<SEC-DOCUMENT>0001752724-22-016355.txt : 20220128
<SEC-HEADER>0001752724-22-016355.hdr.sgml : 20220128
<ACCEPTANCE-DATETIME>20220128121848
ACCESSION NUMBER:		0001752724-22-016355
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20211130
FILED AS OF DATE:		20220128
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:		22566614

	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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      <invstOrSec>
        <name>HIGHTOWER HOLDING LLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>SUPERIOR PLUS/GEN PRTNR</name>
        <lei>N/A</lei>
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        <invCountry>CA</invCountry>
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      <invstOrSec>
        <name>Broadridge Financial Solutions</name>
        <lei>549300KZDJZQ2YIHRC28</lei>
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          <isin value="US11133T1034"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>TEAM BLUE FINCO SARL</name>
        <lei>N/A</lei>
        <title>Team.Blue Finco SARL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX193433 1"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2028-03-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX171345 1"/>
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        <balance>858536.01980000</balance>
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        <curCd>USD</curCd>
        <valUSD>851731.86000000</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>2025-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PRESTIGE BRANDS INC</name>
        <lei>549300JBVP4J6D42I235</lei>
        <title>Prestige Brands, Inc.</title>
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          <isin value="US74112BAM72"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>287437.50000000</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>
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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>Weyerhaeuser Co</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>Weyerhaeuser Co.</title>
        <cusip>962166104</cusip>
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          <isin value="US9621661043"/>
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        <balance>23602.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>887671.22000000</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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          <isLoanByFund>N</isLoanByFund>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>298367.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.93000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Raymond James Financial Inc</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>Raymond James Financial, Inc.</title>
        <cusip>754730109</cusip>
        <identifiers>
          <isin value="US7547301090"/>
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        <balance>9053.00000000</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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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SCP Eye Care Services LLC</name>
        <lei>N/A</lei>
        <title>SCP Eye Care Services LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX193252U 1"/>
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        <balance>-443181.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1107.95000000</valUSD>
        <pctVal>-0.00007053885</pctVal>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J2360"/>
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        <balance>-1952066.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1952066.41000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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        <securityLending>
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      <invstOrSec>
        <name>Old Dominion Freight Line Inc</name>
        <lei>5299009TWK32WE417T96</lei>
        <title>Old Dominion Freight Line, Inc.</title>
        <cusip>679580100</cusip>
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          <isin value="US6795801009"/>
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        <balance>2810.00000000</balance>
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        <assetCat>EC</assetCat>
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      <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>1525000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1479250.00000000</valUSD>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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      <invstOrSec>
        <name>DYAL CAPITAL PARTNERS III ISSUER (A)</name>
        <lei>N/A</lei>
        <title>Dyal Capital Partners III</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6PFY88"/>
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        <balance>6350682.60000000</balance>
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        <valUSD>6558098.94000000</valUSD>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>PerkinElmer Inc</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>PerkinElmer, Inc.</title>
        <cusip>714046109</cusip>
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        <balance>4379.00000000</balance>
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        <curCd>USD</curCd>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Airlines Holdings Inc</name>
        <lei>98450079DA0B78DD6764</lei>
        <title>United Airlines Holdings, Inc.</title>
        <cusip>910047109</cusip>
        <identifiers>
          <isin value="US9100471096"/>
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        <balance>18475.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>780753.50000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Waverley Capital Acquisition C</name>
        <lei>N/A</lei>
        <title>Waverley Capital Acquisition Corporation 1</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG065361092"/>
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        <balance>46950.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>454945.50000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>NEW ENTERPRISE STONE &amp; L</name>
        <lei>549300O5DQ5Y61B8VF38</lei>
        <title>New Enterprise Stone &amp; Lime Company, Inc.</title>
        <cusip>644274AH5</cusip>
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          <isin value="US644274AH54"/>
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        <balance>2025000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2019937.50000000</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>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Xilinx Inc</name>
        <lei>6EY4K7ZMF9UX1CU6KC79</lei>
        <title>Xilinx, Inc.</title>
        <cusip>983919101</cusip>
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          <isin value="US9839191015"/>
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        <balance>5283.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1206901.35000000</valUSD>
        <pctVal>0.076838703704</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>Hasbro Inc</name>
        <lei>549300NUB6D2R1ITYR45</lei>
        <title>Hasbro, Inc.</title>
        <cusip>418056107</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CONCORDE LUX</name>
        <lei>N/A</lei>
        <title>Concorde Lux</title>
        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>American International Group I</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
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          <isin value="US0268747849"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>QBE INSURANCE GROUP LTD</name>
        <lei>549300D2FBW76FPUSG65</lei>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>HILLENBRAND INC</name>
        <lei>U246OE781574J2BUD366</lei>
        <title>Hillenbrand, Inc.</title>
        <cusip>431571AE8</cusip>
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          <isin value="US431571AE83"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>245700.00000000</valUSD>
        <pctVal>0.015642761109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fox Corp</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corp.</title>
        <cusip>35137L105</cusip>
        <identifiers>
          <isin value="US35137L1052"/>
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        <balance>15932.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>568931.72000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARRIAGE SERVICES INC</name>
        <lei>N/A</lei>
        <title>Carriage Services, Inc.</title>
        <cusip>143905AP2</cusip>
        <identifiers>
          <isin value="US143905AP21"/>
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        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>563500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>Cerberus</name>
        <lei>549300U8RSYT04O8Z019</lei>
        <title>Cerberus Loan Funding XXVI, LP</title>
        <cusip>15673YAU3</cusip>
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          <isin value="US15673YAU38"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1752120.30000000</valUSD>
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        <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>4.22400000</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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7J27E9"/>
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        <balance>-554828.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-554828.37000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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        <name>PERFORMANCE FOOD GROUP I</name>
        <lei>549300OMUOGBYK0FFO76</lei>
        <title>Performance Food Group, Inc.</title>
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          <isin value="US71376LAD29"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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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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          <other otherDesc="LoanX ID" value="LX188522 1"/>
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        <curCd>USD</curCd>
        <valUSD>296240.60000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH75J384"/>
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        <curCd>USD</curCd>
        <valUSD>-2155518.11000000</valUSD>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Figs Inc</name>
        <lei>N/A</lei>
        <title>Figs, Inc.</title>
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        <balance>10450.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>347358.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <name>BUCKEYE PARTNERS LP</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP</title>
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        <curCd>USD</curCd>
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        <name>Conyers Park III Acquisition C</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Waters Corp</name>
        <lei>5T547R1474YC9HOD8Q74</lei>
        <title>Waters Corp.</title>
        <cusip>941848103</cusip>
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        <balance>1949.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>639408.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co.</title>
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          <isin value="US48128B5232"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>990800.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH7HUE76"/>
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        <curCd>USD</curCd>
        <valUSD>-56870673.33000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <maturityDt>2022-01-21</maturityDt>
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        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Tapestry Inc</name>
        <lei>549300LJNVY5SW3VTN33</lei>
        <title>Tapestry, Inc.</title>
        <cusip>876030107</cusip>
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          <isin value="US8760301072"/>
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        <balance>20242.00000000</balance>
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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>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dexcom Inc</name>
        <lei>549300YSK3QDSFR5EU59</lei>
        <title>Dexcom, Inc.</title>
        <cusip>252131107</cusip>
        <identifiers>
          <isin value="US2521311074"/>
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        <balance>1491.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>838821.69000000</valUSD>
        <pctVal>0.053404506755</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>TEXGEN POWER LLC</name>
        <lei>N/A</lei>
        <title>TexGen Power LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH5HADF7"/>
        </identifiers>
        <balance>68676.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1751238.00000000</valUSD>
        <pctVal>0.111494496048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capmark Military Housing Trust</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
        <cusip>14070AAA1</cusip>
        <identifiers>
          <isin value="US14070AAA16"/>
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        <balance>465650.17270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>533288.29000000</valUSD>
        <pctVal>0.033952386335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.06300000</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>Bath &amp; Body Works Inc</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
        <title>Bath &amp; Body Works, Inc.</title>
        <cusip>070830104</cusip>
        <identifiers>
          <isin value="US0708301041"/>
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        <balance>12872.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>967073.36000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Darden Restaurants Inc</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
        <title>Darden Restaurants, Inc.</title>
        <cusip>237194105</cusip>
        <identifiers>
          <isin value="US2371941053"/>
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        <balance>5511.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>760242.45000000</valUSD>
        <pctVal>0.048401672895</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>KRONOS ACQ  / KIK CUSTOM</name>
        <lei>N/A</lei>
        <title>Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.</title>
        <cusip>50106GAF9</cusip>
        <identifiers>
          <isin value="US50106GAF90"/>
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        <balance>1038000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>996480.00000000</valUSD>
        <pctVal>0.063441996703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-31</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>Stanley Black &amp; Decker Inc</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>Stanley Black &amp; Decker, Inc.</title>
        <cusip>854502101</cusip>
        <identifiers>
          <isin value="US8545021011"/>
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        <balance>4394.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>767895.44000000</valUSD>
        <pctVal>0.048888908932</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>Boyd Corp.</name>
        <lei>N/A</lei>
        <title>Boyd Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX200538U 1"/>
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        <balance>-1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-11250.00000000</valUSD>
        <pctVal>-0.00071624364</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-24</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>
        <name>WOLVERINE WORLD WIDE</name>
        <lei>549300OVC7PK14LQ8D87</lei>
        <title>Wolverine World Wide, Inc.</title>
        <cusip>978097AG8</cusip>
        <identifiers>
          <isin value="US978097AG86"/>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1115500.00000000</valUSD>
        <pctVal>0.071019536089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</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>DR Horton Inc</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DR Horton, Inc.</title>
        <cusip>23331A109</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
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        <balance>9144.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>893368.80000000</valUSD>
        <pctVal>0.056877308590</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>
        <name>Eli Lilly &amp; Co</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>Eli Lilly &amp; Co.</title>
        <cusip>532457108</cusip>
        <identifiers>
          <isin value="US5324571083"/>
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        <balance>3420.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>848296.80000000</valUSD>
        <pctVal>0.054007750069</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>
        <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="BGH7J1WY9"/>
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        <balance>-835053.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-835053.90000000</valUSD>
        <pctVal>-0.05316462625</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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          <maturityDt>N/A</maturityDt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HIGGINBOTHAM INSURANCE AGENCY INC</name>
        <lei>N/A</lei>
        <title>Higginbotham</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190965 1"/>
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        <balance>670285.40300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>661955.63000000</valUSD>
        <pctVal>0.042144134248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPSTONE ACQUISITION HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CapStone Acquisition Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190572 1"/>
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        <balance>317408.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316217.72000000</valUSD>
        <pctVal>0.020132349419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <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>Amcor PLC</name>
        <lei>549300GSODGFCDQ3DI89</lei>
        <title>Amcor plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JE00BJ1F3079"/>
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        <balance>66603.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>753945.96000000</valUSD>
        <pctVal>0.048000799924</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>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>1335377.19000000</valUSD>
        <pctVal>0.085018259559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERILIFE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>AmeriLife Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03078CAJ36"/>
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        <balance>990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>980100.00000000</valUSD>
        <pctVal>0.062399145962</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>4.75000000</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>State Street Corp</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corp.</title>
        <cusip>857477103</cusip>
        <identifiers>
          <isin value="US8574771031"/>
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        <balance>9356.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>832403.32000000</valUSD>
        <pctVal>0.052995874160</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>Cintas Corp</name>
        <lei>N/A</lei>
        <title>Cintas Corp.</title>
        <cusip>172908105</cusip>
        <identifiers>
          <isin value="US1729081059"/>
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        <balance>2029.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>856623.51000000</valUSD>
        <pctVal>0.054537879232</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>DRIVE CHASSIS HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>Drive Chassis (DCLI)</title>
        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>AMSTED INDUSTRIES</name>
        <lei>N2VLGYMEEBIU3PFSUY86</lei>
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        <name>ONEMAIN FINANCE CORP</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>MAUSER PACKAGING SOLUT</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>Mauser Packaging Solutions Holding Co.</title>
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          <isin value="US57763RAA59"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1751000.00000000</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>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7L15W0"/>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>INTEGRATED POWER SERVICES HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Integrated Power Services Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7KRW61 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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          <other otherDesc="Internal ID" value="BGH7J27P4"/>
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        <curCd>USD</curCd>
        <valUSD>-322485.02000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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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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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7J1WV5"/>
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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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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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        <securityLending>
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      <invstOrSec>
        <name>Halliburton Co</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>Halliburton Co.</title>
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          <isin value="US4062161017"/>
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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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      <invstOrSec>
        <name>ONEOK Inc</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK, Inc.</title>
        <cusip>682680103</cusip>
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          <isin value="US6826801036"/>
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        <balance>15607.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TEAM BLUE FINCO SARL</name>
        <lei>N/A</lei>
        <title>Team.Blue Finco SARL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX193432 1"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Castlelake Aircraft Securitiza</name>
        <lei>N/A</lei>
        <title>Castlelake Aircraft Securitization Trust</title>
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        <name>ALLIANZ SE</name>
        <lei>529900K9B0N5BT694847</lei>
        <title>Allianz SE</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
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          <maturityDt>N/A</maturityDt>
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          <annualizedRt>3.50000000</annualizedRt>
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        <name>AMERICAN EQUITY INVESTME</name>
        <lei>549300RK5RZQ740FPL83</lei>
        <title>American Equity Investment Life Holding Co.</title>
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          <isin value="US025676AM95"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Mondelez International Inc</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>Mondelez International, Inc.</title>
        <cusip>609207105</cusip>
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          <isin value="US6092071058"/>
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        <balance>13601.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        <name>SBA Communications Corp</name>
        <lei>5299001HX8ZN8Y8QIT49</lei>
        <title>SBA Communications Corp.</title>
        <cusip>78410G104</cusip>
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        <balance>2321.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Match Group Inc</name>
        <lei>15OMOPB0A8K0EFUVD031</lei>
        <title>Match Group, Inc.</title>
        <cusip>57667L107</cusip>
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        <curCd>USD</curCd>
        <valUSD>647740.17000000</valUSD>
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        <assetCat>EC</assetCat>
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        <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>PPG Industries Inc</name>
        <lei>549300BKPEP01R3V6C59</lei>
        <title>PPG Industries, Inc.</title>
        <cusip>693506107</cusip>
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          <isin value="US6935061076"/>
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        <balance>5353.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>825272.01000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNC Financial Services Group I</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC Financial Services Group, Inc.</title>
        <cusip>693475105</cusip>
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        <balance>4274.00000000</balance>
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        <name>Parker-Hannifin Corp</name>
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        <name>Textron Inc</name>
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        <name>NUSTAR LOGISTICS LP</name>
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        <name>BC CYAN PARENT INC</name>
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        <name>ORACLE CORP</name>
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        <name>Jones Deslauriers Insurance Management, Inc.</name>
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        <name>PING IDENTITY CORP</name>
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        <name>SELECTIVE INSURANCE GROU</name>
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        <name>Castlelake Aircraft Securitiza</name>
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      <invstOrSec>
        <name>HOUGHTON MIFFLIN HARCOURT CO</name>
        <lei>N/A</lei>
        <title>Houghton Mifflin Co.</title>
        <cusip>N/A</cusip>
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          <isin value="US44157YAB02"/>
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        <balance>12690.91000000</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>2024-11-22</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RXR Acquisition Corp.</name>
        <lei>N/A</lei>
        <title>RXR Acquisition Corp.</title>
        <cusip>74981W115</cusip>
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          <isin value="US74981W1154"/>
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        <balance>32105.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>RXR Acquisition Corp.</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>BP HOLDCO LLC</name>
        <lei>N/A</lei>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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          <other otherDesc="Internal ID" value="BGH745UC6"/>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>788000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>IDEXX Laboratories Inc</name>
        <lei>OGMTXK0LUU1HKV2P0J84</lei>
        <title>IDEXX Laboratories, Inc.</title>
        <cusip>45168D104</cusip>
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          <isin value="US45168D1046"/>
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        <balance>1202.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Water Works Co Inc</name>
        <lei>549300DXHIJQMD5WFW18</lei>
        <title>American Water Works Company, Inc.</title>
        <cusip>030420103</cusip>
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          <isin value="US0304201033"/>
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        <balance>4433.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>747270.81000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FT 1 INC</name>
        <lei>5493002GPK5LQJ7QPJ51</lei>
        <title>Targus Group International Equity, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH4ENSN2"/>
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        <balance>45049.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>119409.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wynn Resorts Ltd</name>
        <lei>254900CEKKWIHTEAB172</lei>
        <title>Wynn Resorts Ltd.</title>
        <cusip>983134107</cusip>
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          <isin value="US9831341071"/>
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        <balance>8068.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>653588.68000000</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>
        <name>Enphase Energy Inc</name>
        <lei>5493008U7KIGMI59Z314</lei>
        <title>Enphase Energy, Inc.</title>
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          <isin value="US29355A1079"/>
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        <balance>5177.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1294250.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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        <valUSD>-161680.99000000</valUSD>
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          <transCat>Reverse repurchase</transCat>
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        <name>ARAMARK SERVICES INC</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>Aramark Services, Inc.</title>
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          <isin value="US038522AR99"/>
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        <balance>2300000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CORNING INC</name>
        <lei>549300X2937PB0CJ7I56</lei>
        <title>Corning, Inc.</title>
        <cusip>219350BF1</cusip>
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          <isin value="US219350BF12"/>
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        <balance>4100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5039950.58000000</valUSD>
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          <maturityDt>2057-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMETEK Inc</name>
        <lei>549300WZDEF9KKE40E98</lei>
        <title>AMETEK, Inc.</title>
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          <isin value="US0311001004"/>
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        <balance>6280.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <name>VERTICAL TOPCO SARL</name>
        <lei>N/A</lei>
        <title>Vertical (TK Elevator)</title>
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          <other otherDesc="LoanX ID" value="LX188996U 1"/>
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      <invstOrSec>
        <name>SUBURBAN PROPANE PARTNRS</name>
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        <title>Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.</title>
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        <name>Abbott Laboratories</name>
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        <title>Abbott Laboratories</title>
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        <name>TEAMSYSTEM SPA</name>
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        <cusip>N/A</cusip>
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          <isin value="XS2295692102"/>
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        <balance>1700000.00000000</balance>
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        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Variable</couponKind>
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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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        <balance>-320398.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-320398.12000000</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>J M Smucker Co/The</name>
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      <invstOrSec>
        <name>Valero Energy Corp</name>
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      <invstOrSec>
        <name>NES GLOBAL TALENT HOLDINGS LTD</name>
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      <invstOrSec>
        <name>MERIDIAN ADHESIVES GROUP INC</name>
        <lei>N/A</lei>
        <title>Meridian Adhesives Group, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX196335 1"/>
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        <curCd>USD</curCd>
        <valUSD>1792082.01000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-07-24</maturityDt>
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      <invstOrSec>
        <name>BLUE RIBBON LLC (USA)</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX194531 1"/>
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        <curCd>USD</curCd>
        <valUSD>5109997.96000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
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          <isin value="US82488HAB78"/>
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        <curCd>USD</curCd>
        <valUSD>-19250.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Newstar Trust</name>
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        <title>Newstar Commercial Loan Funding LLC</title>
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        <name>UNITED AIRLINES INC</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>United Airlines, Inc.</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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="BGH7E53W1"/>
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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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Aptiv PLC</name>
        <lei>N/A</lei>
        <title>Aptiv plc</title>
        <cusip>N/A</cusip>
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        <balance>5594.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>HIGGINBOTHAM INSURANCE AGENCY INC</name>
        <lei>N/A</lei>
        <title>Higginbotham</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX190965U 1"/>
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        <curCd>USD</curCd>
        <valUSD>-1885.63000000</valUSD>
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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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        <name>LCPR SR SECURED FIN DAC</name>
        <lei>549300LE5FM8IKMXSP90</lei>
        <title>LCPR Senior Secured Financing DAC</title>
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          <isin value="US50201DAD57"/>
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        <balance>1900000.00000000</balance>
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        <invCountry>IE</invCountry>

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        <name>ROCKETMTGE C0-ISSUER INC</name>
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        <name>FleetCor Technologies Inc</name>
        <lei>549300DG6RR0NQSFLN74</lei>
        <title>FleetCor Technologies, Inc.</title>
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        <name>HCA Healthcare Inc</name>
        <lei>529900PH4ZGUH2MNEU89</lei>
        <title>HCA Healthcare, Inc.</title>
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        <assetCat>EC</assetCat>
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        <name>Lehman XS Trust</name>
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        <title>Lehman XS Trust Series</title>
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        <name>Equinix Inc</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>Equinix, Inc.</title>
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        <invCountry>US</invCountry>
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        <name>Procter &amp; Gamble Co/The</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>Procter &amp; Gamble Co.</title>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>2225000.00000000</principalAmt>
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              <collateralVal>2302875.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Inc</name>
        <lei>0J0XRGZE3PBRFEZ7MV65</lei>
        <title>Charter Communications, Inc.</title>
        <cusip>16119P108</cusip>
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          <isin value="US16119P1084"/>
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        <balance>1040.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>672131.20000000</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>
          <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>36484.00000000</valUSD>
        <pctVal>0.002322794042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BlackRock Municipal Income Tru</name>
        <lei>R3ITLLW1CUEQICP4XR90</lei>
        <title>BlackRock Municipal Income Trust</title>
        <cusip>09248F109</cusip>
        <identifiers>
          <isin value="US09248F1093"/>
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        <balance>107502.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1596404.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH757VH9"/>
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        <balance>-1326376.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1326376.76000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1600000.00000000</principalAmt>
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              <collateralVal>1544000.00000000</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>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>1598102.76690000</balance>
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        <curCd>USD</curCd>
        <valUSD>1731087.29000000</valUSD>
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        <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>
        <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>3450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3366958.50000000</valUSD>
        <pctVal>0.214361121203</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>536763.35840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515292.82000000</valUSD>
        <pctVal>0.032806684918</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>3.34000000</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>Akamai Technologies Inc</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>Akamai Technologies, Inc.</title>
        <cusip>00971T101</cusip>
