>N/A</maturityDt>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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        <balance>1750000.00000000</balance>
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        <valUSD>1815625.00000000</valUSD>
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          <maturityDt>N/A</maturityDt>
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          <annualizedRt>4.00000000</annualizedRt>
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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>9248520.00000000</valUSD>
        <pctVal>1.004684478452</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.59000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FLIGHT BIDCO INC</name>
        <lei>N/A</lei>
        <title>Flight Bidco, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US33941LAC00"/>
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        <balance>439824.12340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432861.71000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.58000000</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>Capital Automotive Reit</name>
        <lei>N/A</lei>
        <title>CARS-DB4, LP</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>PARK RIVER HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Park River Holdings, Inc.</title>
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          <isin value="US70082HAC07"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2027-12-28</maturityDt>
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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>
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          <other otherDesc="Internal ID" value="BGH6ASXT1"/>
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          <maturityDt>2039-12-02</maturityDt>
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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>
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        <curCd>USD</curCd>
        <valUSD>1932970.36000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796M30</cusip>
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          <isin value="US912796M309"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2999863.32000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-12</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HOUGHTON MIFFLIN HARCOUR</name>
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        <title>Houghton Mifflin Harcourt Publishers, Inc.</title>
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          <isin value="US44157TAA34"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-15</maturityDt>
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      <invstOrSec>
        <name>TRUCK ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>Truck Hero, Inc.</title>
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          <isin value="US89778PAG28"/>
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        <curCd>USD</curCd>
        <valUSD>3971047.50000000</valUSD>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-31</maturityDt>
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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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      <invstOrSec>
        <name>AASET 2019-2 Trust</name>
        <lei>N/A</lei>
        <title>AASET Trust</title>
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          <isin value="US00038RAB24"/>
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          <couponKind>Fixed</couponKind>
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        <name>FORTIS SOLUTIONS GROUP LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX170813 1"/>
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        <name>ASSURANT INC</name>
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        <name>FORTIS SOLUTIONS GROUP LLC</name>
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        <title>Fortis Solutions Group LLC</title>
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        <name>Nuveen AMT-Free Municipal Cred</name>
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        <name>Treman Park CLO Ltd</name>
        <lei>549300E4DX3Q8L455K94</lei>
        <title>Treman Park CLO Ltd.</title>
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        <name>MH SUB I LLC</name>
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        <title>Internet Brands, Inc.</title>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <name>Barclays Bank plc</name>
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      <invstOrSec>
        <name>ATLAS CC ACQUISITION CORP</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>UNITED WHOLESALE MTGE LL</name>
        <lei>549300HW662MN1WU8550</lei>
        <title>United Wholesale Mortgage LLC</title>
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          <isin value="US913229AA80"/>
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        <curCd>USD</curCd>
        <valUSD>294000.00000000</valUSD>
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          <maturityDt>2029-04-15</maturityDt>
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          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>CHARLES RIVER LABORATORI</name>
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        <title>Charles River Laboratories International, Inc.</title>
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          <isin value="US159864AJ65"/>
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        <curCd>USD</curCd>
        <valUSD>320250.00000000</valUSD>
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          <maturityDt>2031-03-15</maturityDt>
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      <invstOrSec>
        <name>NORANDA ALUMINUM HOLDING CORP</name>
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        <curCd>USD</curCd>
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          <maturityDt>2019-02-28</maturityDt>
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      <invstOrSec>
        <name>Nuveen AMT-Free Quality Munici</name>
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          <isin value="US6706571055"/>
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        <curCd>USD</curCd>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Great Lakes CLO Ltd</name>
        <lei>254900GKX01S4T3NFH46</lei>
        <title>Great Lakes CLO Ltd.</title>
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          <isin value="US39055RAE27"/>
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        <curCd>USD</curCd>
        <valUSD>431214.17000000</valUSD>
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        <invCountry>KY</invCountry>
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        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
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        <name>PARTNERRE FINANCE B LLC</name>
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        <title>PartnerRe Finance B LLC</title>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2050-10-01</maturityDt>
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        <name>GREYSTAR REAL ESTATE PAR</name>
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        <curCd>USD</curCd>
        <valUSD>460125.00000000</valUSD>
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          <maturityDt>2025-12-01</maturityDt>
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        <name>SeaPort Financing LLC</name>
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          <maturityDt>2023-10-31</maturityDt>
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        <name>FLIGHT BIDCO INC</name>
        <lei>N/A</lei>
        <title>Flight Bidco, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>1222000.00000000</valUSD>
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        <name>NewStar Clarendon Fund CLO LLC</name>
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        <name>Citibank, N.A.</name>
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        <name>ALTICE FRANCE SA</name>
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        <title>Cambrex Corp.</title>
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        <name>RBC Capital Markets, LLC</name>
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        <name>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp.</title>
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      <invstOrSec>
        <name>1A SMART START LLC</name>
        <lei>N/A</lei>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>Goldman Sachs International</name>
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        <name>ROTO ACQUISITION CORP</name>
        <lei>N/A</lei>
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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="LX195246 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2028-06-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>JELD-WEN INC</name>
        <lei>549300XWE6NM0N1HFW16</lei>
        <title>JELD-WEN, Inc.</title>
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          <isin value="US475795AE07"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-15</maturityDt>
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      <invstOrSec>
        <name>Western Asset High Income Oppo</name>
        <lei>549300S7N70O2ERKYG47</lei>
        <title>Western Asset High Income Opportunity Fund, Inc.</title>
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          <isin value="US95766K1097"/>
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        <balance>60865.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <securityLending>
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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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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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          <other otherDesc="Internal ID" value="BGH7E51D5"/>
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      <invstOrSec>
        <name>Soaring Eagle Acquisition Corp</name>
        <lei>N/A</lei>
        <title>Soaring Eagle Acquisition Corp.</title>
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          <isin value="KYG8354H1267"/>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>AMERICAN TRAILER WORLD CORP</name>