        <identifiers>
          <isin value="US00971T1016"/>
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        <balance>7319.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>824851.30000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>549300SCEOLR3BTPYX35</lei>
        <title>Babson CLO Ltd.</title>
        <cusip>05618HAE5</cusip>
        <identifiers>
          <isin value="US05618HAE53"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334500.00000000</valUSD>
        <pctVal>0.021296310911</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>SCHUR FLEXIBLES GMBH</name>
        <lei>N/A</lei>
        <title>SCHUR Flexibles GmbH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX198158 1"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88210000"/>
        <valUSD>1416846.16000000</valUSD>
        <pctVal>0.090205071262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>363427.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4401100.97000000</valUSD>
        <pctVal>0.280200940539</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>Whirlpool Corp</name>
        <lei>WHENKOULSSK7WUM60H03</lei>
        <title>Whirlpool Corp.</title>
        <cusip>963320106</cusip>
        <identifiers>
          <isin value="US9633201069"/>
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        <balance>3797.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>826758.78000000</valUSD>
        <pctVal>0.052636508304</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>
        <name>Mohawk Industries Inc</name>
        <lei>549300JI1115MG3Q6322</lei>
        <title>Mohawk Industries, Inc.</title>
        <cusip>608190104</cusip>
        <identifiers>
          <isin value="US6081901042"/>
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        <balance>4366.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>732920.42000000</valUSD>
        <pctVal>0.046662185763</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>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7L19T3"/>
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        <balance>-1886710.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1886710.53000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>VMED O2 UK FINANCING I</name>
        <lei>213800MRR46ECNGZ7L69</lei>
        <title>Vmed O2 UK Financing I plc</title>
        <cusip>92858RAA8</cusip>
        <identifiers>
          <isin value="US92858RAA86"/>
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        <balance>1225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1171014.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STRIPES 2013 AIRCRAFT 1 LIMITED</name>
        <lei>N/A</lei>
        <title>Stripes Aircraft Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH3LX5D1"/>
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        <balance>447841.81380000</balance>
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        <curCd>USD</curCd>
        <valUSD>433277.12000000</valUSD>
        <pctVal>0.027585065047</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>3.58600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMN HEALTHCARE INC</name>
        <lei>549300H27NUKBFFQEE84</lei>
        <title>AMN Healthcare, Inc.</title>
        <cusip>00175PAB9</cusip>
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          <isin value="US00175PAB94"/>
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        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>744937.50000000</valUSD>
        <pctVal>0.047427266396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Union Pacific Corp</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp.</title>
        <cusip>907818108</cusip>
        <identifiers>
          <isin value="US9078181081"/>
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        <balance>3943.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>929128.52000000</valUSD>
        <pctVal>0.059153990549</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>NUSTAR LOGISTICS LP</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>NuStar Logistics, LP</title>
        <cusip>67059TAF2</cusip>
        <identifiers>
          <isin value="US67059TAF21"/>
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        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132343.75000000</valUSD>
        <pctVal>0.008425810604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>-577306.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-577306.34000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>700000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>A10 Securitization</name>
        <lei>N/A</lei>
        <title>A10 Permanent Asset Financing LLC</title>
        <cusip>00216AAC1</cusip>
        <identifiers>
          <isin value="US00216AAC18"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265717.86000000</valUSD>
        <pctVal>0.016917220213</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>
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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>VALVOLINE INC</name>
        <lei>549300CMHPBEY6VPOT75</lei>
        <title>Valvoline, Inc.</title>
        <cusip>92047WAG6</cusip>
        <identifiers>
          <isin value="US92047WAG69"/>
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        <balance>760000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>727700.00000000</valUSD>
        <pctVal>0.046329821974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>1564000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1504380.32000000</valUSD>
        <pctVal>0.095778029967</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>4.34000000</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>Illumina Inc</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>Illumina, Inc.</title>
        <cusip>452327109</cusip>
        <identifiers>
          <isin value="US4523271090"/>
        </identifiers>
        <balance>1788.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>653210.04000000</valUSD>
        <pctVal>0.041587336629</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>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.GBP2"/>
        </identifiers>
        <balance>-1429000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75192000"/>
        <valUSD>464.03000000</valUSD>
        <pctVal>0.000029542981</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>JPMorgan Chase Bank, N.A.</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>1429000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1901751.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-12-17</settlementDt>
            <unrealizedAppr>464.03000000</unrealizedAppr>
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        </derivativeInfo>
        <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"/>
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        <balance>-175218.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-175218.75000000</valUSD>
        <pctVal>-0.01115549470</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>203760.00000000</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>PT INTERMEDIATE HOLDINGS III LLC</name>
        <lei>N/A</lei>
        <title>PT Intermediate Holdings III LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX200299U 1"/>
        </identifiers>
        <balance>-144692.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1446.93000000</valUSD>
        <pctVal>-0.00009212039</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-29</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>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>1541668.70000000</valUSD>
        <pctVal>0.098152035748</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>Humana Inc</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana, Inc.</title>
        <cusip>444859102</cusip>
        <identifiers>
          <isin value="US4448591028"/>
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        <balance>2038.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>855368.98000000</valUSD>
        <pctVal>0.054458008198</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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J1X10"/>
        </identifiers>
        <balance>-1000317.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1000317.32000000</valUSD>
        <pctVal>-0.06368630390</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>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1225000.00000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARDIAN SAS</name>
        <lei>N/A</lei>
        <title>Florida Food Products LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX198930 1"/>
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        <balance>5600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5502000.00000000</valUSD>
        <pctVal>0.350290889792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7L99A7"/>
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        <balance>-5895245.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5895245.63000000</valUSD>
        <pctVal>-0.37532730593</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <repurchaseRt>0.30000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6000000.00000000</principalAmt>
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              <collateralVal>6355800.00000000</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>BRITISH TELECOMMUNICATIO</name>
        <lei>549300OWFMSO9NYV4H90</lei>
        <title>British Telecommunications plc</title>
        <cusip>11102AAF8</cusip>
        <identifiers>
          <isin value="US11102AAF84"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>942400.00000000</valUSD>
        <pctVal>0.059998933940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2081-11-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Coterra Energy Inc</name>
        <lei>FCNMH6O7VWU7LHXMK351</lei>
        <title>Coterra Energy, Inc.</title>
        <cusip>127097103</cusip>
        <identifiers>
          <isin value="US1270971039"/>
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        <balance>44716.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>897897.28000000</valUSD>
        <pctVal>0.057165619257</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>Discovery Inc</name>
        <lei>5493006ZCRFWKF6B1K26</lei>
        <title>Discovery, Inc.</title>
        <cusip>25470F302</cusip>
        <identifiers>
          <isin value="US25470F3029"/>
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        <balance>20563.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>466985.73000000</valUSD>
        <pctVal>0.029731160829</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>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>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2745877.48000000</valUSD>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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          <other otherDesc="Internal ID" value="BGH7E53D3"/>
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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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      <invstOrSec>
        <name>Church &amp; Dwight Co Inc</name>
        <lei>POOXSI30AWAQGYJZC921</lei>
        <title>Church &amp; Dwight Company, Inc.</title>
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          <isin value="US1713401024"/>
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        <assetCat>EC</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>HAWAIIAN BRAND INTELLECT</name>
        <lei>N/A</lei>
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          <isin value="US41984LAA52"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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      <invstOrSec>
        <name>SITUS AMC HOLDINGS CORPORATION</name>
        <lei>N/A</lei>
        <title>Situs AMC Holdings Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US82988PAD06"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp.</title>
        <cusip>023551AM6</cusip>
        <identifiers>
          <isin value="US023551AM66"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>668264.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7K57W0"/>
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        <balance>-18047603.03000000</balance>
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        <curCd>USD</curCd>
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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>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERILIFE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>AmeriLife Holdings LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US03078CAC82"/>
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        <balance>1956429.90530000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2027-03-18</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
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        <balance>430756.21150000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2022-12-02</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>General Motors Co</name>
        <lei>54930070NSV60J38I987</lei>
        <title>General Motors Co.</title>
        <cusip>37045V100</cusip>
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          <isin value="US37045V1008"/>
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        <balance>16553.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>957922.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CONTERRA ULTRA BROADBAND HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Conterra Ultra Broadband Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US21076RAD70"/>
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        <balance>1955000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1948900.40000000</valUSD>
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        <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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley IXIS Real Estat</name>
        <lei>N/A</lei>
        <title>Morgan Stanley IXIS Real Estate Capital Trust</title>
        <cusip>617463AD6</cusip>
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          <isin value="US617463AD63"/>
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        <balance>2883210.52480000</balance>
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        <curCd>USD</curCd>
        <valUSD>1280094.73000000</valUSD>
        <pctVal>0.081498640856</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>
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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>TE Connectivity Ltd</name>
        <lei>894500ZRIX9K13RHXR17</lei>
        <title>TE Connectivity Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="CH0102993182"/>
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        <balance>5634.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>867241.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Amphenol Corp</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>Amphenol Corp.</title>
        <cusip>032095101</cusip>
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          <isin value="US0320951017"/>
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        <balance>10870.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Globe Life Inc</name>
        <lei>5493001JFHKQOPP6XA71</lei>
        <title>Globe Life, Inc.</title>
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          <isin value="US37959E1029"/>
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        <balance>8901.00000000</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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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KEHE DISTRIBUTORS LLC/FI</name>
        <lei>N/A</lei>
        <title>KeHE Distributors LLC / KeHE Finance Corp.</title>
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          <isin value="US487526AB19"/>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-10-15</maturityDt>
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      <invstOrSec>
        <name>VF Corp</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VF Corp.</title>
        <cusip>918204108</cusip>
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          <isin value="US9182041080"/>
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        <balance>11546.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>828194.58000000</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>
        <name>Equity Residential</name>
        <lei>5493008RACSH5EP3PI59</lei>
        <title>Equity Residential</title>
        <cusip>29476L107</cusip>
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          <isin value="US29476L1070"/>
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        <balance>10063.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>858474.53000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MCGRAW HILL LLC</name>
        <lei>N/A</lei>
        <title>McGraw Hill LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX196470 1"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>986750.00000000</valUSD>
        <pctVal>0.062822525536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>Adobe Inc</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
        <title>Adobe, Inc.</title>
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          <isin value="US00724F1012"/>
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        <balance>1244.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>833293.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp.</title>
        <cusip>26441C204</cusip>
        <identifiers>
          <isin value="US26441C2044"/>
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        <balance>7938.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>770065.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Organon &amp; Co</name>
        <lei>549300AMCKY57OK2CO56</lei>
        <title>Organon &amp; Co.</title>
        <cusip>68622V106</cusip>
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          <isin value="US68622V1061"/>
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        <balance>24179.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>706752.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>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>-271205.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-271205.99000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>300000.00000000</principalAmt>
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              <collateralVal>300750.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LEVEL 3 FINANCING INC</name>
        <lei>254900AE5FEFIJOXWL19</lei>
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          <isin value="US527298BS18"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1387500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cincinnati Financial Corp</name>
        <lei>254900Q4WEDMZBOZ0002</lei>
        <title>Cincinnati Financial Corp.</title>
        <cusip>172062101</cusip>
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          <isin value="US1720621010"/>
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        <balance>6979.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>794908.10000000</valUSD>
        <pctVal>0.050608699682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Xylem Inc/NY</name>
        <lei>549300DF5MV96DRYLQ48</lei>
        <title>Xylem, Inc.</title>
        <cusip>98419M100</cusip>
        <identifiers>
          <isin value="US98419M1009"/>
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        <balance>6098.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>738528.78000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alaska Air Group Inc</name>
        <lei>529900G48RT4KWLC6C27</lei>
        <title>Alaska Air Group, Inc.</title>
        <cusip>011659109</cusip>
        <identifiers>
          <isin value="US0116591092"/>
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        <balance>14605.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>709364.85000000</valUSD>
        <pctVal>0.045162494455</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>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co.</title>
        <cusip>46625H100</cusip>
        <identifiers>
          <isin value="US46625H1005"/>
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        <balance>5205.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>826710.15000000</valUSD>
        <pctVal>0.052633412221</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>
        <name>Conagra Brands Inc</name>
        <lei>54930035UDEIH090K650</lei>
        <title>Conagra Brands, Inc.</title>
        <cusip>205887102</cusip>
        <identifiers>
          <isin value="US2058871029"/>
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        <balance>24757.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>756326.35000000</valUSD>
        <pctVal>0.048152350075</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>COMSTOCK RESOURCES INC</name>
        <lei>I03QQGEA4SS774AURI46</lei>
        <title>Comstock Resources, Inc.</title>
        <cusip>22304LAA8</cusip>
        <identifiers>
          <isin value="US22304LAA89"/>
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        <balance>970000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>994250.00000000</valUSD>
        <pctVal>0.063300021297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>
        <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="BGH7LG747"/>
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        <balance>-2269206.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2269206.46000000</valUSD>
        <pctVal>-0.14447152853</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <maturityDt>N/A</maturityDt>
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              <principalAmt>2700000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
        <title>First Republic Bank</title>
        <cusip>33616C696</cusip>
        <identifiers>
          <isin value="US33616C6966"/>
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        <balance>200000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4932000.00000000</valUSD>
        <pctVal>0.314001212006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MetLife Inc</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife, Inc.</title>
        <cusip>59156R108</cusip>
        <identifiers>
          <isin value="US59156R1086"/>
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        <balance>13480.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>790736.80000000</valUSD>
        <pctVal>0.050343129273</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>
        <name>ARCONIC CORP</name>
        <lei>549300B4YFWH3U74B152</lei>
        <title>Arconic Corp.</title>
        <cusip>03966VAB3</cusip>
        <identifiers>
          <isin value="US03966VAB36"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1251000.00000000</valUSD>
        <pctVal>0.079646292826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J27H2"/>
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        <balance>-2011748.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2011748.44000000</valUSD>
        <pctVal>-0.12808018013</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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          <maturityDt>N/A</maturityDt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX163134 1"/>
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        <balance>497976.13010000</balance>
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        <curCd>USD</curCd>
        <valUSD>490506.49000000</valUSD>
        <pctVal>0.031228635919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <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>2994375.30000000</valUSD>
        <pctVal>0.190640201419</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>3.82800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7E53J0"/>
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        <balance>-801437.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-801437.22000000</valUSD>
        <pctVal>-0.05102438329</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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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1048600.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
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        <name>PARADOCS HOLDING SARL</name>
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        <name>MIDCAP FUNDING XLVI TRUST</name>
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        <name>BOE HOLDING LLC</name>
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        <name>JPMORGAN CHASE &amp; CO</name>
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          <isin value="US48128B5802"/>
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        <name>GLOBAL PART/GLP FINANCE</name>
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          <isin value="US37954FAG90"/>
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        <name>MGM Resorts International</name>
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      <invstOrSec>
        <name>Johnson Controls International</name>
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        <title>Johnson Controls International plc</title>
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        <name>BALI FINCO INC</name>
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        <name>PETIQ INC</name>
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        <name>RATTLER MIDSTREAM LP</name>
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        <name>CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC</name>
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        <name>EXTERRAN NRG SOLUTIONS/F</name>
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        <name>Allegion plc</name>
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        <name>CAMIN CARGO CONTROL INC</name>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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            <repurchaseCollateral>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PELICAN PRODUCTS INC</name>
        <lei>5493008CRWH2WFODTF44</lei>
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        <cusip>N/A</cusip>
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          <isin value="US70583GAW24"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2783539.32000000</valUSD>
        <pctVal>0.177217096542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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="BGH7J27F6"/>
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        <balance>-1277840.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1277840.73000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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            <repurchaseCollateral>
              <principalAmt>1625000.00000000</principalAmt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Pacific Bells, LLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX198460U 1"/>
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        <curCd>USD</curCd>
        <valUSD>-362.66000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-06</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>2Y-10 CMS CAP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6871R9"/>
        </identifiers>
        <balance>99000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>132660.00000000</valUSD>
        <pctVal>0.008445945009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Bank of America, N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>2Y-10 CMS CAP</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <other otherDesc="Internal Identifier" value="2Y-10 CMS CAP"/>
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            </descRefInstrmnt>
            <shareNo>99000000</shareNo>
            <exercisePrice>0.60500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-07-29</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-20790.00000000</unrealizedAppr>
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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="BGH6YPVA4"/>
        </identifiers>
        <balance>-1556883.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1556883.54000000</valUSD>
        <pctVal>-0.09912070529</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>1700000.00000000</principalAmt>
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              <collateralVal>1755590.00000000</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>Marathon CLO LTD</name>
        <lei>635400LRBGQZIPTCBI09</lei>
        <title>Marathon CLO V Ltd.</title>
        <cusip>56576UAC3</cusip>
        <identifiers>
          <isin value="US56576UAC36"/>
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        <balance>3566667.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516453.38000000</valUSD>
        <pctVal>0.032880573249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-21</maturityDt>
          <couponKind>None</couponKind>
          <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>Prologis Inc</name>
        <lei>529900DFH19P073LZ636</lei>
        <title>Prologis, Inc.</title>
        <cusip>74340W103</cusip>
        <identifiers>
          <isin value="US74340W1036"/>
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        <balance>6130.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>924097.50000000</valUSD>
        <pctVal>0.058833685120</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>Intuitive Surgical Inc</name>
        <lei>54930052SRG011710797</lei>
        <title>Intuitive Surgical, Inc.</title>
        <cusip>46120E602</cusip>
        <identifiers>
          <isin value="US46120E6023"/>
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        <balance>2401.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>778740.34000000</valUSD>
        <pctVal>0.049579361435</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>PT INTERMEDIATE HOLDINGS III LLC</name>
        <lei>N/A</lei>
        <title>PT Intermediate Holdings III LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX200299 1"/>
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        <balance>171432.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169718.01000000</valUSD>
        <pctVal>0.010805284030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nuveen Quality Municipal Incom</name>
        <lei>549300RDIO25ZNWCOA97</lei>
        <title>Nuveen Quality Municipal Income Fund</title>
        <cusip>67066V101</cusip>
        <identifiers>
          <isin value="US67066V1017"/>
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        <balance>25349.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>396458.36000000</valUSD>
        <pctVal>0.025240958140</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>Matterport Inc</name>
        <lei>N/A</lei>
        <title>Matterport, Inc.</title>
        <cusip>577096100</cusip>
        <identifiers>
          <isin value="US5770961002"/>
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        <balance>88900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2878582.00000000</valUSD>
        <pctVal>0.183268093442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <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>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX191334 1"/>
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        <balance>4565500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4541257.20000000</valUSD>
        <pctVal>0.289124141288</pctVal>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMAGEFIRST HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>ImageFIRST Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US45249TAK88"/>
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        <balance>-154814.81180000</balance>
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        <curCd>USD</curCd>
        <valUSD>-580.56000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2028-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>W R Berkley Corp</name>
        <lei>SQOAGCLKBDWNVYV1OV80</lei>
        <title>W R Berkley Corp.</title>
        <cusip>084423102</cusip>
        <identifiers>
          <isin value="US0844231029"/>
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        <balance>11421.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>875305.44000000</valUSD>
        <pctVal>0.055727284881</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>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="BGH7J1WF0"/>
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        <balance>-1272588.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1272588.30000000</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>1600000.00000000</principalAmt>
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              <collateralVal>1658720.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Essex Property Trust Inc</name>
        <lei>549300TR2H2VEFX0NC60</lei>
        <title>Essex Property Trust, Inc.</title>
        <cusip>297178105</cusip>
        <identifiers>
          <isin value="US2971781057"/>
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        <balance>2544.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>863535.36000000</valUSD>
        <pctVal>0.054977929775</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>FirstEnergy Corp</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corp.</title>
        <cusip>337932107</cusip>
        <identifiers>
          <isin value="US3379321074"/>
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        <balance>21735.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>818540.10000000</valUSD>
        <pctVal>0.052113256990</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>SPORTRADAR CAPITAL SARL</name>
        <lei>N/A</lei>
        <title>Sportradar Capital SARL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190367 1"/>
        </identifiers>
        <balance>3100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88210000"/>
        <valUSD>3504465.48000000</valUSD>
        <pctVal>0.223115654532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-22</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LASERAWAY INTERMEDIATE HOLDINGS II LLC</name>
        <lei>N/A</lei>
        <title>LaserAway Intermediate Holdings II LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US51807KAC71"/>
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        <balance>5400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5373000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eastman Chemical Co</name>
        <lei>FDPVHDGJ1IQZFK9KH630</lei>
        <title>Eastman Chemical Co.</title>
        <cusip>277432100</cusip>
        <identifiers>
          <isin value="US2774321002"/>
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        <balance>7483.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>780402.07000000</valUSD>
        <pctVal>0.049685157305</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>
      <invstOrSec>
        <name>Fortress Credit Opportunities</name>
        <lei>2549008RD44HDM6DNP14</lei>
        <title>Fortress Credit Opportunities IX CLO Ltd.</title>
        <cusip>34961JBJ2</cusip>
        <identifiers>
          <isin value="US34961JBJ25"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7998962.40000000</valUSD>
        <pctVal>0.509262751093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.07200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Quest Diagnostics Inc</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>Quest Diagnostics, Inc.</title>
        <cusip>74834L100</cusip>
        <identifiers>
          <isin value="US74834L1008"/>
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        <balance>5287.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>786071.16000000</valUSD>
        <pctVal>0.050046086164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7K57Z3"/>
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        <balance>-1448278.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1448278.00000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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            <repurchaseCollateral>
              <principalAmt>1450000.00000000</principalAmt>
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              <collateralVal>1551355.00000000</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>NFP INTERMEDIATE HOLDINGS B CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185468 1"/>
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        <balance>1669440.92050000</balance>
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        <curCd>USD</curCd>
        <valUSD>1637721.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.34000000</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>Phillips 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>Phillips 66</title>
        <cusip>718546104</cusip>
        <identifiers>
          <isin value="US7185461040"/>
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        <balance>12341.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>853626.97000000</valUSD>
        <pctVal>0.054347101212</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>
        <name>CROCS INC</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>Crocs, Inc.</title>
        <cusip>227046AB5</cusip>
        <identifiers>
          <isin value="US227046AB51"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1393000.00000000</valUSD>
        <pctVal>0.088686879222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Colgate-Palmolive Co</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>Colgate-Palmolive Co.</title>
        <cusip>194162103</cusip>
        <identifiers>
          <isin value="US1941621039"/>
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        <balance>10633.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>797687.66000000</valUSD>
        <pctVal>0.050785663431</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>Republic Services Inc</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>Republic Services, Inc.</title>
        <cusip>760759100</cusip>
        <identifiers>
          <isin value="US7607591002"/>
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        <balance>6593.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>871990.18000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US FOODS INC</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US Foods, Inc.</title>
        <cusip>90290MAC5</cusip>
        <identifiers>
          <isin value="US90290MAC55"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3122100.00000000</valUSD>
        <pctVal>0.198771935118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7J27L3"/>
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        <balance>-499978.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-499978.02000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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          <transCat>Reverse repurchase</transCat>