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        <title>American Trailer World Corp.</title>
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          <isin value="US03028BAB36"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CPM HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CPM Holdings, Inc.</title>
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          <isin value="US12654NAC74"/>
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        <balance>415905.29520000</balance>
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        <curCd>USD</curCd>
        <valUSD>412993.96000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-11-17</maturityDt>
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        <name>RXR REALTY LLC</name>
        <lei>N/A</lei>
        <title>RXR Realty LLC</title>
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          <other otherDesc="Internal ID" value="BGH6RM0H8"/>
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        <name>ILLUMINATE BUYER/HLDG</name>
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        <title>Illuminate Buyer LLC / Illuminate Holdings IV, Inc.</title>
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          <isin value="US45232TAA97"/>
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        <name>RENT-A-CENTER INC/TX</name>
        <lei>N/A</lei>
        <title>Rent-A-Center, Inc.</title>
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        <issuerCat>CORP</issuerCat>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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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>1573250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOTHEBY'S</name>
        <lei>549300P5BAAMQQ7VL735</lei>
        <title>Sotheby's</title>
        <cusip>835898AH0</cusip>
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          <isin value="US835898AH05"/>
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        <balance>3400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3607570.00000000</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>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5430525.00000000</valUSD>
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        <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>
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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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>772594.60000000</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>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUBURBAN PROPANE PARTNRS</name>
        <lei>N/A</lei>
        <title>Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.</title>
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          <isin value="US864486AL98"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1030000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENPRO INDUSTRIES INC</name>
        <lei>549300Y5CFT2LKCFDN54</lei>
        <title>EnPro Industries, Inc.</title>
        <cusip>29355XAG2</cusip>
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          <isin value="US29355XAG25"/>
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        <balance>115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120774.15000000</valUSD>
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        <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>5.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6YQ966"/>
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        <balance>-1467129.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1467129.93000000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>1400000.00000000</principalAmt>
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              <collateralVal>1494920.00000000</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>NATL LIFE INSURANCE-VRMT</name>
        <lei>0JRPR7R1EOV4Z2M47L22</lei>
        <title>National Life Insurance Co.</title>
        <cusip>636792AA1</cusip>
        <identifiers>
          <isin value="US636792AA19"/>
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        <balance>3400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5547354.73000000</valUSD>
        <pctVal>0.602619791458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</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>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="BGH743729"/>
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        <balance>-652791.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-652791.98000000</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">
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>700000.00000000</principalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>Marathon CLO LTD</name>
        <lei>635400LRBGQZIPTCBI09</lei>
        <title>Marathon CLO V Ltd.</title>
        <cusip>56576QAS7</cusip>
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          <isin value="US56576QAS75"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1981788.40000000</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>2027-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.98100000</annualizedRt>
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      <invstOrSec>
        <name>CENOVUS ENERGY INC</name>
        <lei>549300EIRQ0Z2B9C1W06</lei>
        <title>Cenovus Energy, Inc.</title>
        <cusip>448055AK9</cusip>
        <identifiers>
          <isin value="US448055AK92"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>962352.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pershing Square Tontine Holdings, Ltd.</name>
        <lei>549300ZDVEYEVCF35B08</lei>
        <title>Pershing Square Tontine Holdings, Ltd.</title>
        <cusip>71531R117</cusip>
        <identifiers>
          <isin value="US71531R1178"/>
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        <balance>115860.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156943.96000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>Pershing Square Tontine Holdings, Ltd.</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>Pershing Square Tontine Holdings, Ltd.</issueTitle>
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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="BGH74PR36"/>
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        <balance>-94005.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-94005.95000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <maturityDt>N/A</maturityDt>
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              <principalAmt>101000.00000000</principalAmt>
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      <invstOrSec>
        <name>OHA Credit Partners Ltd</name>
        <lei>549300WS1N2FZ02EYH25</lei>
        <title>OHA Credit Partners IX Ltd.</title>
        <cusip>67105VAQ7</cusip>
        <identifiers>
          <isin value="US67105VAQ77"/>
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        <balance>602739.72600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>669.04000000</valUSD>
        <pctVal>0.000072679099</pctVal>
        <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>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>2704898.98750000</balance>
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        <curCd>USD</curCd>
        <valUSD>2681231.12000000</valUSD>
        <pctVal>0.291267282701</pctVal>
        <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>3.58000000</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>USI INC/NY</name>
        <lei>N/A</lei>
        <title>USI, Inc.</title>
        <cusip>91739VAA6</cusip>
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          <isin value="US91739VAA61"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>153045.00000000</valUSD>
        <pctVal>0.016625572092</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF NY MELLON CORP</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corp.</title>
        <cusip>064058AH3</cusip>
        <identifiers>
          <isin value="US064058AH32"/>
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        <balance>670000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>736330.00000000</valUSD>
        <pctVal>0.079988941151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
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        <name>FORT BENNING FAM</name>
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        <name>WILLIAMS SCOTSMAN INTL</name>
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        <name>BOEING CO</name>
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        <name>PROJECT BOOST PURCHASER LLC</name>
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        <name>FORT KNOX MILITARY HOUS</name>
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        <title>Fort Knox Military Housing Privatization Project</title>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>gugnq82854.htm
<DESCRIPTION>GUGGENHEIM STRATEGIC OPPORTUNITIES FUND NQ
<TEXT>
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          <td style="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Franklin Gothic Heavy"><font style="font-family: Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</font></td>
          <td style="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Franklin Gothic Heavy; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></td>
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          <td style="font: 10pt Franklin Gothic Book; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">August 31, 2021</font></td>
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          <td style="border-bottom: Black 1pt solid; font: 12pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></td>