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              <invstCat>CDS</invstCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KVK CLO Ltd</name>
        <lei>5493007VGL59COTLZY21</lei>
        <title>KVK CLO Ltd.</title>
        <cusip>48274GAB8</cusip>
        <identifiers>
          <isin value="US48274GAB86"/>
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        <balance>2300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>597770.00000000</valUSD>
        <pctVal>0.038057685421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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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>084423870</cusip>
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          <isin value="US0844238701"/>
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        <balance>126000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3236940.00000000</valUSD>
        <pctVal>0.206083350201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FAGE INTL / FAGE  USA</name>
        <lei>N/A</lei>
        <title>FAGE International S.A. / FAGE USA Dairy Industry, Inc.</title>
        <cusip>30257WAA4</cusip>
        <identifiers>
          <isin value="US30257WAA45"/>
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        <balance>4900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4992120.00000000</valUSD>
        <pctVal>0.317828818021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</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>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="BGH7K3127"/>
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        <balance>-1760283.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1760283.37000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <maturityDt>N/A</maturityDt>
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              <principalAmt>1975000.00000000</principalAmt>
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              <collateralVal>1959595.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hilton Worldwide Holdings Inc</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>Hilton Worldwide Holdings, Inc.</title>
        <cusip>43300A203</cusip>
        <identifiers>
          <isin value="US43300A2033"/>
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        <balance>6430.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>868500.10000000</valUSD>
        <pctVal>0.055294015415</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>Trane Technologies PLC</name>
        <lei>549300BURLR9SLYY2705</lei>
        <title>Trane Technologies plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE00BK9ZQ967"/>
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        <balance>4310.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>804461.50000000</valUSD>
        <pctVal>0.051216927415</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>
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      <invstOrSec>
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        <name>Aequi Acquisition Corp.</name>
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        <name>Southwest Airlines Co</name>
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        <name>Conyers Park III Acquisition Corp.</name>
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      <invstOrSec>
        <name>Vertex Pharmaceuticals Inc</name>
        <lei>54930015RAQRRZ5ZGJ91</lei>
        <title>Vertex Pharmaceuticals, Inc.</title>
        <cusip>92532F100</cusip>
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          <isin value="US92532F1003"/>
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        <balance>4344.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>812067.36000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>060505EL4</cusip>
        <identifiers>
          <isin value="US060505EL47"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2168000.00000000</valUSD>
        <pctVal>0.138028107791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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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>TRANSUNION</name>
        <lei>X8NPN6PWJOM1QCTYFV34</lei>
        <title>Trans Union LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX200259 1"/>
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        <balance>3950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3940125.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STAR US BIDCO LLC</name>
        <lei>N/A</lei>
        <title>Sundyne (Star US Bidco)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US85519WAC82"/>
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        <balance>123437.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122922.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENDO LUX FIN CO I SARL</name>
        <lei>N/A</lei>
        <title>Endo Luxembourg Finance Company I SARL / Endo US, Inc.</title>
        <cusip>29280BAA3</cusip>
        <identifiers>
          <isin value="US29280BAA35"/>
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        <balance>1900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1861145.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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="BGH7J26Z3"/>
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        <balance>-372039.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-372039.35000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.43000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>425000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>430780.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MANSCAPED INC</name>
        <lei>N/A</lei>
        <title>Manscaped, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7JXG01"/>
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        <balance>763600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.76000000</valUSD>
        <pctVal>0.000000048386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
        <cusip>78573NAC6</cusip>
        <identifiers>
          <isin value="US78573NAC65"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1557500.00000000</valUSD>
        <pctVal>0.099159952899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands, Inc.</title>
        <cusip>988498AP6</cusip>
        <identifiers>
          <isin value="US988498AP63"/>
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        <balance>1987000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2030803.42000000</valUSD>
        <pctVal>0.129293336420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GTT COMMUNICATIONS INC</name>
        <lei>N/A</lei>
        <title>GTT Communications, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7HBKS5 1"/>
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        <balance>10780.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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          <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>
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          <other otherDesc="Internal ID" value="BGH73TCM3"/>
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        <balance>-2934125.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2934125.78000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <invstCat>CDS</invstCat>
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        <securityLending>
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      <invstOrSec>
        <name>JEFFERIES FIN LLC / JFIN</name>
        <lei>N/A</lei>
        <title>Jefferies Finance LLC / JFIN Company-Issuer Corp.</title>
        <cusip>47232MAF9</cusip>
        <identifiers>
          <isin value="US47232MAF95"/>
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        <balance>7500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7500000.08000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Starbucks Corp</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>Starbucks Corp.</title>
        <cusip>855244109</cusip>
        <identifiers>
          <isin value="US8552441094"/>
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        <balance>6864.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>752568.96000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Simon Property Group Inc</name>
        <lei>529900GQL5X8H7AO3T64</lei>
        <title>Simon Property Group, Inc.</title>
        <cusip>828806109</cusip>
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          <isin value="US8288061091"/>
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        <balance>6405.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>978940.20000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>ORION ADVISOR SOLUTIONS INC</name>
        <lei>N/A</lei>
        <title>Orion Advisor Solutions, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX193596 1"/>
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        <balance>2731896.87500000</balance>
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        <curCd>USD</curCd>
        <valUSD>2727635.12000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2027-09-24</maturityDt>
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      <invstOrSec>
        <name>ONEAMERICA FINL PARTNERS</name>
        <lei>5493009S1SVD6UNUDB08</lei>
        <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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        <curCd>USD</curCd>
        <valUSD>1934908.52000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <securityLending>
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      <invstOrSec>
        <name>HAH GROUP HOLDING COMPANY LLC</name>
        <lei>N/A</lei>
        <title>HAH Group Holding Co. LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US40467AAD19"/>
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        <balance>537928.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>538375.29000000</valUSD>
        <pctVal>0.034276255793</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>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
        <title>First Republic Bank</title>
        <cusip>33616C761</cusip>
        <identifiers>
          <isin value="US33616C7618"/>
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        <balance>84800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2012304.00000000</valUSD>
        <pctVal>0.128115550471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FENDER MUSICAL INSTRUMENTS CORP</name>
        <lei>549300G8G1R16J8L5Q60</lei>
        <title>Fender Musical Instruments Corp.</title>
        <cusip>N/A</cusip>
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        <name>ResMed Inc</name>
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        <name>Deere &amp; Co</name>
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        <name>Invesco Municipal Opportunity</name>
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        <name>Best Buy Co Inc</name>
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        <name>West CLO Ltd</name>
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        <name>Western Union Co/The</name>
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        <name>US Bancorp</name>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <name>Teleflex Inc</name>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <name>Advance Auto Parts Inc</name>
        <lei>529900UCNQ5H9FSL0Y70</lei>
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        <name>MINISTRY BRANDS LLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>WEC Energy Group Inc</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC Energy Group, Inc.</title>
        <cusip>92939U106</cusip>
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        <balance>8633.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>QUALCOMM Inc</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM, Inc.</title>
        <cusip>747525103</cusip>
        <identifiers>
          <isin value="US7475251036"/>
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        <balance>5742.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1036775.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J1WJ2"/>
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        <balance>-361685.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-361685.77000000</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>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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            <repurchaseCollateral>
              <principalAmt>400000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nasdaq Inc</name>
        <lei>549300L8X1Q78ERXFD06</lei>
        <title>Nasdaq, Inc.</title>
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        <balance>4178.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mettler-Toledo International I</name>
        <lei>5493000BD5GJNUDIUG10</lei>
        <title>Mettler-Toledo International, Inc.</title>
        <cusip>592688105</cusip>
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          <isin value="US5926881054"/>
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        <balance>513.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>776748.69000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lennar Corp</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corp.</title>
        <cusip>526057104</cusip>
        <identifiers>
          <isin value="US5260571048"/>
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        <balance>8213.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>862775.65000000</valUSD>
        <pctVal>0.054929562001</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>
        <name>Cigna Corp</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp.</title>
        <cusip>125523100</cusip>
        <identifiers>
          <isin value="US1255231003"/>
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        <balance>4002.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>767983.80000000</valUSD>
        <pctVal>0.048894534469</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>
        <name>CENTURION PIPELINE COMPANY LLC</name>
        <lei>N/A</lei>
        <title>Centurion Pipe</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US15643YAD85"/>
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        <balance>198500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195770.63000000</valUSD>
        <pctVal>0.012463952776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.09000000</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>Advanced Micro Devices Inc</name>
        <lei>R2I72C950HOYXII45366</lei>
        <title>Advanced Micro Devices, Inc.</title>
        <cusip>007903107</cusip>
        <identifiers>
          <isin value="US0079031078"/>
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        <balance>7787.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1233227.19000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GIBSON BRANDS INC</name>
        <lei>549300KU4ACNZQGB7J14</lei>
        <title>Gibson Brands, Inc.</title>
        <cusip>N/A</cusip>
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        <balance>4925000.00000000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JB Hunt Transport Services Inc</name>
        <lei>549300XCD1MPI1C5GK90</lei>
        <title>J.B. Hunt Transport Services, Inc.</title>
        <cusip>445658107</cusip>
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          <isin value="US4456581077"/>
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        <balance>4713.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Consolidated Edison Inc</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>Consolidated Edison, Inc.</title>
        <cusip>209115104</cusip>
        <identifiers>
          <isin value="US2091151041"/>
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        <balance>10968.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>851555.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967424</cusip>
        <identifiers>
          <isin value="US1729674242"/>
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        <balance>11775.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>750067.50000000</valUSD>
        <pctVal>0.047753873496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OCULUS INTERMEDIATE INC</name>
        <lei>N/A</lei>
        <title>CNT Holdings I Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190219 1"/>
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        <balance>1840750.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1835816.79000000</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>2027-11-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Newell Brands Inc</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>Newell Brands, Inc.</title>
        <cusip>651229106</cusip>
        <identifiers>
          <isin value="US6512291062"/>
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        <balance>32913.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>706642.11000000</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>
        <name>KAR NUT PRODUCTS COMPANY LLC</name>
        <lei>N/A</lei>
        <title>Kar Nut Products Company LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX200730 1"/>
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        <balance>20626.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20549.16000000</valUSD>
        <pctVal>0.001308284903</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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="BGH757VJ5"/>
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        <balance>-1566974.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1566974.34000000</valUSD>
        <pctVal>-0.09976314719</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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          <repurchaseRt>0.40000000</repurchaseRt>
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              <principalAmt>1800000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Waste Management Inc</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>Waste Management, Inc.</title>
        <cusip>94106L109</cusip>
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          <isin value="US94106L1098"/>
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        <balance>5304.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>852193.68000000</valUSD>
        <pctVal>0.054255849226</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>Leggett &amp; Platt Inc</name>
        <lei>DKOVQUCDW4ZLYCUD4T55</lei>
        <title>Leggett &amp; Platt, Inc.</title>
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      <invstOrSec>
        <name>TRANSCENDIA HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Transcendia Holdings, Inc.</title>
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      <invstOrSec>
        <name>Crown Castle International Cor</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle International Corp.</title>
        <cusip>22822V101</cusip>
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          <isin value="US22822V1017"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CHARLES SCHWAB CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>Charles Schwab Corp.</title>
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          <isin value="US808513BJ38"/>
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          <maturityDt>N/A</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Generac Holdings Inc</name>
        <lei>529900S2H2AHJHSFFI84</lei>
        <title>Generac Holdings, Inc.</title>
        <cusip>368736104</cusip>
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          <isin value="US3687361044"/>
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        <balance>1815.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>764550.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GI CHILL ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>California Cryobank</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX175095 1"/>
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        <balance>1506071.13410000</balance>
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        <curCd>USD</curCd>
        <valUSD>1498540.78000000</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>2025-08-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.88000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ingersoll Rand Inc</name>
        <lei>5299004C02FMZCUOIR50</lei>
        <title>Ingersoll Rand, Inc.</title>
        <cusip>45687V106</cusip>
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          <isin value="US45687V1061"/>
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        <balance>14968.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>873233.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ASCEND PERFORMANCE MATERIALS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Ascend Performance Materials Operations LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192521 1"/>
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        <balance>1865381.30120000</balance>
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        <curCd>USD</curCd>
        <valUSD>1869578.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Linde PLC</name>
        <lei>8945002PAZHZLBGKGF02</lei>
        <title>Linde plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE00BZ12WP82"/>
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        <balance>2638.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>839253.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED WHOLESALE MTGE LL</name>
        <lei>549300HW662MN1WU8550</lei>
        <title>United Wholesale Mortgage LLC</title>
        <cusip>913229AC4</cusip>
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          <isin value="US913229AC47"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EG GROUP LTD</name>
        <lei>2138003OUK4UQHRJLT65</lei>
        <title>EG Finco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAN2820EAC20"/>
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        <balance>288799.45540000</balance>
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        <curCd>USD</curCd>
        <valUSD>286032.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.13000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Truist Financial Corp</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp.</title>
        <cusip>89832Q109</cusip>
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          <isin value="US89832Q1094"/>
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        <balance>14840.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENERSYS</name>
        <lei>7ZS3DE5PN30BYUJFWP05</lei>
        <title>EnerSys</title>
        <cusip>29275YAC6</cusip>
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          <isin value="US29275YAC66"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334750.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SIMPLY GOOD FOODS CO</name>
        <lei>N/A</lei>
        <title>Atkins Nutritionals, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US04761PAF27"/>
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        <balance>658276.12470000</balance>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-07</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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          <other otherDesc="Internal ID" value="BGH75J4T7"/>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Capital One Financial Corp</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp.</title>
        <cusip>14040H105</cusip>
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          <isin value="US14040H1059"/>
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        <balance>5265.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>739890.45000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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        <balance>-3456057.60000000</balance>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVANTOR FUNDING INC</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>Avantor Funding, Inc.</title>
        <cusip>05352TAB5</cusip>
        <identifiers>
          <isin value="US05352TAB52"/>
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        <balance>925000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>923843.75000000</valUSD>
        <pctVal>0.058817529846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PVH Corp</name>
        <lei>123WALMHY1GZXG2YDL90</lei>
        <title>PVH Corp.</title>
        <cusip>693656100</cusip>
        <identifiers>
          <isin value="US6936561009"/>
        </identifiers>
        <balance>7507.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>801597.46000000</valUSD>
        <pctVal>0.051034585154</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>CUSHMAN &amp; WAKEFIELD US</name>
        <lei>N/A</lei>
        <title>Cushman &amp; Wakefield US Borrower LLC</title>
        <cusip>23166MAA1</cusip>
        <identifiers>
          <isin value="US23166MAA18"/>
        </identifiers>
        <balance>4800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5136000.00000000</valUSD>
        <pctVal>0.326989096687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7E6KE0"/>
        </identifiers>
        <balance>-6694547.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-6694547.13000000</valUSD>
        <pctVal>-0.42621571627</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6750000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>7264350.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lumen Technologies Inc</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>Lumen Technologies, Inc.</title>
        <cusip>550241103</cusip>
        <identifiers>
          <isin value="US5502411037"/>
        </identifiers>
        <balance>68439.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>844537.26000000</valUSD>
        <pctVal>0.053768394814</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>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>060505104</cusip>
        <identifiers>
          <isin value="US0605051046"/>
        </identifiers>
        <balance>20342.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>904608.74000000</valUSD>
        <pctVal>0.057592911750</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>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6WRUV7"/>
        </identifiers>
        <balance>-903735.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-903735.00000000</valUSD>
        <pctVal>-0.05753728413</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.60000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1054500.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
        <lei>N/A</lei>
        <title>Qlik Technologies, Inc. - Class A</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="QLIK"/>
        </identifiers>
        <balance>111.68000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162022.49000000</valUSD>
        <pctVal>0.010315340274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LPL HOLDINGS INC</name>
        <lei>549300Z5YF8CCRMYUL26</lei>
        <title>LPL Holdings, Inc.</title>
        <cusip>50212YAF1</cusip>
        <identifiers>
          <isin value="US50212YAF16"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>552750.00000000</valUSD>
        <pctVal>0.035191437537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>2Y-10 CMS CAP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH687520"/>
        </identifiers>
        <balance>295300000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>667378.00000000</valUSD>
        <pctVal>0.042489355406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Citibank, N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>2Y-10 CMS CAP</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                  <other otherDesc="Internal Identifier" value="2Y-10 CMS CAP"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>295300000</shareNo>
            <exercisePrice>0.39500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-07-29</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-11812.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIRABELA NICKEL LTD</name>
        <lei>N/A</lei>
        <title>Mirabela Nickel Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1078200430"/>
        </identifiers>
        <balance>2667995.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133399.75000000</valUSD>
        <pctVal>0.008493042007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-06-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J1X28"/>
        </identifiers>
        <balance>-229955.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-229955.61000000</valUSD>
        <pctVal>-0.01464037717</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>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>270000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>281475.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp.</title>
        <cusip>1248EPCL5</cusip>
        <identifiers>
          <isin value="US1248EPCL57"/>
        </identifiers>
        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1206625.00000000</valUSD>
        <pctVal>0.076821109577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J23G8"/>
        </identifiers>
        <balance>-462255.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-462255.69000000</valUSD>
        <pctVal>-0.02943001762</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>475000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>495425.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Trinity Rail Leasing L.P.</name>
        <lei>N/A</lei>
        <title>Trinity Rail Leasing, LP</title>
        <cusip>89655YAA4</cusip>
        <identifiers>
          <isin value="US89655YAA47"/>
        </identifiers>
        <balance>132545.09800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142395.29000000</valUSD>
        <pctVal>0.009065752969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.65700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN FINANCIAL GROUP</name>
        <lei>549300AFOM7IVKIU1G39</lei>
        <title>American Financial Group, Inc.</title>
        <cusip>025932864</cusip>
        <identifiers>
          <isin value="US0259328641"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2608000.00000000</valUSD>
        <pctVal>0.166041192399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KRONOS ACQ  / KIK CUSTOM</name>
        <lei>N/A</lei>
        <title>Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.</title>
        <cusip>50106GAE2</cusip>
        <identifiers>
          <isin value="US50106GAE26"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247970.63000000</valUSD>
        <pctVal>0.015787323268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Co</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Co.</title>
        <cusip>345370860</cusip>
        <identifiers>
          <isin value="US3453708600"/>
        </identifiers>
        <balance>64606.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1239789.14000000</valUSD>
        <pctVal>0.078932541077</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>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp.</title>
        <cusip>682691AA8</cusip>
        <identifiers>
          <isin value="US682691AA80"/>
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        <balance>2200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2123000.00000000</valUSD>
        <pctVal>0.135163133229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Autodesk Inc</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>Autodesk, Inc.</title>
        <cusip>052769106</cusip>
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          <isin value="US0527691069"/>
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        <balance>2879.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>731813.01000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2030466.00000000</valUSD>
        <pctVal>0.129271854204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CD&amp;R SMOKEY BUYER INC</name>
        <lei>N/A</lei>
        <title>CD&amp;R Smokey Buyer, Inc.</title>
        <cusip>12510CAA9</cusip>
        <identifiers>
          <isin value="US12510CAA99"/>
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        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1722187.50000000</valUSD>
        <pctVal>0.109644963970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARTERA SERVICES LLC</name>
        <lei>549300J2G34D0WX8Z443</lei>
        <title>Artera Services LLC</title>
        <cusip>73939VAA2</cusip>
        <identifiers>
          <isin value="US73939VAA26"/>
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        <balance>6290000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6321450.00000000</valUSD>
        <pctVal>0.402462076568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.03300000</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>TRANSACT HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Transact Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US09227HAC43"/>
        </identifiers>
        <balance>4070615.44820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4027873.99000000</valUSD>
        <pctVal>0.256439033793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.84000000</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="BGH7J27Q2"/>
        </identifiers>
        <balance>-1201127.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1201127.14000000</valUSD>
        <pctVal>-0.07647108226</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1350000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1361475.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US FOODS INC</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US Foods, Inc.</title>
        <cusip>90290MAE1</cusip>
        <identifiers>
          <isin value="US90290MAE12"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2512500.00000000</valUSD>
        <pctVal>0.159961079717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INGENOVIS HEALTH INC</name>
        <lei>N/A</lei>
        <title>CCRR Parent, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US12510MAB54"/>
        </identifiers>
        <balance>3980000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3960100.00000000</valUSD>
        <pctVal>0.252124128075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-06</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>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="BGH7J1WM5"/>
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        <balance>-140212.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-140212.44000000</valUSD>
        <pctVal>-0.00892677941</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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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>181000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>182248.90000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sysco Corp</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>Sysco Corp.</title>
        <cusip>871829107</cusip>
        <identifiers>
          <isin value="US8718291078"/>
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        <balance>10700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>749428.00000000</valUSD>
        <pctVal>0.047713159025</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>ABPCI Direct Lending Fund CLO</name>
        <lei>N/A</lei>
        <title>ABPCI Direct Lending Fund CLO II LLC</title>
        <cusip>000823AS3</cusip>
        <identifiers>
          <isin value="US000823AS37"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3008744.40000000</valUSD>
        <pctVal>0.191555025997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <annualizedRt>4.63200000</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>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>4050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4027239.00000000</valUSD>
        <pctVal>0.256398606455</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>
          <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>Amazon.com Inc</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com, Inc.</title>
        <cusip>023135106</cusip>
        <identifiers>
          <isin value="US0231351067"/>
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        <balance>236.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>827668.52000000</valUSD>
        <pctVal>0.052694427903</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>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>2341769.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2314441.12000000</valUSD>
        <pctVal>0.147351442984</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>
        <name>DENTSPLY SIRONA Inc</name>
        <lei>9NHEHR1SOZCYXDO8HO28</lei>
        <title>Dentsply Sirona, Inc.</title>
        <cusip>24906P109</cusip>
        <identifiers>
          <isin value="US24906P1093"/>
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        <balance>13454.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>655747.96000000</valUSD>
        <pctVal>0.041748916101</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>HILLENBRAND INC</name>
        <lei>U246OE781574J2BUD366</lei>
        <title>Hillenbrand, Inc.</title>
        <cusip>431571AD0</cusip>
        <identifiers>
          <isin value="US431571AD01"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340609.75000000</valUSD>
        <pctVal>0.021685294874</pctVal>
        <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>
          <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>Sealed Air Corp</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>Sealed Air Corp.</title>
        <cusip>81211K100</cusip>
        <identifiers>
          <isin value="US81211K1007"/>
        </identifiers>
        <balance>14105.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>876202.60000000</valUSD>
        <pctVal>0.055784403561</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>
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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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          <isin value="US63689EAS46"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-03-02</maturityDt>
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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="BGH7J26Q3"/>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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            <repurchaseCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL PART/GLP FINANCE</name>
        <lei>N/A</lei>
        <title>Global Partners Limited Partnership / GLP Finance Corp.</title>
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          <isin value="US37954FAJ30"/>
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        <curCd>USD</curCd>