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          <td style="width: 49%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">683,132</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">107,300</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">99,600</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Blue Whale Acquisition Corp. I<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,2</sup></font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Colicity, Inc. &#8212; Class&#160;A<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,2</sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">32,421</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">6,532</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">RXR Acquisition Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,2</sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">3,243</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">79,600</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">56</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">13,812</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">12,989</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">39,565</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">86,684</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">9,603</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1 &#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">55,076</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Bank of America Corp., 4.38%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">240,000</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">First Republic Bank, 4.25%</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">158,000</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">144,400</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">148,000</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">140,000</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">PartnerRe Ltd., 4.88%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">128,000</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">W R Berkley Corp., 4.13% due 03/30/61<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">100,000</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">CNO Financial Group, Inc., 5.13% due 11/25/60<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">80,000</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Equitable Holdings, Inc., 4.30%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">82,000</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">2,064,760 &#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">First Republic Bank, 4.13%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">54,800</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,388,632 &#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">40,000</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,084,000 &#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">36,800</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">986,240 &#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Selective Insurance Group, Inc., 4.60%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">36,000</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">936,000 &#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">761</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">761,240 &#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Public Storage, 4.13%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">16,400</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">112,000</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">3,002,720 &#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">4,000</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">432,000 &#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">285,768</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">7,552,849 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">361,116</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">3,176,252 &#160;</font></td>
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          <td style="padding-left: 9pt; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Invesco Municipal Trust<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">184,293</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">2,596,688 &#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">160,639</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="border-top: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Kuvare US Holdings, Inc.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="padding-left: 0.25in; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">7.50% due 11/24/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4,8</sup></font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">NFP Corp.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">United Wholesale Mortgage LLC</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 0.25in; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">4.95%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4,9</sup></font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Host Hotels &amp; Resorts, LP</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 0.25in; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">6.63% due 01/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;288,557</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 0.25in; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">6.50%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4,9</sup></font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;2,255,000</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td style="padding-left: 0.25in; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">6.30%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4,9</sup></font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Cushman &amp; Wakefield US Borrower LLC</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;958,110</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;680,878</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;764,392</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;711,375</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;681,743</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;247,608</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Jaguar Holding Company II / PPD Development, LP</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Endo Finance LLC / Endo Finco, Inc.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">KeHE Distributors LLC / KeHE Finance Corp.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr>
          <td style="font: 12pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; width: 81%"><font style="font-family: Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</font></td>
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        <tr>
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        <tr style="vertical-align: bottom">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Midwest Connector Capital Company LLC</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 0.25in; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">3.95% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">FLNG Liquefaction 2 LLC</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Schahin II Finance Co. SPV Ltd.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Alcoa Nederland Holding BV</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 0.25in; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"> due 06/24/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">10,11</sup></font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">BY Crown Parent LLC / BY Bond Finance, Inc.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="background-color: rgb(204, 238, 255);"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="background-color: rgb(204, 238, 255);"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="background-color: rgb(204, 238, 255);"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right; background-color: rgb(204, 238, 255);"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="background-color: rgb(204, 238, 255);"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom;">
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          <td style="background-color: rgb(204, 238, 255);"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;1,028,441</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Dryden 50 Senior Loan Fund</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">First Eagle Clarendon Fund CLO LLC</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Cerberus Loan Funding XXX, LP</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Cerberus Loan Funding XXVI, LP</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 0.25in; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">2021-1A, 4.23% (3 Month USD LIBOR + 4.10%, Rate Floor: 4.10%) due 04/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6,8</sup></font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Dryden Senior Loan Fund</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 0.25in; text-indent: -9pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">due 01/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">13</sup></font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Carlyle Global Market Strategies CLO Ltd.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Venture XIII CLO Ltd.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Great Lakes CLO Ltd.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;1,153,846</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Babson CLO Ltd.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;3,000,000</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;332,700</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">A10 Permanent Asset Financing LLC</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;250,000</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;277,940</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Atlas Senior Loan Fund IX Ltd.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;234,289</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Avery Point II CLO Ltd.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;759,981</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">West CLO Ltd.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">OHA Credit Partners IX Ltd.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;602,740</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Castlelake Aircraft Securitization Trust</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Sapphire Aviation Finance II Ltd.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">KDAC Aviation Finance Ltd.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Sapphire Aviation Finance I Ltd.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Stripes Aircraft Ltd.</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">TSGE</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr>
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        <tr style="vertical-align: bottom">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Diversified Payment Rights -&#160;&#160;0.1%</b></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Bib Merchant Voucher Receivables Ltd.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">WaMu Asset-Backed Certificates WaMu Series</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,591,971</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;728,722</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Home Equity Mortgage Loan Asset-Backed Trust Series INABS</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;2,809,149</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;2,322,372</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Argent Securities Trust</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;2,535,103</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">GSAA Home Equity Trust</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">American Home Mortgage Assets Trust</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom">
          <td style="width: 49%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="width: 1%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Capmark Military Housing Trust</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;1,557,352</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;1,736,968</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;466,878</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;538,454</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Total Military Housing</b></font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">GS Mortgage Securities Corporation Trust</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;1,946,289</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="border-top: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td colspan="4"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">U.S. Treasury Bills</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="border-top: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="border-bottom: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">16,498,721 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">5,000,000</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">139</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Face<br>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="border-top: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td colspan="4"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Call Options on:</b></font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">608</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="padding-bottom: 1pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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    </table>
    <p style="margin: 0">&#160;</p>
    <p style="margin: 0">&#160;</p>
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        <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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    <table style="width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr>
          <td style="font: 12pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; width: 81%"><font style="font-family: Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</font></td>
          <td style="font: 12pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; width: 19%"><font style="font-family: Arial, Helvetica, Sans-Serif">&#160;</font></td>
        </tr>
        <tr>
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        </tr>
        <tr>
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        </tr>

    </table>
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    <table style="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right; width: 25%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="width: 1%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right; width: 25%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">139</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <table style="font: 8pt Franklin Gothic Medium,sans-serif; border-collapse: collapse; width: 100%" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
          <td colspan="2"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Futures Contracts</b></font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="width: 14%; border-bottom: black 1pt solid; text-align: right">
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          <td style="width: 14%; border-bottom: black 1pt solid; text-align: right">
            <p style="margin-top: 0; margin-bottom: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Expiration</b></font></p>
            <p style="margin-top: 0; margin-bottom: 0"><font style="font: 10pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></p>
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          <td style="width: 14%; border-bottom: black 1pt solid; text-align: right">
            <p style="margin-top: 0; margin-bottom: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Notional</b></font></p>
            <p style="margin-top: 0; margin-bottom: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Amount</b></font></p>
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          <td style="width: 14%; border-bottom: black 1pt solid; text-align: right">
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        <tr style="background-color: rgb(204,238,255)">
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          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">298 &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Sep 2021</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$67,351,725</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$4,261,286</font></td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;</font></p>
    <table style="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom">
          <td style="width: 12%; border-bottom: black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Counterparty</b></font></td>
          <td style="width: 7%; border-bottom: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Exchange</b></font></td>
          <td style="width: 8%; border-bottom: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Floating Rate Type</b></font></td>
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          <td style="width: 7%; border-bottom: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Fixed Rate</b></font></td>
          <td style="width: 8%; border-bottom: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Payment Frequency</b></font></td>
          <td style="width: 8%; border-bottom: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Maturity Date</b></font></td>
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          <td style="width: 9%; border-bottom: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Value</b></font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="padding-left: 0.25in; text-indent: -0.25in"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">J.P. Morgan Securities LLC</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">CME</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Receive</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">3-Month USD LIBOR</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1.58%</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$9,670,000</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$(234,207)</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$(2,897)</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$(231,310)</font></td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font: 10pt Arial, Helvetica, Sans-Serif">&#160;</font></p>
    <p style="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Forward Foreign Currency Exchange Contracts<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></b></font></p>
    <p style="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font: 10pt Arial, Helvetica, Sans-Serif"></font></p>
    <table style="width: 100%; border-collapse: collapse; font: 11pt Calibri, Helvetica, Sans-Serif" border="0" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
          <td style="width: 21%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; width: 9%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; width: 13%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; width: 18%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; width: 17%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; font-weight: bold; width: 12%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Unrealized&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Appreciation</font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td style="font-weight: bold; border-bottom: Black 0.5pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Counterparty</font></td>
          <td style="text-align: left; font-weight: bold; border-bottom: Black 0.5pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Currency</font></td>
          <td style="text-align: left; font-weight: bold; border-bottom: Black 0.5pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Type</font></td>
          <td style="text-align: left; font-weight: bold; border-bottom: Black 0.5pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Quantity</font></td>
          <td style="text-align: left; font-weight: bold; border-bottom: Black 0.5pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Contract Amount</font></td>
          <td style="text-align: left; font-weight: bold; border-bottom: Black 0.5pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Settlement Date</font></td>
          <td style="text-align: left; font-weight: bold; border-bottom: Black 0.5pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">(Depreciation)</font></td>
        </tr>
        <tr style="vertical-align: middle; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Goldman Sachs International</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">ILS</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Buy</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">5,707,550</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,554,800 USD</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1/31/2022</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;$231,088</font></td>
        </tr>
        <tr style="vertical-align: middle; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Bank of America, N.A.</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">GBP</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Sell</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">9,585,000</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">13,291,424 USD</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">9/16/2021</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;111,260&#160;</font></td>