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          <maturityDt>2029-01-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX171347 1"/>
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        <balance>87213.00280000</balance>
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        <curCd>USD</curCd>
        <valUSD>83109.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.70000000</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>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>1701630.00000000</valUSD>
        <pctVal>0.108336148091</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLD INTERMEDIATE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>BHI Investments LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX168008 1"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3930000.00000000</valUSD>
        <pctVal>0.250207778423</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-28</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aflac Inc</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>Aflac, Inc.</title>
        <cusip>001055102</cusip>
        <identifiers>
          <isin value="US0010551028"/>
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        <balance>14987.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>811396.18000000</valUSD>
        <pctVal>0.051658431455</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>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>1394593.05540000</balance>
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        <curCd>USD</curCd>
        <valUSD>1375417.40000000</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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NIKE Inc</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE, Inc.</title>
        <cusip>654106103</cusip>
        <identifiers>
          <isin value="US6541061031"/>
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        <balance>5007.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>847384.68000000</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>
        <name>Copart Inc</name>
        <lei>549300KVYX3JWMYEHU61</lei>
        <title>Copart, Inc.</title>
        <cusip>217204106</cusip>
        <identifiers>
          <isin value="US2172041061"/>
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        <balance>5719.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>830170.04000000</valUSD>
        <pctVal>0.052853689929</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>
        <name>Lowe's Cos Inc</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Companies, Inc.</title>
        <cusip>548661107</cusip>
        <identifiers>
          <isin value="US5486611073"/>
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        <balance>4009.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>980561.31000000</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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          <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>2536566.12900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2346323.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-03</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <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>1165376.23700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1120091.00000000</valUSD>
        <pctVal>0.071311827160</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>
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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>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="BGH7ETGB1"/>
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        <balance>-128209.77000000</balance>
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        <valUSD>-128209.77000000</valUSD>
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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">
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              <principalAmt>150000.00000000</principalAmt>
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        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. Morgan Securities LLC</title>
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          <other otherDesc="Internal ID" value="BGH7E4YQ3"/>
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        <curCd>USD</curCd>
        <valUSD>-1532594.79000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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      <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="LX173635 1"/>
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        <balance>3000000.00000000</balance>
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        <valUSD>3948651.45000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.81000000</annualizedRt>
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      <invstOrSec>
        <name>FLNG LIQUEFACTION 2 LLC</name>
        <lei>5493008RXZY6NJ5WF161</lei>
        <title>FLNG Liquefaction 2 LLC</title>
        <cusip>33972PAA7</cusip>
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          <isin value="US33972PAA75"/>
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        <balance>252945.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>270929.39000000</valUSD>
        <pctVal>0.017249018010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</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>Rollins Inc</name>
        <lei>549300F2A0BXT4SGWD84</lei>
        <title>Rollins, Inc.</title>
        <cusip>775711104</cusip>
        <identifiers>
          <isin value="US7757111049"/>
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        <balance>21032.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>699944.96000000</valUSD>
        <pctVal>0.044562766783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>Blue Whale Acquisition Corp.</name>
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      <invstOrSec>
        <name>LTI HOLDINGS INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
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        <name>PACIFIC BEACON LLC</name>
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        <name>CLEARWAY ENERGY OP LLC</name>
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      <invstOrSec>
        <name>LEGENDS HOSPITALITY HOLD</name>
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      <invstOrSec>
        <name>KAR NUT PRODUCTS</name>
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        <name>ARCIS GOLF LLC</name>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <name>Interpublic Group of Cos Inc/T</name>
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        <name>Assurant Inc</name>
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        <name>SIERRA ENTERPRISES LLC</name>
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        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
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        <name>KUVARE US HOLDINGS INC</name>
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        <name>BRITISH TELECOMMUNICATIO</name>
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        <title>British Telecommunications plc</title>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
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        <name>QBE INSURANCE GROUP LTD</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE Insurance Group Ltd.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
        <cusip>62886EAZ1</cusip>
        <identifiers>
          <isin value="US62886EAZ16"/>
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        <balance>3150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3194635.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>ACADIA HEALTHCARE CO INC</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>Acadia Healthcare Company, Inc.</title>
        <cusip>00404AAP4</cusip>
        <identifiers>
          <isin value="US00404AAP49"/>
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        <balance>2400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2436000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Teradyne Inc</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>Teradyne, Inc.</title>
        <cusip>880770102</cusip>
        <identifiers>
          <isin value="US8807701029"/>
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        <balance>6772.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1035235.64000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SBKSCP</name>
        <lei>N/A</lei>
        <title>TPG Pace Beneficial II Corp.</title>
        <cusip>SBKSCP682</cusip>
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          <ticker value="YTPG"/>
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        <balance>160210.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1602100.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KENNEDY-WILSON INC</name>
        <lei>5EA4464UK7FM5QNNKL62</lei>
        <title>Kennedy-Wilson, Inc.</title>
        <cusip>489399AN5</cusip>
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          <isin value="US489399AN56"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1457250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>CELTIC INTERMEDIATE CORP</name>
        <lei>N/A</lei>
        <title>National Mentor Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192640 1"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148018.50000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carrier Global Corp</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>Carrier Global Corp.</title>
        <cusip>14448C104</cusip>
        <identifiers>
          <isin value="US14448C1045"/>
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        <balance>14517.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>785660.04000000</valUSD>
        <pctVal>0.050019911756</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>
        <name>GMAC Commercial Mortgage Asset</name>
        <lei>N/A</lei>
        <title>GMAC Commercial Mortgage Asset Corp.</title>
        <cusip>38011SAC9</cusip>
        <identifiers>
          <isin value="US38011SAC98"/>
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        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4417150.12000000</valUSD>
        <pctVal>0.281222727350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.35600000</annualizedRt>
          <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>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="BGH7J1WL7"/>
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        <balance>-1483498.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1483498.30000000</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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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SBBMHR</name>
        <lei>N/A</lei>
        <title>Waverley Capital Acquisition Corp. 1</title>
        <cusip>SBBMHRS09</cusip>
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          <ticker value="WAVC/U"/>
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        <balance>46950.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>464805.00000000</valUSD>
        <pctVal>0.029592322251</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>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7JRUK4"/>
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        <balance>-3016328.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-3016328.46000000</valUSD>
        <pctVal>-0.19203787352</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>3560000.00000000</principalAmt>
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              <collateralVal>3595600.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Entergy Corp</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp.</title>
        <cusip>29364G103</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
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        <balance>7325.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>734990.50000000</valUSD>
        <pctVal>0.046793979686</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>AIR CANADA</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>Air Canada</title>
        <cusip>008911BK4</cusip>
        <identifiers>
          <isin value="US008911BK48"/>
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        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>818210.25000000</valUSD>
        <pctVal>0.052092256726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</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>
        <name>COMPAGNIE BENELUX PARTICIPATIONS SA</name>
        <lei>N/A</lei>
        <title>Holding SOCOTEC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX194737 1"/>
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        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1346058.00000000</valUSD>
        <pctVal>0.085698265091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.38000000</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>DIAMOND BC BV</name>
        <lei>549300SWLHWJF3D4N658</lei>
        <title>Diamond BC BV</title>
        <cusip>25257DAA6</cusip>
        <identifiers>
          <isin value="US25257DAA63"/>
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        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>806437.50000000</valUSD>
        <pctVal>0.051342731631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>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="BGH7J2329"/>
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        <balance>-1546124.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1546124.37000000</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>1675000.00000000</principalAmt>
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              <collateralVal>1682370.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CLEARWATER PAPER CORP</name>
        <lei>549300HCVV19GXN4P292</lei>
        <title>Clearwater Paper Corp.</title>
        <cusip>18538RAJ2</cusip>
        <identifiers>
          <isin value="US18538RAJ23"/>
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        <balance>2547000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2572470.00000000</valUSD>
        <pctVal>0.163779135817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J2709"/>
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        <balance>-693545.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-693545.62000000</valUSD>
        <pctVal>-0.04415534575</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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      <invstOrSec>
        <name>HOWMET AEROSPACE INC</name>
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        <title>Howmet Aerospace, Inc.</title>
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      <invstOrSec>
        <name>Dow Inc</name>
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        <name>Intel Corp</name>
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        <title>Intel Corp.</title>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>Tyler Technologies Inc</name>
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        <name>KKR &amp; CO INC</name>
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        <name>L3Harris Technologies Inc</name>
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        <name>Albemarle Corp</name>
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        <name>RBC Capital Markets, LLC</name>
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        <name>Apple Inc</name>
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        <name>CBC INSURANCE REVENUE SECURITI</name>
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        <title>CBC Insurance Revenue Securitization LLC</title>
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        <name>PepsiCo Inc</name>
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        <name>HP COMMUNITIES LLC</name>
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        <name>Williams Cos Inc/The</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Companies, Inc.</title>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <name>Invesco Trust for Investment G</name>
        <lei>V0VF67S6NRLBDK357F71</lei>
        <title>Invesco Trust for Investment Grade Municipals</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>TECBID US INC</name>
        <lei>N/A</lei>
        <title>Tecbid US, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX165626 1"/>
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        <balance>988890.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>981473.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J26Y6"/>
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        <balance>-1094246.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1094246.08000000</valUSD>
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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">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>-2.00000000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1290000.00000000</principalAmt>
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              <collateralVal>1218405.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group, Inc.</title>
        <cusip>91324P102</cusip>
        <identifiers>
          <isin value="US91324P1021"/>
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        <balance>2028.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>900878.16000000</valUSD>
        <pctVal>0.057355400265</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>KKR Acquisition Holdings I Cor</name>
        <lei>N/A</lei>
        <title>KKR Acquisition Holdings I Corp.</title>
        <cusip>48253T109</cusip>
        <identifiers>
          <isin value="US48253T1097"/>
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        <balance>783532.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7686448.92000000</valUSD>
        <pctVal>0.489366236193</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>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>Eversource Energy</title>
        <cusip>30040W108</cusip>
        <identifiers>
          <isin value="US30040W1080"/>
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        <balance>9274.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>762971.98000000</valUSD>
        <pctVal>0.048575451428</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>Pfizer Inc</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>Pfizer, Inc.</title>
        <cusip>717081103</cusip>
        <identifiers>
          <isin value="US7170811035"/>
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        <balance>17969.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>965474.37000000</valUSD>
        <pctVal>0.061467989120</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>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>51.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2481.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Expedia Group Inc</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>Expedia Group, Inc.</title>
        <cusip>30212P303</cusip>
        <identifiers>
          <isin value="US30212P3038"/>
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        <balance>5635.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>907742.15000000</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>
          <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="BGH77DQK3"/>
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        <balance>-696208.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-696208.61000000</valUSD>
        <pctVal>-0.04432488794</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>725000.00000000</principalAmt>
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              <collateralVal>734062.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AutoZone Inc</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AutoZone, Inc.</title>
        <cusip>053332102</cusip>
        <identifiers>
          <isin value="US0533321024"/>
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        <balance>528.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>959412.96000000</valUSD>
        <pctVal>0.061082082776</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>
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      <invstOrSec>
        <name>Brown &amp; Brown Inc</name>
        <lei>549300PC8KTJ71XKFY89</lei>
        <title>Brown &amp; Brown, Inc.</title>
        <cusip>115236101</cusip>
        <identifiers>
          <isin value="US1152361010"/>
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        <balance>14180.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>913333.80000000</valUSD>
        <pctVal>0.058148402304</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>
        <name>American Airlines Group Inc</name>
        <lei>N/A</lei>
        <title>American Airlines Group, Inc.</title>
        <cusip>02376R102</cusip>
        <identifiers>
          <isin value="US02376R1023"/>
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        <balance>43230.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>764738.70000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>58000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1527720.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <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>
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          <isin value="US390607AF62"/>
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        <balance>3450000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UPC BROADBAND FINCO BV</name>
        <lei>213800MNFBDEQRS6HZ22</lei>
        <title>UPC Broadband Finco BV</title>
        <cusip>90320BAA7</cusip>
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          <isin value="US90320BAA70"/>
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        <balance>4550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4595500.00000000</valUSD>
        <pctVal>0.292577568891</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>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>589507.29220000</balance>
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        <curCd>USD</curCd>
        <valUSD>583983.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.38000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>254900I0IPNA482LDS44</lei>
        <title>Dryden 37 Senior Loan Fund</title>
        <cusip>26249YAE1</cusip>
        <identifiers>
          <isin value="US26249YAE14"/>
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        <balance>1050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>467569.20000000</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>
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        <securityLending>
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      <invstOrSec>
        <name>POWDR CORP</name>
        <lei>549300XIF5ZPMVRIGO50</lei>
        <title>Powdr Corp.</title>
        <cusip>73900LAA9</cusip>
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          <isin value="US73900LAA98"/>
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        <balance>2790000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2908575.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2025-08-01</maturityDt>
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        <name>PACIFIC BELLS LLC</name>
        <lei>N/A</lei>
        <title>Pacific Bells, LLC</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>OREGON CLEAN ENERGY LLC</name>
        <lei>N/A</lei>
        <title>Oregon Clean Energy LLC</title>
        <cusip>N/A</cusip>
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        <balance>2293697.83220000</balance>
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        <curCd>USD</curCd>
        <valUSD>2096279.26000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Mastercard Inc</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>Mastercard, Inc.</title>
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          <isin value="US57636Q1040"/>
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        <balance>2358.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>742581.36000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH75FG21"/>
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        <curCd>USD</curCd>
        <valUSD>-905114.64000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
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              <collateralVal>1019100.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>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>3925000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3787703.50000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2031-09-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Monolithic Power Systems Inc</name>
        <lei>529900TB7O85LSZ1XU31</lei>
        <title>Monolithic Power Systems, Inc.</title>
        <cusip>609839105</cusip>
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          <isin value="US6098391054"/>
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        <balance>1658.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>917636.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fastenal Co</name>
        <lei>529900PP0C7H2HHPSJ32</lei>
        <title>Fastenal Co.</title>
        <cusip>311900104</cusip>
        <identifiers>
          <isin value="US3119001044"/>
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        <balance>15289.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>904650.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>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="BGH7LG5P2"/>
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        <balance>-1187157.19000000</balance>
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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">
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>1400000.00000000</principalAmt>
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              <collateralVal>1393000.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VAIL RESORTS INC</name>
        <lei>529900PSZHRNU9HKH870</lei>
        <title>Vail Resorts, Inc.</title>
        <cusip>91879QAL3</cusip>
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          <isin value="US91879QAL32"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1045000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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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>1011778 BC / NEW RED FIN</name>
        <lei>N/A</lei>
        <title>1011778 BC ULC / New Red Finance, Inc.</title>
        <cusip>68245XAM1</cusip>
        <identifiers>
          <isin value="US68245XAM11"/>
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        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>692766.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ATD New Holdings Inc</name>
        <lei>5493001F45YR8KICVO87</lei>
        <title>ATD New Holdings, Inc.</title>
        <cusip>04683P100</cusip>
        <identifiers>
          <isin value="US04683P1003"/>
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        <balance>23593.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1952320.75000000</valUSD>
        <pctVal>0.124296650795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</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>BIB MERCHANT VOUCHER RECEIVABLES LTD</name>
        <lei>N/A</lei>
        <title>Bib Merchant Voucher Receivables Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US08866TAB89"/>
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        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1152184.09000000</valUSD>
        <pctVal>0.073355069082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VeriSign Inc</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign, Inc.</title>
        <cusip>92343E102</cusip>
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          <isin value="US92343E1029"/>
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        <balance>3704.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>STERIS PLC</name>
        <lei>N/A</lei>
        <title>STERIS plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE00BFY8C754"/>
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        <balance>3906.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>853578.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>HAMPTON ROADS PPV LLC</name>
        <lei>N/A</lei>
        <title>Hampton Roads PPV LLC</title>
        <cusip>409322AD6</cusip>
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          <isin value="US409322AD66"/>
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        <balance>4735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5335849.58000000</valUSD>
        <pctVal>0.339712740308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62100000</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>General Electric Co</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Co.</title>
        <cusip>369604301</cusip>
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          <isin value="US3696043013"/>
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        <balance>8031.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>762864.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Leidos Holdings Inc</name>
        <lei>549300IUTGTP6EJP8124</lei>
        <title>Leidos Holdings, Inc.</title>
        <cusip>525327102</cusip>
        <identifiers>
          <isin value="US5253271028"/>
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        <balance>8424.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>740553.84000000</valUSD>
        <pctVal>0.047148175854</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>DuPont de Nemours Inc</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DuPont de Nemours, Inc.</title>
        <cusip>26614N102</cusip>
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          <isin value="US26614N1028"/>
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        <balance>11621.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>859489.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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>
        <cusip>15911NAA3</cusip>
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          <isin value="US15911NAA37"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>401398.00000000</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>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CLAROS MORTGAGE TRUST INC</name>
        <lei>N/A</lei>
        <title>Claros Mortgage Trust, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US18269PAB85"/>
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        <balance>1470000.00010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1466325.00000000</valUSD>
        <pctVal>0.093355196106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FERGUSON FINANCE PLC</name>
        <lei>2138003A7ZEU931DZL61</lei>
        <title>Ferguson Finance plc</title>
        <cusip>314890AB0</cusip>
        <identifiers>
          <isin value="US314890AB05"/>
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        <balance>490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520704.17000000</valUSD>
        <pctVal>0.033151204476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>WAMU Asset-Backed Certificates</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>General Dynamics Corp</name>
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        <name>IVC ACQUISITION LTD</name>
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        <name>Hess Corp</name>
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        <name>ANCHOR PACKAGING LLC</name>
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        <name>Taxware Holdings (Sovos Compliance LLC)</name>
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        <name>PROJECT SILVERBACK HOLDINGS CORP</name>
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        <name>Zions Bancorp NA</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
        <title>Zions Bancorp North America</title>
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        <name>DIVERSITECH HOLDINGS INC</name>
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        <name>3M Co</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M Co.</title>
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        <name>T Rowe Price Group Inc</name>
        <lei>549300SIV6FPS9Y7IH33</lei>
        <title>T. Rowe Price 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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        <invCountry>DK</invCountry>

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        <name>MB2 DENTAL SOLUTIONS LLC</name>
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        <title>MB2 Dental Solutions LLC</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>SNACKING INVESTMENTS BIDCO PTY LTD</name>
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        <title>Snacking Investments US LLC (Arnott's)</title>
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        <issuerCat>CORP</issuerCat>
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        <name>PH OFFSHORE GP ISSUER</name>
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        <name>Voya CLO Ltd</name>
        <lei>N/A</lei>
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          <isin value="US44986TAB89"/>
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        <curCd>USD</curCd>
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          <maturityDt>2030-10-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Visa Inc</name>
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        <title>Visa, Inc.</title>
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        <name>RBC Capital Markets, LLC</name>
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        <name>BlackRock MuniVest Fund Inc</name>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <name>Matterport, Inc.</name>
        <lei>N/A</lei>
        <title>Matterport, Inc.</title>
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        <name>Sempra Energy</name>
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        <title>Sempra Energy</title>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <title>Figs, Inc.</title>
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        <name>Twitter Inc</name>
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        <title>Twitter, Inc.</title>
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        <name>RBC Capital Markets, LLC</name>
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        <name>Bio-Techne Corp</name>
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        <title>Bio-Techne Corp.</title>
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        <name>Target Corp</name>
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        <name>RADIATE HOLDCO / FINANCE</name>
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        <name>CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC</name>
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        <title>DG Investment Intermediate Holdings 2, Inc.</title>
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        <name>ARCOSA INC</name>
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        <title>Arcosa, Inc.</title>
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        <name>MSCI Inc</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI, Inc.</title>
        <cusip>55354G100</cusip>
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        <balance>1259.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.050453956039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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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>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH78AFA2"/>
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        <balance>-1006201.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1006201.75000000</valUSD>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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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>GALLS</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <valUSD>-2528.48000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX180803 1"/>
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        <balance>97718.27850000</balance>
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        <curCd>USD</curCd>
        <valUSD>96943.83000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Omnicom Group Inc</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
        <title>Omnicom Group, Inc.</title>
        <cusip>681919106</cusip>
        <identifiers>
          <isin value="US6819191064"/>
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        <balance>11430.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>769353.30000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PAINT INTERMEDIATE III LLC</name>
        <lei>N/A</lei>
        <title>WESCO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US69575EAB56"/>
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        <balance>1130624.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1128253.21000000</valUSD>
        <pctVal>0.071831483250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KENNEDY-WILSON INC</name>
        <lei>5EA4464UK7FM5QNNKL62</lei>
        <title>Kennedy-Wilson, Inc.</title>
        <cusip>489399AM7</cusip>
        <identifiers>
          <isin value="US489399AM73"/>
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        <balance>2825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2885087.75000000</valUSD>
        <pctVal>0.183682289181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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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="BGH7HMDN0"/>
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        <balance>-3154572.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-3154572.73000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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          <repurchaseRt>0.40000000</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>4075000.00000000</principalAmt>
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              <collateralVal>4037102.50000000</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>
        <name>Walgreens Boots Alliance Inc</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>Walgreens Boots Alliance, Inc.</title>
        <cusip>931427108</cusip>
        <identifiers>
          <isin value="US9314271084"/>
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        <balance>16566.00000000</balance>
        <units>NS</units>
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        <valUSD>742156.80000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>Meta Platforms, Inc.</title>