        </tr>
        <tr style="vertical-align: middle; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Citibank, N.A.</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">EUR</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Sell</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">7,861,000</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">9,397,205 USD</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">9/30/2021</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;107,404&#160;</font></td>
        </tr>
        <tr style="vertical-align: middle; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Barclays Bank plc</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">CAD</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Sell</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">10,580,000</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">8,458,087 USD</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">9/16/2021</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;69,663&#160;</font></td>
        </tr>
        <tr style="vertical-align: middle; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Barclays Bank plc</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">EUR</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Buy</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,870,000</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">2,209,565 USD</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">9/30/2021</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;322&#160;</font></td>
        </tr>
        <tr style="vertical-align: middle; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Citibank, N.A.</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">EUR</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Buy</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">2,100,000</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">2,494,629 USD</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">9/30/2021</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;(12,937)&#160;</font></td>
        </tr>
        <tr style="vertical-align: middle; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Barclays Bank plc</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">EUR</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Sell</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">11,320,000</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">13,297,213 USD</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">9/16/2021</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;(76,313)&#160;</font></td>
        </tr>
        <tr style="vertical-align: middle; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Goldman Sachs International</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">ILS</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Sell</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">5,707,550</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,691,893 USD</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1/31/2022</font></td>
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;(93,995)&#160;</font></td>
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        <tr style="background-color: rgb(204,238,255)">
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: left; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="border-top: Black 0.5pt solid; vertical-align: middle; border-bottom: Black 0.5pt solid; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;$336,492</font></td>
        </tr>

    </table>
    <p style="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;</font></p>
    <p style="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <table style="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr>
          <td style="vertical-align: top; width: 3%; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></i></font></td>
          <td style="vertical-align: bottom; width: 97%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>The face amount is denominated in U.S. dollars unless otherwise indicated.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Non-income producing security.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">**</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Includes cumulative appreciation (depreciation). </i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Value determined based on Level 1 inputs, unless otherwise noted &#8212; See Note 4.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Value determined based on Level 2 inputs, unless otherwise noted &#8212; See Note 4.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Value determined based on Level 3 inputs &#8212; See Note 4.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>All or a portion of these securities have been physically segregated in connection with futures contracts, options, borrowings, reverse
                reupurchase agreements and unfunded loan commitments. As of August 31, 2021, the total value of segregated securities was $362,612,552.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">2</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Special Purpose Acquisition Company (SPAC).</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Affiliated issuer.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">5</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Rate indicated is the 7-day yield as of August 31, 2021.</i></font></td>
        </tr>

    </table>
    <p style="margin: 0"><font style="font-size: 10pt">&#160;</font></p>
    <p style="margin: 0"></p>
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    <p style="margin: 0"><font style="font-size: 10pt">&#160;</font></p>
    <p style="margin: 0"><font style="font-size: 10pt">&#160;</font></p>
    <table style="width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr>
          <td style="font: 12pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; width: 81%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 12pt">Guggenheim Strategic Opportunities Fund</font></td>
          <td style="font: 12pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right; width: 19%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr>
          <td style="font: bold 16pt Franklin Gothic Book; padding-right: 5.4pt; padding-left: 5.4pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">SCHEDULE OF INVESTMENTS <i>(Unaudited)</i></font></td>
          <td style="font: 10pt Franklin Gothic Book; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 31, 2021</font></td>
        </tr>
        <tr>
          <td style="border-bottom: Black 1pt solid; font: 10pt Franklin Gothic Book; padding-right: 5.4pt; padding-left: 5.4pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="border-bottom: Black 1pt solid; font: 12pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>

    </table>
    <p style="margin: 0"><font style="font-size: 10pt">&#160;</font></p>
    <table style="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right; width: 3%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></i></font></td>
          <td style="vertical-align: bottom; width: 97%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Variable rate security.&#160;&#160;Rate indicated is the rate effective at August 31, 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.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Variable rate security. Rate indicated is the rate effective at August 31, 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.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>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) securities is $388,042,301&#160;(cost $374,073,434), or 42.1%&#160;of total net assets. </i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">9</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Perpetual maturity.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">10</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>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 Section 4(a)(2) illiquid and restricted securities is $6,542,256&#160;(cost $14,625,382), or 0.7%&#160;of total net assets &#8212; See Note 7.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">11</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Security is in default of interest and/or principal obligations.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">12</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Payment-in-kind security.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">13</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">14</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Security is a step down bond, with 3.97% coupon rate until November 14, 2026. Future rate will be 2.00% commencing on November 15,
                2026.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">15</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Security is an interest-only strip.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>All or a portion of this security is pledged as interest rate swap collateral at August 31, 2021.</i></font></td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">17</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Rate indicated is the effective yield at the time of purchase.</i></font></td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;&#160;&#160;</font></p>
    <table style="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
          <td style="width: 3%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="width: 97%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>CAD &#8212; Canadian Dollar</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>CME &#8212; Chicago Mercantile Exchange</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>CMS &#8212; Constant Maturity Swap</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td>&#160;</td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>EUR &#8212; Euro</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>EURIBOR &#8212; European Interbank Offered Rate</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>GBP &#8212; British Pound</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>ILS &#8212; Israeli New Shekel</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>LIBOR &#8212; London Interbank Offered Rate</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>plc &#8212; Public Limited Company</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>PPV &#8212; Public-Private Venture</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>SARL &#8212;&#160;&#160;Soci&#233;t&#233; &#224; Responsabilit&#233; Limit&#233;e</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>WAC &#8212; Weighted Average Coupon</i></font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td colspan="2" style="padding-top: 0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td colspan="2" style="padding-top: 0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;See Sector Classification in Other Information section.</i></font></td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;&#160;&#160;</font></p>