        <cusip>30303M102</cusip>
        <identifiers>
          <isin value="US30303M1027"/>
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        <balance>2163.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>701806.98000000</valUSD>
        <pctVal>0.044681314337</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>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp</title>
        <cusip>316773100</cusip>
        <identifiers>
          <isin value="US3167731005"/>
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        <balance>21190.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>893158.50000000</valUSD>
        <pctVal>0.056863919609</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>UDR Inc</name>
        <lei>P3CH2EG5X6Z1XWU1OO74</lei>
        <title>UDR, Inc.</title>
        <cusip>902653104</cusip>
        <identifiers>
          <isin value="US9026531049"/>
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        <balance>15530.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>881016.90000000</valUSD>
        <pctVal>0.056090911272</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>
        <name>Cerberus</name>
        <lei>N/A</lei>
        <title>Cerberus Loan Funding XXX, LP</title>
        <cusip>15674JAC5</cusip>
        <identifiers>
          <isin value="US15674JAC53"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2025369.60000000</valUSD>
        <pctVal>0.128947386285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.77400000</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>MINERALS TECHNOLOGIES IN</name>
        <lei>549300D3I1QU67GP6403</lei>
        <title>Minerals Technologies, Inc.</title>
        <cusip>603158AA4</cusip>
        <identifiers>
          <isin value="US603158AA41"/>
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        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1361529.00000000</valUSD>
        <pctVal>0.086683243345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7LG754"/>
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        <balance>-1921685.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1921685.41000000</valUSD>
        <pctVal>-0.12234621813</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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              <principalAmt>2275000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NiSource Inc</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource, Inc.</title>
        <cusip>65473P105</cusip>
        <identifiers>
          <isin value="US65473P1057"/>
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        <balance>33288.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>815888.88000000</valUSD>
        <pctVal>0.051944464148</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>PECF USS INTERMEDIATE HOLDING II CORPORATION</name>
        <lei>N/A</lei>
        <title>PECF USS Intermediate Holding III Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX199934 1"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3982520.00000000</valUSD>
        <pctVal>0.253551522068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARDAGH METAL PACKAGING</name>
        <lei>N/A</lei>
        <title>Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc</title>
        <cusip>03969YAB4</cusip>
        <identifiers>
          <isin value="US03969YAB48"/>
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        <balance>2300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2230195.00000000</valUSD>
        <pctVal>0.141987820967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
        <cusip>78573NAF9</cusip>
        <identifiers>
          <isin value="US78573NAF96"/>
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        <balance>3725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3855375.00000000</valUSD>
        <pctVal>0.245456695608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International, Inc.</title>
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          <isin value="US571903BD44"/>
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        <curCd>USD</curCd>
        <valUSD>553019.67000000</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>2025-05-01</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH77E177"/>
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        <balance>-813884.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-813884.75000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <repurchaseRt>0.43000000</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>880000.00000000</principalAmt>
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              <collateralVal>941776.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR CANADA</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>Air Canada</title>
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          <isin value="XAC0102MAP05"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>248020.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-08-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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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>
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          <isin value="US5341871094"/>
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        <balance>12518.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>830318.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J23M5"/>
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        <balance>-799085.35000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>825000.00000000</principalAmt>
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              <collateralVal>818235.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ceridian HCM Holding Inc</name>
        <lei>549300T64GVCHFJ8L449</lei>
        <title>Ceridian HCM Holding, Inc.</title>
        <cusip>15677J108</cusip>
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          <isin value="US15677J1088"/>
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        <balance>7458.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>815905.20000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IPG Photonics Corp</name>
        <lei>5493002KZ51CADQ94G15</lei>
        <title>IPG Photonics Corp.</title>
        <cusip>44980X109</cusip>
        <identifiers>
          <isin value="US44980X1090"/>
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        <balance>4749.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>779738.31000000</valUSD>
        <pctVal>0.049642898294</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>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
        <title>SHO Holding I Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US82488HAB78"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142500.00000000</valUSD>
        <pctVal>0.009072419446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.89000000</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>
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          <other otherDesc="Internal ID" value="BGH7J2733"/>
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        <balance>-903774.24000000</balance>
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        <valUSD>-903774.24000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
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              <principalAmt>1100000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec ILS / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.ILS.USD1"/>
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        <balance>2853775.00000000</balance>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>SUPERIOR PLUS LP</name>
        <lei>549300K5Y13GU6TPZJ49</lei>
        <title>Superior Plus, LP</title>
        <cusip>86828QAK7</cusip>
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          <isin value="CA86828QAK72"/>
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        <balance>350000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.27735000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-18</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>BILLIKEN BUYER INC</name>
        <lei>N/A</lei>
        <title>EyeCare Partners LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US30233PAB67"/>
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        <balance>1726312.91740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1703439.27000000</valUSD>
        <pctVal>0.108451337258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.88000000</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>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>184043.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>233734.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Raytheon Technologies Corp</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>Raytheon Technologies Corp.</title>
        <cusip>75513E101</cusip>
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          <isin value="US75513E1010"/>
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        <balance>9870.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>798680.40000000</valUSD>
        <pctVal>0.050848867316</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>
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      <invstOrSec>
        <name>Mid-America Apartment Communit</name>
        <lei>549300FQZKFR5YNSHZ21</lei>
        <title>Mid-America Apartment Communities, Inc.</title>
        <cusip>59522J103</cusip>
        <identifiers>
          <isin value="US59522J1034"/>
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        <balance>4323.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>891618.75000000</valUSD>
        <pctVal>0.056765889729</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>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
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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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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>622877.57000000</valUSD>
        <pctVal>0.039656186518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <name>APA Corp</name>
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        <name>McCormick &amp; Co Inc/MD</name>
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        <name>AVANTOR FUNDING INC</name>
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        <name>FT GORDON HOUSING</name>
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        <name>SPDR S&amp;P 500 ETF Trust</name>
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        <name>UNITED WHOLESALE MTGE LL</name>
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        <title>United Wholesale Mortgage LLC</title>
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        <name>NIELSEN FINANCE LLC/CO</name>
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        <name>ONEMAIN FINANCE CORP</name>
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        <title>OneMain Finance Corp.</title>
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        <name>M&amp;T Bank Corp</name>
        <lei>549300WYXDDBYRASEG81</lei>
        <title>M&amp;T Bank Corp.</title>
        <cusip>55261F104</cusip>
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        <balance>6034.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.056321881702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZIGGO BOND CO BV</name>
        <lei>213800JYI4P7V5QDOG59</lei>
        <title>Ziggo Bond Company BV</title>
        <cusip>98953GAD7</cusip>
        <identifiers>
          <isin value="US98953GAD79"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>499427.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-28</maturityDt>
          <couponKind>Fixed</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>CATALENT PHARMA SOLUTION</name>
        <lei>549300HALRZ339MSTH85</lei>
        <title>Catalent Pharma Solutions, Inc.</title>
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          <isin value="US14879EAK47"/>
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        <balance>625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>606487.50000000</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>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7J27B5"/>
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        <curCd>USD</curCd>
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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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            <repurchaseCollateral>
              <principalAmt>1025000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>MB2 DENTAL SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>MB2 Dental Solutions LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7GS7T2 1"/>
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        <curCd>USD</curCd>
        <valUSD>-18993.32000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-29</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>F5 Inc</name>
        <lei>54930015FPK9KT966303</lei>
        <title>F5, Inc.</title>
        <cusip>315616102</cusip>
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          <isin value="US3156161024"/>
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        <balance>4036.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>918512.88000000</valUSD>
        <pctVal>0.058478134136</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>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
        <lei>N/A</lei>
        <title>Qlik Technologies, Inc. - Class B</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="QLIK"/>
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        <balance>27624.14000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2.76000000</valUSD>
        <pctVal>0.000000175718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>Xcel Energy, Inc.</title>
        <cusip>98389B100</cusip>
        <identifiers>
          <isin value="US98389B1008"/>
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        <balance>12089.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>770431.97000000</valUSD>
        <pctVal>0.049050399908</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>
        <name>Mosaic Co/The</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>Mosaic Co.</title>
        <cusip>61945C103</cusip>
        <identifiers>
          <isin value="US61945C1036"/>
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        <balance>25777.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>882088.94000000</valUSD>
        <pctVal>0.056159163880</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>
        <name>Verisk Analytics Inc</name>
        <lei>549300I1YSWNIRKBWP67</lei>
        <title>Verisk Analytics, Inc.</title>
        <cusip>92345Y106</cusip>
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          <isin value="US92345Y1064"/>
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        <balance>3985.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>896106.95000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
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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="BGH7J27A7"/>
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        <valUSD>-919381.27000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TK ELEVATOR US NEWCO INC</name>
        <lei>549300C2AFWPAYWS5574</lei>
        <title>TK Elevator US Newco, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>1576241.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Yum! Brands Inc</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands, Inc.</title>
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        <balance>6307.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SJRW15297"/>
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        <balance>341.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>341710.00000000</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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      <invstOrSec>
        <name>SCIL IV LLC / SCIL USA H</name>
        <lei>N/A</lei>
        <title>SCIL IV LLC / SCIL USA Holdings LLC</title>
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          <isin value="US78397UAA88"/>
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        <balance>5875000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5926523.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BlackRock Taxable Municipal Bo</name>
        <lei>SNYX4R2CEK5Q5D25DZ39</lei>
        <title>BlackRock Taxable Municipal Bond Trust</title>
        <cusip>09248X100</cusip>
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          <isin value="US09248X1000"/>
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        <balance>287142.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7477177.68000000</valUSD>
        <pctVal>0.476042752211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PulteGroup Inc</name>
        <lei>N/A</lei>
        <title>PulteGroup, Inc.</title>
        <cusip>745867101</cusip>
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          <isin value="US7458671010"/>
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        <balance>17092.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>855112.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Rentals Inc</name>
        <lei>5323X5O7RN0NKFCDRY08</lei>
        <title>United Rentals, Inc.</title>
        <cusip>911363109</cusip>
        <identifiers>
          <isin value="US9113631090"/>
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        <balance>2400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>812976.00000000</valUSD>
        <pctVal>0.051759012435</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>Vulcan Materials Co</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>Vulcan Materials Co.</title>
        <cusip>929160109</cusip>
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          <isin value="US9291601097"/>
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        <balance>4610.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>883460.40000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Loews Corp</name>
        <lei>R8V1FN4M5ITGZOG7BS19</lei>
        <title>Loews Corp.</title>
        <cusip>540424108</cusip>
        <identifiers>
          <isin value="US5404241086"/>
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        <balance>15315.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>818739.90000000</valUSD>
        <pctVal>0.052125977477</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="BGH7J26W0"/>
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        <balance>-2500534.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2500534.34000000</valUSD>
        <pctVal>-0.15919927279</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <name>Blue Whale Acquisition Corp.</name>
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        <name>MACQUARIE BANK LTD</name>
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        <name>CLEARWAY ENERGY OP LLC</name>
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        <name>Masco Corp</name>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <name>Cengage Learning Holdings II I</name>
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      </invstOrSec>
      <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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        <balance>1574548.52430000</balance>
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        <curCd>USD</curCd>
        <valUSD>598786.32000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Otis Worldwide Corp</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>Otis Worldwide Corp.</title>
        <cusip>68902V107</cusip>
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          <isin value="US68902V1070"/>
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        <balance>9047.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>727378.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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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>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>909495.00000000</valUSD>
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        <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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3846415.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <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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        <balance>1625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1641826.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH770AQ5"/>
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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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>1700000.00000000</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>WOMENS CARE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Women's Care Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US97815UAH77"/>
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        <balance>6807937.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6793028.12000000</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>2028-01-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</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>ACADIA HEALTHCARE CO INC</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>Acadia Healthcare Company, Inc.</title>
        <cusip>00404AAN9</cusip>
        <identifiers>
          <isin value="US00404AAN90"/>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>572660.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PRO MACH GROUP INC</name>
        <lei>N/A</lei>
        <title>Pro Mach Group, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX196944U 1"/>
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        <balance>-318435.75200000</balance>
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        <curCd>USD</curCd>
        <valUSD>-496.76000000</valUSD>
        <pctVal>-0.00003162677</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J23L7"/>
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        <balance>-559961.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-559961.61000000</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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            <repurchaseCollateral>
              <principalAmt>600000.00000000</principalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AZALEA TOPCO INC</name>
        <lei>N/A</lei>
        <title>Emerald TopCo, Inc. (Press Ganey)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US29102TAB89"/>
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        <balance>2053492.14960000</balance>
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        <curCd>USD</curCd>
        <valUSD>2030390.36000000</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>2026-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.63000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PELICAN TOPCO LLC</name>
        <lei>N/A</lei>
        <title>Pregis TopCo LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US74045BAE74"/>
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        <balance>670000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>666650.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARGOS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>PetSmart LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US71677HAL96"/>
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        <balance>2842875.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2827949.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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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="BGH750FB5"/>
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        <balance>-2022154.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2022154.50000000</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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              <principalAmt>2300000.00000000</principalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>AUXEY HOLDCO LTD</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX175460 1"/>
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        <balance>2600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2502500.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.16000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Merck &amp; Co Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Company, Inc.</title>
        <cusip>58933Y105</cusip>
        <identifiers>
          <isin value="US58933Y1055"/>
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        <balance>11153.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>835471.23000000</valUSD>
        <pctVal>0.053191196029</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>Accenture PLC</name>
        <lei>N/A</lei>
        <title>Accenture plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
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        <balance>2396.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>856330.40000000</valUSD>
        <pctVal>0.054519218061</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>FRANCHISE GROUP INC</name>
        <lei>N/A</lei>
        <title>Franchise Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7KU6N6 1"/>
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        <curCd>USD</curCd>
        <valUSD>3806687.50000000</valUSD>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>EVERARC ESCROW SARL</name>
        <lei>N/A</lei>
        <title>EverArc Escrow Sarl</title>
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          <isin value="US29977LAA98"/>
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        <balance>5250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5118750.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>LU</invCountry>

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      <invstOrSec>
        <name>Newmont Corp</name>
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        <title>Newmont Corp.</title>
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      <invstOrSec>
        <name>Under Armour Inc</name>
        <lei>549300D4549QKWETZ406</lei>
        <title>Under Armour, Inc.</title>
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        <balance>19709.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Eaton Corp PLC</name>
        <lei>549300VDIGTMXUNT7H71</lei>
        <title>Eaton Corporation plc</title>
        <cusip>N/A</cusip>
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          <isin value="IE00B8KQN827"/>
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        <balance>5107.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>827640.42000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avery Dennison Corp</name>
        <lei>549300PW7VPFCYKLIV37</lei>
        <title>Avery Dennison Corp.</title>
        <cusip>053611109</cusip>
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          <isin value="US0536111091"/>
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        <balance>3651.00000000</balance>
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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>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VIRGIN MEDIA SECURED FIN</name>
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        <title>Virgin Media Secured Finance plc</title>
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          <isin value="US92769XAR61"/>
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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>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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      <invstOrSec>
        <name>VENTURE GLOBAL LNG INC</name>
        <lei>N/A</lei>
        <title>Venture Global Calcasieu Pass LLC</title>
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          <other otherDesc="LoanX ID" value="LX184853U 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-19</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TTF HOLDINGS INTERMEDIATE LLC</name>
        <lei>N/A</lei>
        <title>TTF Holdings Intermediate LLC</title>
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          <other otherDesc="LoanX ID" value="LX193670 1"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2487500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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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        <balance>358870.90780000</balance>
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        <curCd>USD</curCd>
        <valUSD>357676.85000000</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>
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      <invstOrSec>
        <name>Booking Holdings Inc</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings, Inc.</title>
        <cusip>09857L108</cusip>
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        <balance>355.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer, LP</title>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1053221.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PH ONSHORE IM ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6B3X81"/>
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        <balance>361000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>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="BGH7J23H6"/>
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        <balance>-769466.91000000</balance>
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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>
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      <invstOrSec>
        <name>CAPSTONE ACQUISITION HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CapStone Acquisition Holdings, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX190572U 1"/>
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        <curCd>USD</curCd>
        <valUSD>-2554.96000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-12</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Cerner Corp</name>
        <lei>549300L4UJ40IEVVI304</lei>
        <title>Cerner Corp.</title>
        <cusip>156782104</cusip>
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          <isin value="US1567821046"/>
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        <balance>11003.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>775161.35000000</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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          <isLoanByFund>N</isLoanByFund>
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        <name>ALLISON TRANSMISSION INC</name>
        <lei>MWKQ3I0U1GXP2YDSZW75</lei>
        <title>Allison Transmission, Inc.</title>
        <cusip>019736AG2</cusip>
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        <balance>1100000.00000000</balance>
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      <invstOrSec>
        <name>Air Products and Chemicals Inc</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>Air Products and Chemicals, Inc.</title>
        <cusip>009158106</cusip>
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          <isin value="US0091581068"/>
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        <balance>3056.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>878416.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>06738EBA2</cusip>
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          <isin value="US06738EBA29"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3217500.00000000</valUSD>
        <pctVal>0.204845681190</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</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>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="BGH7D1US0"/>
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        <balance>-2074748.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2074748.21000000</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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            <repurchaseCollateral>
              <principalAmt>2700000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rockwell Automation Inc</name>
        <lei>VH3R4HHBHH12O0EXZJ88</lei>
        <title>Rockwell Automation, Inc.</title>
        <cusip>773903109</cusip>
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          <isin value="US7739031091"/>
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        <balance>2608.00000000</balance>
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        <curCd>USD</curCd>
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        <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>BAUSCH HEALTH COS INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734AN7</cusip>
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          <isin value="US071734AN72"/>
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        <balance>2275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2240875.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH791322"/>
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        <balance>-1037544.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1037544.60000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1300000.00000000</principalAmt>
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              <collateralVal>1263730.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Co</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co.</title>
        <cusip>110122108</cusip>
        <identifiers>
          <isin value="US1101221083"/>
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        <balance>12976.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>695902.88000000</valUSD>
        <pctVal>0.044305423308</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>
        <name>Wave USA</name>
        <lei>N/A</lei>
        <title>WAVE LLC</title>
        <cusip>94354KAA8</cusip>
        <identifiers>
          <isin value="US94354KAA88"/>
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        <balance>2446996.19890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2424597.37000000</valUSD>
        <pctVal>0.154364661964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.59700000</annualizedRt>
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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>Arthur J Gallagher &amp; Co</name>
        <lei>54930049QLLMPART6V29</lei>
        <title>Arthur J Gallagher &amp; Co.</title>
        <cusip>363576109</cusip>
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          <isin value="US3635761097"/>
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        <balance>5686.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>926249.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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="BGH7J21J4"/>
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        <balance>-485249.24000000</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>CHECKERS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Checkers Drive-In Restaurants, Inc.</title>
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          <isin value="US16280UAB61"/>
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        <balance>1757225.96150000</balance>
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        <curCd>USD</curCd>
        <valUSD>1505362.76000000</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>2024-04-25</maturityDt>
          <couponKind>Variable</couponKind>
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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="BGH750PP3"/>
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        <balance>-1144158.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1144158.78000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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          <maturityDt>N/A</maturityDt>
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              <invstCat>CDS</invstCat>
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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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        <balance>3650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3713875.00000000</valUSD>
        <pctVal>0.236447942262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <annualizedRt>6.62500000</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>TJX Cos Inc/The</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX Companies, Inc.</title>
        <cusip>872540109</cusip>
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          <isin value="US8725401090"/>
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        <balance>11895.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>825513.00000000</valUSD>
        <pctVal>0.052557194348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <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="BGH77BZF8"/>
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        <balance>-1760220.94000000</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>
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          <transCat>Reverse repurchase</transCat>
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              <principalAmt>1543000.00000000</principalAmt>
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              <collateralVal>1948809.00000000</collateralVal>
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        <securityLending>
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      <invstOrSec>
        <name>CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1</name>
        <lei>N/A</lei>
        <title>Castlelake Aircraft Securitization Trust</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH5C4ZW5"/>
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        <balance>3054104.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>646574.13000000</valUSD>
        <pctVal>0.041164854110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-31</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cognizant Technology Solutions</name>
        <lei>5493006IEVQEFQO40L83</lei>
        <title>Cognizant Technology Solutions Corp.</title>
        <cusip>192446102</cusip>
        <identifiers>
          <isin value="US1924461023"/>
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        <balance>10742.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>837661.16000000</valUSD>
        <pctVal>0.053330620334</pctVal>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PLAYPOWER INC</name>
        <lei>N/A</lei>
        <title>PlayPower, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US72813NAU90"/>
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        <curCd>USD</curCd>
        <valUSD>2133951.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-08</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