    <table style="font: 8pt Franklin Gothic Book; width: 9in; border-collapse: collapse" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
          <td colspan="6" style="padding-bottom: 1.4pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The following table summarizes the inputs used to value the Fund&#8217;s investments at August 31, 2021 (See Note 4 in the Notes to
              Schedule of Investments):</font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td colspan="6" style="padding-bottom: 1.4pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td style="width: 47%; border-bottom: black 1pt solid; padding-bottom: 1.4pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Investments in Securities (Assets) </b></font></td>
          <td style="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Level 1 Quoted Prices </b></font></td>
          <td style="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Level 2 Significant Observable Inputs </b></font></td>
          <td style="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Level 3 Significant Unobservable Inputs </b></font></td>
          <td style="width: 1%; border-bottom: black 1pt solid; padding-bottom: 1.4pt"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Total </b></font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Common Stocks</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$ 2,146,070 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">44,564,480 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">15,017,973 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">456,507,231 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">496,028,166 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">344,263,482 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">400,397,444 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">103,044,096 &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">16,760,155 &#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">119,804,251 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">57,409,296 &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">4,470,375 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">61,879,671 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">16,498,721 &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">16,498,721 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">455,385 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">455,385 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,054,315 &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,796,157 &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">2,850,472 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">4,261,286 &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">4,261,286 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">519,737 &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">519,737 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="font: 12pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; width: 81%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 12pt">Guggenheim Strategic Opportunities Fund</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; $ &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">231,310 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">183,245 &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">183,245 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160; &#160; &#8212; &#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,283,432 &#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,283,432 &#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="border-top: black 1pt solid; border-bottom: black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        </tr>
        <tr style="vertical-align: bottom">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td colspan="6"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td colspan="6"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">* This derivative is reported as unrealized appreciation/depreciation at period end.</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td colspan="6"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td colspan="6"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Please refer to the detailed Schedule of Investments for a breakdown of investment type by industry category.</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td colspan="6"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom">
          <td colspan="6"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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 $257,745,258 are categorized as Level 2 within the disclosure hierarchy &#8212; See Note 3.</font></td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The following is a summary of significant unobservable inputs used in the fair valuation of assets and liabilities
        categorized within Level 3 of the fair value hierarchy:</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <table style="border-collapse: collapse; line-height: normal; width: 100%; font-family: 'Franklin Gothic Book'; font-size: 8pt; font-style: normal; font-variant: normal; font-weight: normal;" border="0" cellpadding="0" cellspacing="0">

        <tr style="vertical-align: bottom">
          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; border-bottom: black 1pt solid; text-align: left; width: 25%"><font style="font-size: 10pt;">Category</font></td>
          <td style="border-bottom: black 1pt solid; font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; text-align: right; width: 18%">
            <p style="text-align: center; margin-top: 0; margin-bottom: 0"><font style="font-size: 10pt;">Ending Balance at</font></p>
            <p style="text-align: center; margin-top: 0; margin-bottom: 0"><font style="font-size: 10pt;">August 31, 2021</font></p>
          </td>
          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; border-bottom: black 1pt solid; text-align: left; width: 22%"><font style="font-size: 10pt;">Valuation Technique</font></td>
          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; border-bottom: black 1pt solid; text-align: left; width: 18%"><font style="font-size: 10pt;">Unobservable Inputs</font></td>
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          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; border-bottom: black 1pt solid; text-align: center; width: 8%"><font style="font-size: 10pt;">Weighted Average*</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Assets:</font></td>
          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">&#160;</font></td>
          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">&#160;</font></td>
          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">&#160;</font></td>
          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">&#160;</font></td>
          <td style="font-weight: bold; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">&#160;</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: White">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Asset-Backed Securities</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$11,756,492&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Yield Analysis</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Yield</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">2.2%-13.0%</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">3.2%</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: rgb(204,238,255)">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Asset-Backed Securities</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">4,425,049&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Option Adjusted Spread off the prior month end broker quote</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Broker Quote</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: White">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Asset-Backed Securities</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">578,614&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Third Party Pricing</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Trade Price</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: rgb(204,238,255)">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Collateralized Mortgage Obligations</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">4,470,375&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Option Adjusted Spread off the prior month end broker quote</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Broker Quote</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: White">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Common Stocks</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">341,712&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Model Price</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Purchase Price</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">&#160;</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">&#160;</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: rgb(204,238,255)">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Common Stocks</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">166,272&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Enterprise Value</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Valuation Multiple</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">2.1x-18.5x</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">11.6x</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: White">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Common Stocks</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">110,089&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Model Price</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Market Comparable Yields</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">12.1%</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: rgb(204,238,255)">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Corporate