        <title>First Republic Bank</title>
        <cusip>33616C746</cusip>
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          <isin value="US33616C7469"/>
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        <balance>158000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3787260.00000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chubb Ltd</name>
        <lei>E0JAN6VLUDI1HITHT809</lei>
        <title>Chubb Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0044328745"/>
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        <balance>4545.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>815691.15000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TransDigm Group Inc</name>
        <lei>N/A</lei>
        <title>TransDigm Group, Inc.</title>
        <cusip>893641100</cusip>
        <identifiers>
          <isin value="US8936411003"/>
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        <balance>1366.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>789616.30000000</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>
          <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>
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          <other otherDesc="Internal ID" value="BGH7J2394"/>
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        <balance>-2279112.72000000</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>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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              <principalAmt>2447000.00000000</principalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TLWND 2019-1</name>
        <lei>N/A</lei>
        <title>GAIA Aviation Ltd.</title>
        <cusip>87404LAA0</cusip>
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          <isin value="US87404LAA08"/>
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        <balance>4549521.65360000</balance>
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        <curCd>USD</curCd>
        <valUSD>4490048.49000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alexandria Real Estate Equitie</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>Alexandria Real Estate Equities, Inc.</title>
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          <isin value="US0152711091"/>
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        <balance>4102.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>820687.14000000</valUSD>
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        <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>BRUNDAGE-BONE CONCRETE</name>
        <lei>N/A</lei>
        <title>Brundage-Bone Concrete Pumping Holdings, Inc.</title>
        <cusip>66981QAA4</cusip>
        <identifiers>
          <isin value="US66981QAA40"/>
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        <balance>1475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1530312.50000000</valUSD>
        <pctVal>0.097429030768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hanesbrands Inc</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>Hanesbrands, Inc.</title>
        <cusip>410345102</cusip>
        <identifiers>
          <isin value="US4103451021"/>
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        <balance>43761.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>706740.15000000</valUSD>
        <pctVal>0.044995390039</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>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460W552</cusip>
        <identifiers>
          <isin value="US74460W5528"/>
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        <balance>144400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3778948.00000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Netflix Inc</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
        <cusip>64110L106</cusip>
        <identifiers>
          <isin value="US64110L1061"/>
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        <balance>1368.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>878119.20000000</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>
          <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="BGH7LG5C1"/>
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        <balance>-2631271.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2631271.93000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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              <collateralVal>2739250.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WW Grainger Inc</name>
        <lei>549300TWZSP6O1IH2V34</lei>
        <title>WW Grainger, Inc.</title>
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          <isin value="US3848021040"/>
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        <balance>1973.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>949821.93000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LoanCore 2019-CRE2 Issuer, Ltd</name>
        <lei>N/A</lei>
        <title>LoanCore Issuer Ltd.</title>
        <cusip>53946JAC8</cusip>
        <identifiers>
          <isin value="US53946JAC80"/>
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        <balance>4750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4755883.83000000</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>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.59000000</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>Anchorage Credit Funding Ltd.</name>
        <lei>549300VR9XUOV1E0U888</lei>
        <title>Anchorage Credit Funding 4 Ltd.</title>
        <cusip>03329TAL8</cusip>
        <identifiers>
          <isin value="US03329TAL89"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>996993.60000000</valUSD>
        <pctVal>0.063474695612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52300000</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>Danaher Corp</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>Danaher Corp.</title>
        <cusip>235851102</cusip>
        <identifiers>
          <isin value="US2358511028"/>
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        <balance>2482.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>798310.48000000</valUSD>
        <pctVal>0.050825315952</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>
        <name>NVR Inc</name>
        <lei>529900RWXR4JI3JYTV70</lei>
        <title>NVR, Inc.</title>
        <cusip>62944T105</cusip>
        <identifiers>
          <isin value="US62944T1051"/>
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        <balance>159.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>830829.06000000</valUSD>
        <pctVal>0.052895647163</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>
      <invstOrSec>
        <name>MAUSER PACKAGING SOLUT</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>Mauser Packaging Solutions Holding Co.</title>
        <cusip>12429TAD6</cusip>
        <identifiers>
          <isin value="US12429TAD63"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>800728.00000000</valUSD>
        <pctVal>0.050979230025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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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="BGH7K4JE0"/>
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        <balance>-2326043.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2326043.45000000</valUSD>
        <pctVal>-0.14809011810</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>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2785000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2818977.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AUXEY HOLDCO LTD</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX176101U 1"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.75192000"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.31250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GARTNER INC</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>Gartner, Inc.</title>
        <cusip>366651AC1</cusip>
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          <isin value="US366651AC11"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1766810.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Invesco Ltd</name>
        <lei>ECPGFXU8A2SHKVVGJI15</lei>
        <title>Invesco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG491BT1088"/>
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        <balance>33301.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>743611.33000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WP CPP HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WP CPP Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US92937JAM53"/>
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        <balance>2310677.91520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2218967.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cboe Global Markets Inc</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>Cboe Global Markets, Inc.</title>
        <cusip>12503M108</cusip>
        <identifiers>
          <isin value="US12503M1080"/>
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        <balance>6494.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>837336.36000000</valUSD>
        <pctVal>0.053309941584</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>Philip Morris International In</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>Philip Morris International, Inc.</title>
        <cusip>718172109</cusip>
        <identifiers>
          <isin value="US7181721090"/>
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        <balance>7910.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>679785.40000000</valUSD>
        <pctVal>0.043279286193</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>
        <name>Acropolis Infrastructure Acqui</name>
        <lei>N/A</lei>
        <title>Acropolis Infrastructure Acquisition Corp.</title>
        <cusip>005029103</cusip>
        <identifiers>
          <isin value="US0050291030"/>
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        <balance>98300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>953510.00000000</valUSD>
        <pctVal>0.060706264326</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>
        <name>CVR ENERGY INC</name>
        <lei>529900SOYZIXZBTXB558</lei>
        <title>CVR Energy, Inc.</title>
        <cusip>12662PAB4</cusip>
        <identifiers>
          <isin value="US12662PAB40"/>
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        <balance>2225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2119535.00000000</valUSD>
        <pctVal>0.134942530188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>ARCH CAPITAL GROUP LTD</name>
        <lei>549300AYR4P8AFKDCE43</lei>
        <title>Arch Capital Group Ltd.</title>
        <cusip>03939A404</cusip>
        <identifiers>
          <isin value="US03939A4040"/>
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        <balance>38000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>968620.00000000</valUSD>
        <pctVal>0.061668259118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JANE STREET GRP/JSG FIN</name>
        <lei>N/A</lei>
        <title>Jane Street Group / JSG Finance, Inc.</title>
        <cusip>47077WAA6</cusip>
        <identifiers>
          <isin value="US47077WAA62"/>
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        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3494750.00000000</valUSD>
        <pctVal>0.222497107797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PLAYTIKA HOLDING CORP</name>
        <lei>254900E35Z4TKA4UFG64</lei>
        <title>Playtika Holding Corp.</title>
        <cusip>72815LAA5</cusip>
        <identifiers>
          <isin value="US72815LAA52"/>
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        <balance>2025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1921461.75000000</valUSD>
        <pctVal>0.122331978573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</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>
      <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="BGH78AFF1"/>
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        <balance>-522950.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-522950.62000000</valUSD>
        <pctVal>-0.03329422718</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>600000.00000000</principalAmt>
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              <collateralVal>555360.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>West Pharmaceutical Services I</name>
        <lei>5493007NKRGM1RJQ1P16</lei>
        <title>West Pharmaceutical Services, Inc.</title>
        <cusip>955306105</cusip>
        <identifiers>
          <isin value="US9553061055"/>
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        <balance>1785.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>790148.10000000</valUSD>
        <pctVal>0.050305649039</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>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
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        <balance>30140.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>688096.20000000</valUSD>
        <pctVal>0.043808402428</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>
        <name>Ameren Corp</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corp.</title>
        <cusip>023608102</cusip>
        <identifiers>
          <isin value="US0236081024"/>
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        <balance>9415.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>768169.85000000</valUSD>
        <pctVal>0.048906379547</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>
        <name>PACCAR Inc</name>
        <lei>KDTEY8BWE486IKZ3CC07</lei>
        <title>PACCAR, Inc.</title>
        <cusip>693718108</cusip>
        <identifiers>
          <isin value="US6937181088"/>
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        <balance>9798.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>817349.16000000</valUSD>
        <pctVal>0.052037434483</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>
        <name>Everest Re Group Ltd</name>
        <lei>549300N24XF2VV0B3570</lei>
        <title>Everest Re Group Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG3223R1088"/>
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        <balance>3208.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>822467.04000000</valUSD>
        <pctVal>0.052363269950</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="BGH7J27K5"/>
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        <balance>-1677427.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1677427.01000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <maturityDt>N/A</maturityDt>
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              <principalAmt>1975000.00000000</principalAmt>
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              <collateralVal>1905875.00000000</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>24-7 INTOUCH INC</name>
        <lei>N/A</lei>
        <title>24-7 Intouch, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAC9288BAC00"/>
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        <balance>4031500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3971027.50000000</valUSD>
        <pctVal>0.252819839397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.84000000</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>MATTERHORN BUYER LLC</name>
        <lei>N/A</lei>
        <title>Hearthside Group Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US40422KAD37"/>
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        <balance>1410125.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1403511.51000000</valUSD>
        <pctVal>0.089356106083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>ASTON FINCO SARL</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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      <invstOrSec>
        <name>TRANSDIGM GROUP INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
        <cusip>N/A</cusip>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pinnacle West Capital Corp</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>Pinnacle West Capital Corp.</title>
        <cusip>723484101</cusip>
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          <isin value="US7234841010"/>
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        <balance>10988.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>714769.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP, Inc.</title>
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          <isin value="US40434L1052"/>
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        <balance>29258.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1032222.24000000</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>
        <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="BGH7G4HP2"/>
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        <balance>-292453.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-292453.49000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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            <repurchaseCollateral>
              <principalAmt>350000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TENEO HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Teneo Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US88033CAH25"/>
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        <balance>6362862.82550000</balance>
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        <curCd>USD</curCd>
        <valUSD>6340592.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LPL HOLDINGS INC</name>
        <lei>549300Z5YF8CCRMYUL26</lei>
        <title>LPL Holdings, Inc.</title>
        <cusip>50212YAD6</cusip>
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          <isin value="US50212YAD67"/>
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        <balance>4172000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4189480.68000000</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>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Synopsys Inc</name>
        <lei>QG7T915N9S0NY5UKNE63</lei>
        <title>Synopsys, Inc.</title>
        <cusip>871607107</cusip>
        <identifiers>
          <isin value="US8716071076"/>
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        <balance>2464.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>840224.00000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Military Housing B</name>
        <lei>549300ZG8WH0M4JSUM77</lei>
        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
        <cusip>35563CAW8</cusip>
        <identifiers>
          <isin value="US35563CAW82"/>
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        <balance>33365578.84860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2169276.46000000</valUSD>
        <pctVal>0.138109375023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.64800000</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>Alliant Energy Corp</name>
        <lei>5493009ML300G373MZ12</lei>
        <title>Alliant Energy Corp.</title>
        <cusip>018802108</cusip>
        <identifiers>
          <isin value="US0188021085"/>
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        <balance>13706.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>750951.74000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967NB3</cusip>
        <identifiers>
          <isin value="US172967NB34"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1968750.00000000</valUSD>
        <pctVal>0.125342637091</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.15000000</annualizedRt>
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      <invstOrSec>
        <name>HIGGINBOTHAM INSURANCE AGENCY INC</name>
        <lei>N/A</lei>
        <title>Higginbotham</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX190964 1"/>
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        <balance>2911669.07710000</balance>
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        <curCd>USD</curCd>
        <valUSD>2875485.15000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>BASIC ENERGY SERVICES</name>
        <lei>5493006BE5UNWTVG4F46</lei>
        <title>Basic Energy Services, Inc.</title>
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        <balance>1075000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>75250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.75000000</annualizedRt>
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      <invstOrSec>
        <name>EQT VII NO1 LP</name>
        <lei>N/A</lei>
        <title>Sitecore USA, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7FPZ35 1"/>
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        <balance>491851.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>485550.50000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>CHILL PARENT INC</name>
        <lei>N/A</lei>
        <title>Arctic Glacier Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03970JAD00"/>
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        <balance>2290740.20950000</balance>
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        <curCd>USD</curCd>
        <valUSD>2157785.65000000</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>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>RENT-A-CENTER INC/TX</name>
        <lei>N/A</lei>
        <title>Rent-A-Center, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX198205 1"/>
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        <balance>2263625.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2237208.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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="BGH7KK772"/>
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        <balance>-128045.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-128045.23000000</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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Northrop Grumman Corp</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>Northrop Grumman Corp.</title>
        <cusip>666807102</cusip>
        <identifiers>
          <isin value="US6668071029"/>
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        <balance>2313.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>806774.40000000</valUSD>
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        <name>Ralph Lauren Corp</name>
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        <name>AES Corp/The</name>
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        <name>Baxter International Inc</name>
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        <name>IDEX Corp</name>
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        <name>GTT COMMUNICATIONS INC</name>
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        <curCd>USD</curCd>
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        <name>United Parcel Service Inc</name>
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        <curCd>USD</curCd>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>CENTRAL GARDEN &amp; PET CO</name>
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        <name>TITAN ACQUISITION LTD</name>
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        <name>Lockheed Martin Corp</name>
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        <name>MAVIS TIRE EXPRESS SERVICES CORP</name>
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        <name>Gap Inc/The</name>
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        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <name>FIRSTDIGITAL COMMUNICATIONS LLC</name>
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        <name>VENTURE GLOBAL CALCASIEU</name>
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        <name>Carlyle Global Market Strategi</name>
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        <name>GALLS</name>
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        <name>Hormel Foods Corp</name>
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        <name>Edwards Lifesciences Corp</name>
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        <name>BANK OF AMERICA CORP</name>
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        <name>Ulta Beauty Inc</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Jacobs Engineering Group Inc</name>
        <lei>549300CZ8QS1GE53O776</lei>
        <title>Jacobs Engineering Group, Inc.</title>
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          <isin value="US4698141078"/>
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        <balance>6144.00000000</balance>
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        <curCd>USD</curCd>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
        <cusip>50076QAE6</cusip>
        <identifiers>
          <isin value="US50076QAE61"/>
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        <balance>1225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1495000.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
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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="BGH7J2717"/>
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        <balance>-1110200.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1110200.73000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>1325000.00000000</principalAmt>
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              <collateralVal>1259280.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pentair PLC</name>
        <lei>549300EVR9D56WPSRP15</lei>
        <title>Pentair plc</title>
        <cusip>N/A</cusip>
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          <isin value="IE00BLS09M33"/>
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        <balance>10704.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ViacomCBS Inc</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS, Inc.</title>
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          <isin value="US92556H2067"/>
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        <balance>20661.00000000</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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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Travelers Cos Inc/The</name>
        <lei>549300Y650407RU8B149</lei>
        <title>Travelers Companies, Inc.</title>
        <cusip>89417E109</cusip>
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          <isin value="US89417E1091"/>
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        <balance>5238.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Co</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Co.</title>
        <cusip>42824C109</cusip>
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          <isin value="US42824C1099"/>
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        <balance>57247.00000000</balance>
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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>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Campbell Soup Co</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>Campbell Soup Co.</title>
        <cusip>134429109</cusip>
        <identifiers>
          <isin value="US1344291091"/>
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        <balance>18985.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>765665.05000000</valUSD>
        <pctVal>0.048746908696</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>
        <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>41054417.94260000</balance>
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        <curCd>USD</curCd>
        <valUSD>3186582.34000000</valUSD>
        <pctVal>0.202877274314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.93900000</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>FIRST BRANDS GROUP LLC</name>
        <lei>N/A</lei>
        <title>First Brands Group LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX193456 1"/>
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        <balance>4825750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4855910.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-30</maturityDt>
          <couponKind>Variable</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>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France S.A.</title>
        <cusip>02156LAF8</cusip>
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          <isin value="US02156LAF85"/>
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        <balance>3025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2874899.50000000</valUSD>
        <pctVal>0.183033643024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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="BGH7J27C3"/>
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        <balance>-2637281.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2637281.68000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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          <transCat>Reverse repurchase</transCat>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>Westrock Co</name>
        <lei>549300JEB576INN13W07</lei>
        <title>Westrock Co.</title>
        <cusip>96145D105</cusip>
        <identifiers>
          <isin value="US96145D1054"/>
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        <balance>15793.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>685258.27000000</valUSD>
        <pctVal>0.043627722489</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>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>Walmart, Inc.</title>
        <cusip>931142103</cusip>
        <identifiers>
          <isin value="US9311421039"/>
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        <balance>5615.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>789637.45000000</valUSD>
        <pctVal>0.050273137945</pctVal>
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        <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>
        <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="BGH78AFJ3"/>
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        <balance>-615500.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-615500.97000000</valUSD>
        <pctVal>-0.03918654715</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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              <collateralVal>657360.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VB-S1 Issuer LLC</name>
        <lei>N/A</lei>
        <title>VB-S1 Issuer LLC</title>
        <cusip>91823AAS0</cusip>
        <identifiers>
          <isin value="US91823AAS06"/>
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        <balance>6300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6733636.56000000</valUSD>
        <pctVal>0.428704387885</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.65700000</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>Ball Corp</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>Ball Corp.</title>
        <cusip>058498106</cusip>
        <identifiers>
          <isin value="US0584981064"/>
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        <balance>8638.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>807221.10000000</valUSD>
        <pctVal>0.051392620388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
        <identifiers>
          <isin value="US86614RAN70"/>
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        <balance>1775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1847455.50000000</valUSD>
        <pctVal>0.117620289158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KAISER ALUMINUM CORP</name>
        <lei>N/A</lei>
        <title>Kaiser Aluminum Corp.</title>
        <cusip>483007AL4</cusip>
        <identifiers>
          <isin value="US483007AL48"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485625.00000000</valUSD>
        <pctVal>0.030917850482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>Take-Two Interactive Software</name>
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        <name>ABIOMED Inc</name>
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        <name>ASSURANT INC</name>
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        <name>Golub Capital Partners CLO Ltd</name>
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        <name>Regeneron Pharmaceuticals Inc</name>
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        <name>AIR CANADA</name>
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        <title>Air Canada</title>
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        <name>BANK OF AMERICA CORP</name>
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        <name>ZEPHYR BIDCO LTD</name>
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        <name>Robert Half International Inc</name>
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        <name>IBM</name>
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        <title>International Business Machines Corp.</title>
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        <name>LMRK Issuer Co. LLC</name>
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        <title>Secured Tenant Site Contract Revenue Notes Series</title>
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        <name>PROJECT RUBY ULTIMATE PARENT CORP</name>
        <lei>N/A</lei>
        <title>Project Ruby Ultimate Parent Corp.</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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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>1153820.77900000</balance>
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        <curCd>USD</curCd>
        <valUSD>1130744.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-08-19</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>AMWINS GROUP INC</name>
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        <curCd>USD</curCd>
        <valUSD>1697365.50000000</valUSD>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>Monster Beverage Corp</name>
        <lei>52990090AP0E7HCB6F33</lei>
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          <isin value="US61174X1090"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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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>
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          <isin value="USG0680XAA57"/>
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        <balance>759981.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>122660.93000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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      <invstOrSec>
        <name>Paycom Software Inc</name>
        <lei>254900LSB0HNJUDC6Q18</lei>
        <title>Paycom Software, Inc.</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Devon Energy Corp</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>Devon Energy Corp.</title>
        <cusip>25179M103</cusip>
        <identifiers>
          <isin value="US25179M1036"/>
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        <balance>29185.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1227521.10000000</valUSD>
        <pctVal>0.078151482798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
        <lei>N/A</lei>
        <title>Jones Deslauriers Insurance Management, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAC4900AAD90"/>
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        <balance>4561567.50000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.27735000"/>
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        <pctVal>0.226222361004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>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>-498945.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-498945.13000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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        <securityLending>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>1157003.10000000</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>
        <name>News Corp</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>News Corp.</title>
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          <isin value="US65249B1098"/>
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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>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>-608555.77000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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          <transCat>Reverse repurchase</transCat>
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      <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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        <balance>3631750.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3613591.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-05</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>EISNER ADVISORY GROUP</name>
        <lei>N/A</lei>
        <title>Eisner Advisory Group</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US28259HAD35"/>
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        <balance>-238636.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-596.59000000</valUSD>
        <pctVal>-0.00003798255</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>SCOTTS MIRACLE-GRO CO</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>Scotts Miracle-Gro Co.</title>
        <cusip>810186AT3</cusip>
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          <isin value="US810186AT39"/>
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        <balance>2150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2090047.25000000</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>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>TDR CAPITAL LLP</name>
        <lei>N/A</lei>
        <title>Deuce FinCo plc</title>
        <cusip>N/A</cusip>
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        <balance>1200000.00000000</balance>
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        <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>
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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="BGH7J21M7"/>
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        <balance>-258132.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-258132.58000000</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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          <maturityDt>N/A</maturityDt>
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              <collateralVal>334750.00000000</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>
      <invstOrSec>
        <name>Wells Fargo &amp; Co</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
        <cusip>949746101</cusip>
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          <isin value="US9497461015"/>