Bonds</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">30,533,451&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Option Adjusted Spread off the prior month end broker quote</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Broker Quote</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: White">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Corporate Bonds</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">6,868,071&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Third Party Pricing</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Vendor Price</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: rgb(204,238,255)">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Corporate Bonds</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,068,470&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Yield Analysis</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Yield</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">3.8%</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: White">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Corporate Bonds</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1,050,943&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Model Price</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Purchase Price</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: rgb(204,238,255)">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Preferred Stocks</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">761,240&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Model Price</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Purchase Price</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: White">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Senior Floating Rate Interests</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">38,278,828&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Third Party Pricing</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Broker Quote</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: rgb(204,238,255)">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Senior Floating Rate Interests</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">14,478,647&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Yield Analysis</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Yield</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">4.8%-8.0%</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">6.6%</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: White">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Senior Floating Rate Interests</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">3,249,880&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Model Price</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Market Comparable Yields</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">6.5%-10.4%</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">7.7%</font></td>
        </tr>
        <tr style="vertical-align: top; background-color: rgb(204,238,255)">
          <td style="text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Senior Floating Rate Interests</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">126,607&#160;&#160;</font></td>
          <td style="padding-left: 9px; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Model Price</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">Purchase Price</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
          <td style="font-family: Calibri, Helvetica, Sans-Serif; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td style="font-family: Arial, Helvetica, Sans-Serif; border-top: black 0.5pt solid; border-bottom: black 0.5pt solid; text-align: left"><font style="font-size: 10pt;">Total Assets</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; border-top: black 0.5pt solid; border-bottom: black 0.5pt solid; text-align: right"><font style="font-size: 10pt;">$118,264,740&#160;&#160;</font></td>
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          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font-size: 10pt;">&#160;</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">&#160;</font></td>
          <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font-size: 10pt;">&#160;</font></td>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font: 10pt Arial, Helvetica, Sans-Serif">Significant changes in a quote, yield, market comparable yields or valuation multiple would generally result in significant changes in the fair
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Summary of Fair Value Level 3 Activity</b></font></p>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%;" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 7%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">-</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: right; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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          <td colspan="1" style="text-align: left; vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt;">$</font></td>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Investments representing 5% or more of the outstanding voting shares of a&#160;company, or control of or by, or common control
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    <p style="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
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    <p style="margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <table style="border-collapse: collapse; line-height: normal; width: 100%; font-family: 'Franklin Gothic Book'; font-size: 8pt; font-style: normal; font-variant: normal; font-weight: normal;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="vertical-align: bottom; border-bottom: black 1pt solid; width: 34%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Security Name</b></font></td>
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        </tr>
        <tr style="background-color: rgb(204,238,255)">
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          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="background-color: White">
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
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          <td style="border-bottom: Black 1pt solid; width: 80%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt"><b>NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</b></font></td>
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        </tr>

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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Equity securities listed or traded on a recognized U.S. securities exchange or the National Association of Securities Dealers
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        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
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        <tr style="vertical-align: top; text-align: left">
          <td style="border-bottom: Black 1pt solid; width: 80%; vertical-align: bottom;"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt"><b>NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</b></font></td>
          <td style="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; width: 20%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 31, 2021</font></td>
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    </table>
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        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
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The value of interest rate swap agreements entered into by&#160;the Fund is accounted for using the unrealized&#160;appreciation
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Forward foreign currency exchange contracts are valued daily based on the applicable exchange rate of the underlying
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        little public or no trading history, and higher transaction costs. An investment in a SPAC is typically subject to a higher risk of dilution by additional later offerings of interests in the SPAC or by other investors exercising existing rights to
        purchase shares of the SPAC and interests in SPACs may be illiquid and/or be subject to restrictions on resale. A SPAC is a publicly traded company that raises investment capital for the purpose of acquiring the equity securities of one or more
        existing companies (or interests therein) via merger, combination, acquisition or other similar transactions. Unless and until an acquisition is completed, a SPAC generally invests its assets (less a portion retained to cover expenses) in U.S.
        government securities, money market securities and cash and does not typically pay dividends in respect of its common stock. SPAC investments are also subject to the risk that a significant portion of the funds raised by the SPAC may be expended
        during the search for a target acquisition or merger and that the SPAC may have limited time in which to conduct due diligence on potential business combination targets. Because SPACs are in essence blank check companies without operating history
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        <tr style="vertical-align: top; text-align: left">
          <td style="border-bottom: Black 1pt solid; width: 80%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt"><b>NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</b></font></td>
          <td style="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; width: 20%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 31, 2021</font></td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"> from the economic interests of public shareholders, which may lead to conflicts as they evaluate, negotiate and recommend
        business combination transactions to shareholders. This risk may become more acute as the deadline for the completion of a business combination nears. There is no guarantee that the SPACs in which the Fund invests will complete an acquisition or
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Short Sales</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">A short sale is a transaction in which&#160;the Fund sells a security it does not own. If the security sold short decreases in
        price between the time the Fund sells the security and closes its short position, the Fund will realize a gain on the transaction. Conversely, if the security increases in price during the period, the Fund will realize a loss on the transaction.
        The risk of such price increases is the principal risk of engaging in short sales.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Derivatives</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The Fund utilized derivatives for the following purposes:</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Duration: </b>the use of an instrument to manage the interest rate risk of a portfolio.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Hedge: </b>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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Income: </b>the use of any instrument that distributes cash flows typically based upon some rate of interest.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Index Exposure:</b> the use of an instrument to obtain exposure to a listed or other type of index.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Options Purchased and Written&#160;</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Futures Contracts</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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 <font style="font: 10pt Arial, Helvetica, Sans-Serif">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.</font></font></p>
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          <td style="border-bottom: Black 1pt solid; width: 80%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt"><b>NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</b></font></td>
          <td style="border-bottom: Black 1pt solid; vertical-align: bottom; text-align: right; width: 20%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 31, 2021</font></td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Swap Agreements</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Interest rate swaps involve the exchange by the Fund with another party for&#160;its respective commitment to pay or receive a
        fixed or variable interest rate on a notional amount of principal. Interest rate swaps are generally centrally-cleared, but central clearing does not make interest rate swap transactions risk free.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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 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 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 default 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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
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        <tr style="vertical-align: top; text-align: left">
          <td style="border-bottom: Black 1pt solid; width: 80%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt"><b>NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</b></font></td>
          <td style="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; width: 20%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 31, 2021</font></td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>&#160;</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Forward Foreign Currency Exchange Contracts&#160;</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0">&#160;</p>
    <div style="font: 10pt Times New Roman, Times, Serif">
      <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font: 10pt Arial, Helvetica, Sans-Serif">In conjunction with short sales and 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.</font></p>
      <p style="font: 10pt Franklin Gothic Book; margin: 0"></p>
    </div>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Reverse Repurchase Agreements</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Foreign Investments</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">There are several risks associated with exposure to foreign currencies, foreign issuers and emerging markets.&#160;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, 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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The&#160;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.&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Note&#160;4 &#8211; Fair Value Measurement&#160;&#160;</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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 <font style="font: 10pt Arial, Helvetica, Sans-Serif">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:</font></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"></p>
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        <tr style="vertical-align: top; text-align: left">
          <td style="border-bottom: Black 1pt solid; width: 80%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt"><b>NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</b></font></td>
          <td style="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; width: 20%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 31, 2021</font></td>
        </tr>

    </table>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Level 1 &#8212; quoted prices in active markets for identical assets or liabilities.</font></p>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.).</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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>
        <br>
        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>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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        <tr style="vertical-align: bottom; background-color: White">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;3,578,104</font></td>
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        </tr>
        <tr style="vertical-align: bottom; background-color: White">
          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Mirabela Nickel Ltd.</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
        </tr>
        <tr style="vertical-align: bottom; background-color: rgb(204,238,255)">
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">69,409</font></td>
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          <td><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Princess Juliana International Airport Operating Company N.V.</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></td>
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          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;1,198,446</font></td>
          <td style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;1,101,173</font></td>
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          <td style="border-top: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$14,625,382</font></td>
          <td style="border-top: black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$6,542,256</font></td>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font>&#160;</p>
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          <td style="vertical-align: top; width: 3%; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></i></font></td>
          <td style="vertical-align: bottom; width: 97%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Variable rate security.&#160;Rate indicated is the rate effective at August 31, 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.</i></font></td>
        </tr>
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          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">2</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>Security is in default of interest and/or principal obligations.</i></font></td>
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          <td style="vertical-align: top; padding-right: 0.05in; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>&#160;&#160; <sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></i></font></td>
          <td style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><i>All or a portion of these securities have been physically segregated in connection with borrowings and reverse repurchase agreements.</i></font></td>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&#160;</font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Note 8 &#8211; COVID-19</b></font></p>
    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">The global ongoing crisis caused by the outbreak of COVID-19 and the current recovery underway is causing disruption to
        consumer demand and economic output and supply chains. There are still travel restrictions and quarantines, and adverse impacts on local and global economies. Investors should be aware that in light of the current uncertainty, volatility and
        distress in economies, financial markets, and labor and public health conditions around the world, the Fund&#8217;s investments and a shareholder&#8217;s investment in&#160;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,&#160;its service providers, the markets in which&#160;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.</font></p>
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    <p style="font: 10pt Franklin Gothic Book; margin: 0"><font style="font-weight: bold; font-family: Arial,Helvetica,'sans-serif';">Note 9 - Subsequent Event</font><font style="font-family: Arial;"><br>
        <font style="font-family: Arial,Helvetica,'sans-serif';">As previously announced on August 24, 2021, the Fund&#8217;s shareholders approved the mergers of the Guggenheim Enhanced Equity Income Fund and the Guggenheim Credit Allocation Fund with and into
          the Fund to be effective with the open of the New York Stock Exchange on October 25, 2021, subject to the satisfaction of certain customary closing conditions.</font></font><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><br>
      </font></p>
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          <td style="border-bottom: Black 1pt solid; width: 80%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt"><b>OTHER INFORMATION <i>(Unaudited)</i></b></font></td>
          <td style="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; width: 20%"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 31, 2021</font></td>
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    <p style="font: 10pt Franklin Gothic Book,sans-serif; margin: 0; text-align: left;"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><b>Sector Classification</b></font></p>
    <p style="font: 9pt Franklin Gothic Book,sans-serif; margin: 0"><font style="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">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.</font></p>
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