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        <balance>18480.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>882974.40000000</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>
          <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>
        <cusip>71677KAA6</cusip>
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      <invstOrSec>
        <name>ONEX CORPORATION</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <cusip>N/A</cusip>
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          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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            <repurchaseCollateral>
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          </repurchaseCollaterals>
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        <securityLending>
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      <invstOrSec>
        <name>Corteva Inc</name>
        <lei>549300WZN9I2QKLS0O94</lei>
        <title>Corteva, Inc.</title>
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          <isin value="US22052L1044"/>
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        <balance>18867.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>849015.00000000</valUSD>
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        <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>CLEAVER-BROOKS INC</name>
        <lei>549300TRZDD68CZBS255</lei>
        <title>Cleaver-Brooks, Inc.</title>
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          <isin value="US185401AG14"/>
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        <balance>5853000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5735940.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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="BGH793MD3"/>
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        <balance>-1927070.72000000</balance>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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            <repurchaseCollateral>
              <principalAmt>2100000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
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      <invstOrSec>
        <name>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="BGH7J26U4"/>
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        <balance>-500757.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-500757.20000000</valUSD>
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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">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Palmer Square Loan Funding Ltd</name>
        <lei>N/A</lei>
        <title>Palmer Square Loan Funding Ltd.</title>
        <cusip>69702CAA7</cusip>
        <identifiers>
          <isin value="US69702CAA71"/>
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        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6999146.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.17100000</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>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="BGH7J21N5"/>
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        <balance>-293150.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-293150.57000000</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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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>350000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>375375.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RENAISSANCERE HOLDINGS L</name>
        <lei>EK6GB9U3U58PDI411C94</lei>
        <title>RenaissanceRe Holdings Ltd.</title>
        <cusip>EP0599001</cusip>
        <identifiers>
          <isin value="BMG7498P1279"/>
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        <balance>13000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>317590.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US80306AAA88"/>
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        <balance>765786.20420000</balance>
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        <curCd>USD</curCd>
        <valUSD>750274.82000000</valUSD>
        <pctVal>0.047767072753</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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <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>338409.69280000</balance>
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        <curCd>USD</curCd>
        <valUSD>342625.93000000</valUSD>
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        <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>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Colicity Inc</name>
        <lei>N/A</lei>
        <title>Colicity, Inc.</title>
        <cusip>194170205</cusip>
        <identifiers>
          <isin value="US1941702052"/>
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        <balance>5239.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52390.00000000</valUSD>
        <pctVal>0.003335467051</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>
        <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>940217.39130000</balance>
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        <curCd>USD</curCd>
        <valUSD>1124247.87000000</valUSD>
        <pctVal>0.071576478867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</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>
        <name>MCGRAW-HILL EDUCATION</name>
        <lei>N/A</lei>
        <title>McGraw-Hill Education, Inc.</title>
        <cusip>57767XAB6</cusip>
        <identifiers>
          <isin value="US57767XAB64"/>
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        <balance>6300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6145335.00000000</valUSD>
        <pctVal>0.391249521124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSX Corp</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corp.</title>
        <cusip>126408103</cusip>
        <identifiers>
          <isin value="US1264081035"/>
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        <balance>26468.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>917380.88000000</valUSD>
        <pctVal>0.058406064110</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>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Pershing Square Tontine Holdings Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6YHYF8"/>
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        <balance>-28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Citibank, N.A.</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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            <shareNo>-2800</shareNo>
            <exercisePrice>30.00000000</exercisePrice>
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            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ross Stores Inc</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>Ross Stores, Inc.</title>
        <cusip>778296103</cusip>
        <identifiers>
          <isin value="US7782961038"/>
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        <name>Thermo Fisher Scientific Inc</name>
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        <name>Regions Financial Corp</name>
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        <name>TPG Pace Solutions Corp.</name>
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          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
        <cusip>95002Y202</cusip>
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          <isin value="US95002Y2028"/>
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        <balance>50000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1241000.00000000</valUSD>
        <pctVal>0.079009631812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MAPLE GROVE FUNDING TR I</name>
        <lei>N/A</lei>
        <title>Maple Grove Funding Trust I</title>
        <cusip>565130AA9</cusip>
        <identifiers>
          <isin value="US565130AA94"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8474344.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.16100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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          <other otherDesc="Internal ID" value="BGH7J23D5"/>
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        <curCd>USD</curCd>
        <valUSD>-889214.67000000</valUSD>
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          <transCat>Reverse repurchase</transCat>
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        <securityLending>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
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          <other otherDesc="Internal ID" value="BGH774LD4"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio, Inc.</title>
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          <isin value="US82967NBM92"/>
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        <curCd>USD</curCd>
        <valUSD>852750.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOWMET AEROSPACE INC</name>
        <lei>549300HO5WFZUT5N2T22</lei>
        <title>Howmet Aerospace, Inc.</title>
        <cusip>443201AA6</cusip>
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          <isin value="US443201AA64"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>916000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>H.B. FULLER CO</name>
        <lei>JSMX3Z5FOYM8V0Q52357</lei>
        <title>HB Fuller Co.</title>
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        <balance>1150000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <name>Dollar Tree Inc</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>Dollar Tree, Inc.</title>
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        <name>LTI HOLDINGS INC</name>
        <lei>N/A</lei>
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        <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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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ventas Inc</name>
        <lei>ORQTRC074CWLT3DKHT41</lei>
        <title>Ventas, Inc.</title>
        <cusip>92276F100</cusip>
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          <isin value="US92276F1003"/>
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        <balance>14579.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>News Corp</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>News Corp.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FMC Corp</name>
        <lei>CKDHZ2X64EEBQCSP7013</lei>
        <title>FMC Corp.</title>
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        <assetCat>EC</assetCat>
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        <name>Argent Securities Inc.</name>
        <lei>N/A</lei>
        <title>Argent Securities Trust</title>
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        <curCd>USD</curCd>
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        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
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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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          <isCashCollateral>N</isCashCollateral>
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        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>5663614.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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      <invstOrSec>
        <name>PRO MACH GROUP INC</name>
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        <name>ITT HOLDINGS LLC</name>
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        <name>PARTNERRE LTD</name>
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        <name>WATERLOGIC GROUP HOLDINGS LIMITED</name>
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        <name>Sherwin-Williams Co/The</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>MORGAN STANLEY FIN LLC</name>
        <lei>5493003FCPSE9RKT4B56</lei>
        <title>Morgan Stanley Finance LLC</title>
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        <curCd>USD</curCd>
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        <name>Oracle Corp</name>
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        <name>First Republic Bank/CA</name>
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        <name>CVR ENERGY INC</name>
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        <name>BNP Paribas</name>
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      <invstOrSec>
        <name>MCGRAW-HILL EDUCATION</name>
        <lei>N/A</lei>
        <title>McGraw-Hill Education, Inc.</title>
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        <name>Eaton Vance Ltd Duration Incom</name>
        <lei>NZ7KR43H6Z5W1GY0QX46</lei>
        <title>Eaton Vance Limited Duration Income Fund</title>
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        <name>Juniper Networks Inc</name>
        <lei>AUHIXNGG7U2U7JEHM527</lei>
        <title>Juniper Networks, Inc.</title>
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        <assetCat>EC</assetCat>
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        <name>T-Mobile US Inc</name>
        <lei>549300QHIJYOHPACPG31</lei>
        <title>T-Mobile US, Inc.</title>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>DT MIDSTREAM INC</name>
        <lei>N/A</lei>
        <title>DT Midstream, Inc.</title>
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        <assetCat>DBT</assetCat>
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        <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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        <name>Viatris Inc</name>
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        <name>Kansas City Southern</name>
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        <name>CITADEL ENTERPRISE AMERICAS LLC</name>
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        <name>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
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        <name>Nassau 2019 CFO LLC</name>
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        <name>FR Refuel LLC</name>
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        <name>ALTICE FRANCE SA</name>
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        <name>Tractor Supply Co</name>
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        <name>Bank of New York Mellon Corp/T</name>
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        <name>SHO HOLDING I CORP</name>
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        <name>API GROUP DE INC</name>
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        <name>PRUDENTIAL FINANCIAL INC</name>
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        <name>Bank of America, N.A.</name>
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        <name>Waverley Capital Acquisition Corp.</name>
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        <name>Cooper Cos Inc/The</name>
        <lei>QJKMVPIGLH7530PCUE20</lei>
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        <name>OKLAHOMA ST DEV FIN AUTH HLTHS</name>
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        <title>Oklahoma Development Finance Authority Revenue Bonds</title>
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        <name>LAMB WESTON HLD</name>
        <lei>5493005SMYID1D2OY946</lei>
        <title>Lamb Weston Holdings, Inc.</title>
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      <invstOrSec>
        <name>LKQ Corp</name>
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      <invstOrSec>
        <name>Dreyfus Treasury Securities Ca</name>
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          <isin value="US2619411083"/>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>5493000CMI5L15ZSNM78</lei>
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          <isin value="US26244LAA26"/>
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        <balance>1850000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>None</couponKind>
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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>Tyson Foods Inc</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>Tyson Foods, Inc.</title>
        <cusip>902494103</cusip>
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          <isin value="US9024941034"/>
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        <balance>10951.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>864690.96000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>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="BGH7E53E1"/>
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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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              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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        <securityLending>
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      <invstOrSec>
        <name>Honeywell International Inc</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>Honeywell International, Inc.</title>
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          <isin value="US4385161066"/>
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        <balance>3684.00000000</balance>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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          <other otherDesc="Internal ID" value="BGH77E0Z6"/>
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        <balance>-3211820.76000000</balance>
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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>BlackRock Inc</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BlackRock, Inc.</title>
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          <isin value="US09247X1019"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>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="BGH72SV86"/>
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        <balance>-4681407.13000000</balance>
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        <assetCat>RA</assetCat>
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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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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Colicity, Inc.</name>
        <lei>N/A</lei>
        <title>Colicity, Inc. - Class A</title>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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            <writtenOrPur>Purchased</writtenOrPur>
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        <name>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
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          <other otherDesc="LoanX ID" value="LX162774 1"/>
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        <name>CLARIOS GLOBAL LP/US FIN</name>
        <lei>N/A</lei>
        <title>Clarios Global, LP / Clarios US Finance Co.</title>
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          <isin value="US69867DAC20"/>
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        <valUSD>1105125.00000000</valUSD>
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      <invstOrSec>
        <name>WALGREENS BOOTS ALLIANCE</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>Walgreens Boots Alliance, Inc.</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CPI CG INC</name>
        <lei>N/A</lei>
        <title>CPI CG, Inc.</title>
        <cusip>12598FAA7</cusip>
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          <isin value="US12598FAA75"/>
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        <balance>6750000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.62500000</annualizedRt>
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      <invstOrSec>
        <name>HAWK HOLDING COMPANY LLC</name>
        <lei>549300C5O4FSVNUEI843</lei>
        <title>Alterra Mountain Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US46124CAJ62"/>
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        <balance>593146.85900000</balance>
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        <curCd>USD</curCd>
        <valUSD>586106.21000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>VMED O2 UK FINAN</name>
        <lei>213800MRR46ECNGZ7L69</lei>
        <title>Vmed O2 UK Financing I plc</title>
        <cusip>92858RAB6</cusip>
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          <isin value="US92858RAB69"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643500.00000000</valUSD>
        <pctVal>0.040969136238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DURAN INC</name>
        <lei>N/A</lei>
        <title>Duran, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX162157 1"/>
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        <balance>475022.96410000</balance>
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        <curCd>USD</curCd>
        <valUSD>466710.06000000</valUSD>
        <pctVal>0.029713609995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-29</maturityDt>
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          <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>CARPENTER TECHNOLOGY</name>
        <lei>DX6I6ZD3X5WNNCDJKP85</lei>
        <title>Carpenter Technology Corp.</title>
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          <isin value="US144285AL72"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ameriprise Financial Inc</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>Ameriprise Financial, Inc.</title>
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          <isin value="US03076C1062"/>
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        <balance>3083.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>892836.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMPASS MINERALS INTERNA</name>
        <lei>2549008X9G8XP7YJGC47</lei>
        <title>Compass Minerals International, Inc.</title>
        <cusip>20451NAG6</cusip>
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          <isin value="US20451NAG60"/>
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        <balance>1725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1761656.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH78AED7"/>
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        <balance>-592042.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-592042.99000000</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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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>750000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PAI HOLDCO INC</name>
        <lei>N/A</lei>
        <title>PAI Holdco, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US69315JAG85"/>
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        <balance>2840749.93410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2827739.30000000</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>2027-10-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH750SR6"/>
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        <balance>-2520504.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2520504.48000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COBHAM ULTRA SENIORCO SARL</name>
        <lei>N/A</lei>
        <title>Cobham Ultra SeniorCo SARL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX200268 1"/>
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        <curCd>USD</curCd>
        <valUSD>1743437.50000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J96L9"/>
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        <balance>-2634361.79000000</balance>
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        <valUSD>-2634361.79000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <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>
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              <invstCat>CDS</invstCat>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Estee Lauder Cos Inc/The</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>Estee Lauder Companies, Inc.</title>
        <cusip>518439104</cusip>
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          <isin value="US5184391044"/>
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        <balance>2440.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>810250.80000000</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>
        <name>Blackstone Strategic Credit Fu</name>
        <lei>549300YESIF051NRED20</lei>
        <title>Blackstone Strategic Credit Fund</title>
        <cusip>09257R101</cusip>
        <identifiers>
          <isin value="US09257R1014"/>
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        <balance>135749.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1859761.30000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Corporation Trust</title>
        <cusip>36258BAS7</cusip>
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          <isin value="US36258BAS79"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1962078.60000000</valUSD>
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          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PACKAGING COORDINATORS MIDCO INC</name>
        <lei>N/A</lei>
        <title>Packaging Coordinators Midco, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US69515EAH53"/>
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        <balance>1791000.00000000</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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      <invstOrSec>
        <name>UNITED AIR 2015-1 AA PTT</name>
        <lei>N/A</lei>
        <title>United Airlines Class AA Pass Through Trust</title>
        <cusip>90932LAA5</cusip>
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          <isin value="US90932LAA52"/>
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        <balance>482996.35370000</balance>
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        <curCd>USD</curCd>
        <valUSD>505017.80000000</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>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMAGEFIRST HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>ImageFIRST Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX194201 1"/>
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        <balance>942944.44930000</balance>
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        <curCd>USD</curCd>
        <valUSD>939408.41000000</valUSD>
        <pctVal>0.059808471068</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>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH74KNL1"/>
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        <balance>-143933.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-143933.95000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>150000.00000000</principalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>161271.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1951379.10000000</valUSD>
        <pctVal>0.124236699611</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>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"/>
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        <balance>2853775.00000000</balance>
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        <valUSD>128287.75000000</valUSD>
        <pctVal>0.008167580897</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>-527769.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-527769.45000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.40000000</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>500000.00000000</principalAmt>
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              <collateralVal>561350.00000000</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>Kraft Heinz Co/The</name>
        <lei>N/A</lei>
        <title>Kraft Heinz Co.</title>
        <cusip>500754106</cusip>
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          <isin value="US5007541064"/>
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        <balance>22549.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>757871.89000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CMS Energy Corp</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS Energy Corp.</title>
        <cusip>125896100</cusip>
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          <isin value="US1258961002"/>
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        <balance>12878.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>757870.30000000</valUSD>
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        <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>YAK HOLDING III LLC</name>
        <lei>N/A</lei>
        <title>YAK MAT (YAK ACCESS LLC)</title>
        <cusip>N/A</cusip>
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          <isin value="US98432UAE55"/>
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        <balance>5605000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3398031.25000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-10</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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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="BGH7J26V2"/>
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        <balance>-1536445.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1536445.71000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>1500000.00000000</principalAmt>
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              <collateralVal>1581750.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jack Henry &amp; Associates Inc</name>
        <lei>529900X1QS8C54W0JB21</lei>
        <title>Jack Henry &amp; Associates, Inc.</title>
        <cusip>426281101</cusip>
        <identifiers>
          <isin value="US4262811015"/>
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        <balance>4846.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>734798.98000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Texas Instruments Inc</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments, Inc.</title>
        <cusip>882508104</cusip>
        <identifiers>
          <isin value="US8825081040"/>
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        <balance>4297.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>826613.89000000</valUSD>
        <pctVal>0.052627283722</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>
        <name>Progressive Corp/The</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>Progressive Corp.</title>
        <cusip>743315103</cusip>
        <identifiers>
          <isin value="US7433151039"/>
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        <balance>8797.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>817593.18000000</valUSD>
        <pctVal>0.052052970285</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>
        <name>BALL CORP</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>Ball Corp.</title>
        <cusip>058498AX4</cusip>
        <identifiers>
          <isin value="US058498AX40"/>
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        <balance>875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>842016.88000000</valUSD>
        <pctVal>0.053607932045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</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>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="BGH7L1AC8"/>
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        <balance>-1887109.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1887109.00000000</valUSD>
        <pctVal>-0.12014487290</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>2025000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          <isCashCollateral>N</isCashCollateral>
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      <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>2823467.35010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2790160.04000000</valUSD>
        <pctVal>0.177638611973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Evergy Inc</name>
        <lei>549300PGTHDQY6PSUI61</lei>
        <title>Evergy, Inc.</title>
        <cusip>30034W106</cusip>
        <identifiers>
          <isin value="US30034W1062"/>
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        <balance>12283.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>777513.90000000</valUSD>
        <pctVal>0.049501278781</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>
        <name>Henry Schein Inc</name>
        <lei>VGO3WGL8H45T73F4RR92</lei>
        <title>Henry Schein, Inc.</title>
        <cusip>806407102</cusip>
        <identifiers>
          <isin value="US8064071025"/>
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        <balance>10672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>758352.32000000</valUSD>
        <pctVal>0.048281335686</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>
        <name>Micron Technology Inc</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>Micron Technology, Inc.</title>
        <cusip>595112103</cusip>
        <identifiers>
          <isin value="US5951121038"/>
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        <balance>11145.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>936180.00000000</valUSD>
        <pctVal>0.059602930789</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>
        <name>Fox Corp</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corp.</title>
        <cusip>35137L204</cusip>
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          <isin value="US35137L2043"/>
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        <balance>7406.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>248841.60000000</valUSD>
        <pctVal>0.015842774533</pctVal>
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        <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>
        <name>NRG Energy Inc</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc.</title>
        <cusip>629377508</cusip>
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          <isin value="US6293775085"/>
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        <balance>18845.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>678796.90000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7E58L0"/>
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        <balance>-1001495.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1001495.00000000</valUSD>
        <pctVal>-0.06376128220</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <maturityDt>N/A</maturityDt>
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              <collateralVal>1030080.00000000</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>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy, Inc.</title>
        <cusip>25746U109</cusip>
        <identifiers>
          <isin value="US25746U1097"/>
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        <balance>10597.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>754506.40000000</valUSD>
        <pctVal>0.048036480954</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>LEVEL 3 FINANCING INC</name>
        <lei>254900AE5FEFIJOXWL19</lei>
        <title>Level 3 Financing, Inc.</title>
        <cusip>527298BT9</cusip>
        <identifiers>
          <isin value="US527298BT90"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557250.00000000</valUSD>
        <pctVal>0.035477934994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Express Co</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co.</title>
        <cusip>025816109</cusip>
        <identifiers>
          <isin value="US0258161092"/>
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        <name>BorgWarner Inc</name>
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        <name>SHO HOLDING I CORP</name>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
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        <name>CENGAGE LEARNING INC</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>Freddie Mac Military Housing B</name>
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        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
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        <name>Fidelity National Information</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>Fidelity National Information Services, Inc.</title>
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        <name>Boeing Co/The</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co.</title>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <title>Credit Suisse Securities (USA) LLC</title>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>Centene Corp</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp.</title>
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        <name>Vornado Realty Trust</name>
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        <name>Microsoft Corp</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corp.</title>
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        <name>Domino's Pizza Inc</name>
        <lei>25490005ZWM1IF9UXU57</lei>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <name>KAMC HOLDINGS INC</name>
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        <title>Franklin Energy (KAMC Holdings, Inc.)</title>
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        <name>Moody's Corp</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>Moody's Corp.</title>
        <cusip>615369105</cusip>
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        <name>WAMU Asset-Backed Certificates</name>
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        <name>Kimco Realty Corp</name>
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        <name>SERVICE LOGIC ACQUISITION INC</name>
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        <name>Catalent Inc</name>
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        <name>SOVOS BRANDS HOLDINGS INC</name>
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        <name>Colicity Inc</name>
        <lei>N/A</lei>
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        <name>PT Intermediate Holdings III LLC</name>
        <lei>N/A</lei>
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        <name>BIDFAIR LTD</name>
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        <name>McDonald's Corp</name>
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        <name>Lamb Weston Holdings Inc</name>
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        <name>Exelon Corp</name>
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        <name>S&amp;P Global Inc</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
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        <name>OCCIDENTAL PETROLEUM COR</name>
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        <title>Occidental Petroleum Corp.</title>
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        <name>KLA Corp</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>Venture CDO Ltd</name>
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        <title>Venture XIII CLO Ltd.</title>
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        <name>CONFLUENT HEALTH LLC</name>
        <lei>N/A</lei>
        <title>Confluent Health LLC</title>
        <cusip>N/A</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>METLIFE INC</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife, Inc.</title>
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      <invstOrSec>
        <name>FINASTRA GROUP HOLDINGS LTD</name>
        <lei>N/A</lei>
        <title>Misys Ltd.</title>
        <cusip>N/A</cusip>
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        <balance>1907639.87420000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2024-06-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR2"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>ENTRANS INTERNATIONAL LLC / ENTRANS FINANCE CORP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="US29384FAD33"/>
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        <balance>4341726.70640000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Alphabet Inc</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>422854.55000000</valUSD>
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        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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          <other otherDesc="Internal ID" value="BGH7L1A12"/>
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        <name>Analog Devices Inc</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>Analog Devices, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CROSS FINANCIAL CORP</name>
        <lei>N/A</lei>
        <title>Cross Financial Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US22750JAD63"/>
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        <balance>2090385.93750000</balance>
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        <curCd>USD</curCd>
        <valUSD>2091263.90000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CD&amp;R FIREFLY 4 LTD</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX173382 1"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.75192000"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>Costco Wholesale Corp</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>Costco Wholesale Corp.</title>
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        <curCd>USD</curCd>
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        <name>Garmin Ltd</name>
        <lei>2549001E0HIPIJQ0W046</lei>
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          <isin value="CH0114405324"/>
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        <balance>4746.00000000</balance>
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        <curCd>USD</curCd>
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        <name>A O Smith Corp</name>
        <lei>549300XG4US7UJNECY36</lei>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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        <name>NIC ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>NIC Acquisition Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US12656UAB17"/>
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        <balance>1194000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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        <name>BNP Paribas</name>
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          <other otherDesc="Internal ID" value="BGH7L5Q08"/>
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        <balance>-567.00000000</balance>
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        <valUSD>-1114155.00000000</valUSD>
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        <name>Host Hotels &amp; Resorts Inc</name>
        <lei>N6EL63S0K3PB1YFTDI24</lei>
        <title>Host Hotels &amp; Resorts, Inc.</title>
        <cusip>44107P104</cusip>
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          <isin value="US44107P1049"/>
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        <name>Delta Air Lines Inc</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
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        <name>Fiserv Inc</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>Fiserv, Inc.</title>
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        <balance>7402.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>714441.04000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>salesforce.com Inc</name>
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        <name>Biogen Inc</name>
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        <name>Duke Realty Corp</name>
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        <name>SITUS AMC HOLDINGS CORPORATION</name>
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        <name>BOFA SECURITIES, INC.</name>
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        <name>BMO Capital Markets Corp., New York Branch</name>
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        <name>HUB INTERNATIONAL LTD</name>
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        <name>GLOVES BUYER INC</name>
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        <name>SCP EYE CARE SERVICES LLC</name>
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        <name>Expeditors International of Wa</name>
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        <name>Bank of America, N.A.</name>
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        <name>LIBERTY MUTUAL GROUP INC</name>
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        <name>Coca-Cola Co/The</name>
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        <name>Goldman Sachs Group Inc/The</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <name>WCG PURCHASER CORP</name>
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        <name>ATLAS CC ACQUISITION CORP</name>
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        <title>Atlas CC Acquisition Corp.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX194446 1"/>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>Cardinal Health Inc</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
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      <invstOrSec>
        <name>Ecolab Inc</name>
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        <title>Ecolab, 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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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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            <repurchaseCollateral>
              <principalAmt>4050000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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="BGH7J21P0"/>
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        <balance>-838430.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-838430.64000000</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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              <counterpartyInfo lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
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            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
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              <collateralVal>1070000.00000000</collateralVal>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHARTER NEXT GENERATION INC</name>
        <lei>N/A</lei>
        <title>Charter Next Generation, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US16125TAJ16"/>
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        <balance>3771500.00000000</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>2027-12-01</maturityDt>
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        <name>Aon PLC</name>
        <lei>635400FALWQYX5E6QC64</lei>
        <title>Aon plc</title>
        <cusip>N/A</cusip>
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        <balance>2802.00000000</balance>
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        <assetCat>EC</assetCat>
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        <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>289790.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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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="BGH7J1WN3"/>
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        <balance>-1828595.20000000</balance>
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        <valUSD>-1828595.20000000</valUSD>
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        <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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            <repurchaseCollateral>
              <principalAmt>2425000.00000000</principalAmt>
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              <collateralVal>2340125.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Cadence Design Systems Inc</name>
        <lei>GCT7RXJOGLXPV0NXZY22</lei>
        <title>Cadence Design Systems, Inc.</title>
        <cusip>127387108</cusip>
        <identifiers>
          <isin value="US1273871087"/>
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        <balance>4909.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>871151.14000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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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>6650000.00000000</balance>
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        <valUSD>6155040.50000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NM Z PARENT INC</name>
        <lei>NU75S1Y8UH3706J5CS61</lei>
        <title>Zep, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX167827 1"/>
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        <balance>930108.72280000</balance>
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        <curCd>USD</curCd>
        <valUSD>915226.98000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>WILTON RE LTD</name>
        <lei>5493004VQ9VSL29MT373</lei>
        <title>Wilton RE Ltd.</title>
        <cusip>97263CAA9</cusip>
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          <isin value="US97263CAA99"/>
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        <balance>7800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8220186.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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          <maturityDt>N/A</maturityDt>
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        <name>Anthem Inc</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem, Inc.</title>
        <cusip>036752103</cusip>
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        <balance>2291.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Lam Research Corp</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>Lam Research Corp.</title>
        <cusip>512807108</cusip>
        <identifiers>
          <isin value="US5128071082"/>
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        <balance>1370.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>931394.50000000</valUSD>
        <pctVal>0.059298256661</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>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7E54Y6"/>
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        <balance>-526834.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-526834.72000000</valUSD>
        <pctVal>-0.03354151269</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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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
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              <principalAmt>500000.00000000</principalAmt>
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              <collateralVal>561350.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marriott International Inc/MD</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International, Inc.</title>
        <cusip>571903202</cusip>
        <identifiers>
          <isin value="US5719032022"/>
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        <balance>6039.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>891114.84000000</valUSD>
        <pctVal>0.056733807744</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>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
        <cusip>50077LAM8</cusip>
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          <isin value="US50077LAM81"/>
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        <balance>1400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1781844.23000000</valUSD>
        <pctVal>0.113443075390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3166031.13000000</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>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Extra Space Storage Inc</name>
        <lei>N/A</lei>
        <title>Extra Space Storage, Inc.</title>
        <cusip>30225T102</cusip>
        <identifiers>
          <isin value="US30225T1025"/>
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        <balance>4379.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>875800.00000000</valUSD>
        <pctVal>0.055758771588</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DXC Technology Co</name>
        <lei>549300DOVZ3EDJB7O259</lei>
        <title>DXC Technology Co.</title>
        <cusip>23355L106</cusip>
        <identifiers>
          <isin value="US23355L1061"/>
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        <balance>23835.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>714811.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Illinois Tool Works Inc</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>Illinois Tool Works, Inc.</title>
        <cusip>452308109</cusip>
        <identifiers>
          <isin value="US4523081093"/>
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        <balance>3744.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>869169.60000000</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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          <isLoanByFund>N</isLoanByFund>
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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>2550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2543625.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cisco Systems Inc/Delaware</name>
        <lei>549300LKFJ962MZ46593</lei>
        <title>Cisco Systems, Inc.</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
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        <balance>14151.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>776040.84000000</valUSD>
        <pctVal>0.049407494794</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>
        <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="BGH7J2386"/>
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        <balance>-301545.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-301545.17000000</valUSD>
        <pctVal>-0.01919820536</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>325000.00000000</principalAmt>
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              <collateralVal>326625.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock Credit Allocation In</name>
        <lei>WU48CSUCFTU86AQUYZ93</lei>
        <title>BlackRock Credit Allocation Income Trust</title>
        <cusip>092508100</cusip>
        <identifiers>
          <isin value="US0925081004"/>
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        <balance>85845.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1279090.50000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>982575.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>977583.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J26P5"/>
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        <balance>-679300.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-679300.08000000</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>800000.00000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RECORDED BOOKS INC</name>
        <lei>N/A</lei>
        <title>Recorded Books, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192337 1"/>
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        <balance>846830.90540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>845247.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.09000000</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>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="BGH77DQP2"/>
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        <balance>-1519406.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1519406.49000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>1625000.00000000</principalAmt>
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              <collateralVal>1641900.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J27J8"/>
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        <balance>-572022.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-572022.25000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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          <transCat>Reverse repurchase</transCat>
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              <invstCat>CDS</invstCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Align Technology Inc</name>
        <lei>549300N5YSE0U3LCP840</lei>
        <title>Align Technology, Inc.</title>
        <cusip>016255101</cusip>
        <identifiers>
          <isin value="US0162551016"/>
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        <balance>1136.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>694698.08000000</valUSD>
        <pctVal>0.044228718389</pctVal>
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        <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>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J1X69"/>
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        <balance>-392806.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-392806.59000000</valUSD>
        <pctVal>-0.02500846418</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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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>450000.00000000</principalAmt>
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              <collateralVal>459540.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOOZ ALLEN HAMILTON INC</name>
        <lei>549300D7XCH2480XU542</lei>
        <title>Booz Allen Hamilton, Inc.</title>
        <cusip>09951LAB9</cusip>
        <identifiers>
          <isin value="US09951LAB99"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326625.00000000</valUSD>
        <pctVal>0.020794940363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</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>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="BGH7E53M3"/>
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        <balance>-813261.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-813261.66000000</valUSD>
        <pctVal>-0.05177719929</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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      <invstOrSec>
        <name>CHENIERE ENERGY INC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>Cheniere Corpus Christi Holdings LLC</title>
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          <other otherDesc="Internal ID" value="BGH6SLAJ4"/>
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        <name>HILTON DOMESTIC OPERATIN</name>
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        <title>Hilton Domestic Operating Company, Inc.</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
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        <balance>-416106.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-416106.89000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>400000.00000000</principalAmt>
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              <collateralVal>427000.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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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="BGH7J1WX1"/>
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          <transCat>Reverse repurchase</transCat>
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        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>EXIDE TECHNOLOGIES</name>
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        <title>Exide Technologies</title>
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        <name>Ares Dynamic Credit Allocation</name>
        <lei>549300BZI16VZUT2N044</lei>
        <title>Ares Dynamic Credit Allocation Fund, Inc.</title>
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          <isin value="US04014F1021"/>
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        <balance>68326.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1085700.14000000</valUSD>
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        <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>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
        <cusip>50077LAZ9</cusip>
        <identifiers>
          <isin value="US50077LAZ94"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747486.58000000</valUSD>
        <pctVal>0.047589556382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Iron Mountain Inc</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
        <cusip>46284V101</cusip>
        <identifiers>
          <isin value="US46284V1017"/>
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        <balance>17423.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>791701.12000000</valUSD>
        <pctVal>0.050404523768</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>
        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
        <cusip>65409QBF8</cusip>
        <identifiers>
          <isin value="US65409QBF81"/>
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        <balance>975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1014370.50000000</valUSD>
        <pctVal>0.064581015089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CarMax Inc</name>
        <lei>N/A</lei>
        <title>CarMax, Inc.</title>
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          <isin value="US1431301027"/>
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        <balance>6089.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>860071.25000000</valUSD>
        <pctVal>0.054757383396</pctVal>
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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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        <name>ENDO INTERNATIONAL PLC</name>
        <lei>N/A</lei>
        <title>Endo Luxembourg Finance Company I SARL</title>
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        <balance>1293500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1255833.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <name>AfterNext HealthTech Acquisition Corp.</name>
        <lei>N/A</lei>
        <title>AfterNext HealthTech Acquisition Corp.</title>
        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
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          <isin value="US50077LAB27"/>
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        <curCd>USD</curCd>
        <valUSD>1504539.08000000</valUSD>
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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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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>Matterport, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH7CQ4U0"/>
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        <curCd>USD</curCd>
        <valUSD>-331800.00000000</valUSD>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>Medtronic PLC</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic plc</title>
        <cusip>N/A</cusip>
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          <isin value="IE00BTN1Y115"/>
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        <balance>6246.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>666448.20000000</valUSD>
        <pctVal>0.042430158665</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>APTTUS CORP</name>
        <lei>N/A</lei>
        <title>Apttus Corp.</title>
        <cusip>N/A</cusip>
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        <balance>2468812.50000000</balance>
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        <assetCat>LON</assetCat>
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        <name>Zoetis Inc</name>
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        <name>MB2 DENTAL SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>MB2 Dental Solutions LLC</title>
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        <name>CHS INC</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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        <name>Zebra Technologies Corp</name>
        <lei>PO0I32GKZ3HZMMDPZZ08</lei>
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        <assetCat>EC</assetCat>
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        <name>Schlumberger NV</name>
        <lei>213800ZUA17OK3QLGM62</lei>
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          <isin value="AN8068571086"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>PH ONSHORE GP ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6B3XG3"/>
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        <balance>211000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>221251.80000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <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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      <invstOrSec>
        <name>Clorox Co/The</name>
        <lei>54930044KVSC06Z79I06</lei>
        <title>Clorox Co.</title>
        <cusip>189054109</cusip>
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          <isin value="US1890541097"/>
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        <balance>4827.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bio-Rad Laboratories Inc</name>
        <lei>549300ZC1GPV35XYDK53</lei>
        <title>Bio-Rad Laboratories, Inc.</title>
        <cusip>090572207</cusip>
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          <isin value="US0905722072"/>
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        <balance>998.00000000</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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>iShares Russell 2000 ETF</name>
        <lei>549300O80OAR5VTWR172</lei>
        <title>iShares Russell 2000 Index ETF</title>
        <cusip>464287655</cusip>
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          <isin value="US4642876555"/>
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        <balance>285576.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Goldman Sachs International</name>
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        <name>INTEGRATED POWER SERVICES HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Integrated Power Services Holdings, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH7KRUV8 1"/>
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      <invstOrSec>
        <name>Laboratory Corp of America Hol</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>Laboratory Corporation of America Holdings</title>
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        <assetCat>EC</assetCat>
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        <name>GLP CAPITAL LP / FIN II</name>
        <lei>N/A</lei>
        <title>GLP Capital Limited Partnership / GLP Financing II, Inc.</title>
        <cusip>361841AL3</cusip>
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          <isin value="US361841AL38"/>
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          <maturityDt>2029-01-15</maturityDt>
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        <name>Kimberly-Clark Corp</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>Kimberly-Clark Corp.</title>
        <cusip>494368103</cusip>
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          <isin value="US4943681035"/>
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        <assetCat>EC</assetCat>
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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="BGH7KTLB8"/>
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        <name>NortonLifeLock Inc</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NortonLifeLock, Inc.</title>
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        <name>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
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        <invCountry>CA</invCountry>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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      <invstOrSec>
        <name>MAPS LTD</name>
        <lei>N/A</lei>
        <title>MAPS Ltd.</title>
        <cusip>55283LAA3</cusip>
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        <balance>1292103.94610000</balance>
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        <name>PELICAN PRODUCTS INC</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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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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      <invstOrSec>
        <name>Hotwire Funding LLC</name>
        <lei>N/A</lei>
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          <maturityDt>2051-11-20</maturityDt>
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      <invstOrSec>
        <name>UNITED AIRLINES HOLDINGS INC</name>
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          <isin value="US59921PAB22"/>
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        <valUSD>3907050.00000000</valUSD>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>Comerica Inc</name>
        <lei>I9Q57JVPWHHZ3ZGBW498</lei>
        <title>Comerica, Inc.</title>
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          <isin value="US2003401070"/>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>Healthpeak Properties Inc</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
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          <isin value="US42250P1030"/>
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        <assetCat>EC</assetCat>
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        <name>DAVITA INC</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
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        <name>Celanese Corp</name>
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        <name>KeyCorp</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
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        <name>STATION CASINOS LLC</name>
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        <title>Station Casinos LLC</title>
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        <name>Zimmer Biomet Holdings Inc</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
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        <name>Marathon Oil Corp</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
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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>Public Storage</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460D109</cusip>
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        <assetCat>EC</assetCat>
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        <name>Falcon Aerospace Ltd</name>
        <lei>N/A</lei>
        <title>Falcon Aerospace Ltd.</title>
        <cusip>30605YAD3</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>Home Depot Inc/The</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot, Inc.</title>
        <cusip>437076102</cusip>
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          <isin value="US4370761029"/>
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        <balance>2468.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>988705.48000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TERRAFORM GLOBAL OPERATI</name>
        <lei>549300LC7QMVR79H5O86</lei>
        <title>Terraform Global Operating LLC</title>
        <cusip>88104UAC7</cusip>
        <identifiers>
          <isin value="US88104UAC71"/>
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        <balance>5255000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5360100.00000000</valUSD>
        <pctVal>0.341256670007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</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>SCOTTS MIRACLE-GRO CO</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>Scotts Miracle-Gro Co.</title>
        <cusip>810186AV8</cusip>
        <identifiers>
          <isin value="US810186AV84"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>693539.00000000</valUSD>
        <pctVal>0.044154924285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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="BGH7J1WP8"/>
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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>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="CREDIT SUISSE SECURITIES (USA) LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>1278000.00000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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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="BGH7J27G4"/>
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        <curCd>USD</curCd>
        <valUSD>-924052.18000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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            <repurchaseCollateral>
              <principalAmt>1000000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>Johnson &amp; Johnson</title>
        <cusip>478160104</cusip>
        <identifiers>
          <isin value="US4781601046"/>
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        <balance>4906.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>764992.58000000</valUSD>
        <pctVal>0.048704095153</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>HOST HOTELS &amp; RESORTS LP</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>Host Hotels &amp; Resorts, LP</title>
        <cusip>44107TAZ9</cusip>
        <identifiers>
          <isin value="US44107TAZ93"/>
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        <balance>3610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3697281.42000000</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>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCPR SR SECURED FIN DAC</name>
        <lei>549300LE5FM8IKMXSP90</lei>
        <title>LCPR Senior Secured Financing DAC</title>
        <cusip>50201DAA1</cusip>
        <identifiers>
          <isin value="US50201DAA19"/>
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        <balance>2350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2436339.00000000</valUSD>
        <pctVal>0.155112205770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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          <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="BGH77E0Y9"/>
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        <balance>-1539568.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1539568.57000000</valUSD>
        <pctVal>-0.09801832865</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1750000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
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      <invstOrSec>
        <name>PARKLAND CORP</name>
        <lei>549300XHQS1JYWBNK868</lei>
        <title>Parkland Corp.</title>
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        <curCd>USD</curCd>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BlackRock Debt Strategies Fund</name>
        <lei>Y02PFSGMGNYKWM70AJ95</lei>
        <title>BlackRock Debt Strategies Fund, Inc.</title>
        <cusip>09255R202</cusip>
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          <isin value="US09255R2022"/>
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        <balance>35945.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>416962.00000000</valUSD>
        <pctVal>0.026546344963</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>O'Reilly Automotive Inc</name>
        <lei>549300K2RLMQL149Q332</lei>
        <title>O'Reilly Automotive, Inc.</title>
        <cusip>67103H107</cusip>
        <identifiers>
          <isin value="US67103H1077"/>
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        <balance>1383.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SOTHEBY'S/BIDFAIR HLD</name>
        <lei>N/A</lei>
        <title>Sotheby's/Bidfair Holdings, Inc.</title>
        <cusip>83600GAA2</cusip>
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          <isin value="US83600GAA22"/>
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        <balance>2700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2710968.75000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FR REFUEL LLC</name>
        <lei>N/A</lei>
        <title>FR Refuel LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX199430 1"/>
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        <balance>7066666.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7004833.34000000</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>2028-11-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
        <cusip>62886EAV0</cusip>
        <identifiers>
          <isin value="US62886EAV02"/>
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        <balance>1550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1643000.00000000</valUSD>
        <pctVal>0.104603404567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROOKFIELD BUSINESS PARTNERS LP</name>
        <lei>N/A</lei>
        <title>BCP V Modular Services Finance II plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2397447884"/>
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        <balance>4250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75192000"/>
        <valUSD>5567414.09000000</valUSD>
        <pctVal>0.354455549878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NFP CORP</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP Corp.</title>
        <cusip>65342RAD2</cusip>
        <identifiers>
          <isin value="US65342RAD26"/>
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        <balance>6925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6860666.75000000</valUSD>
        <pctVal>0.436791904840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>Caterpillar, Inc.</title>
        <cusip>149123101</cusip>
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      <invstOrSec>
        <name>Norfolk Southern Corp</name>
        <lei>54930036C8MWP850MI84</lei>
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      <invstOrSec>
        <name>Alphabet Inc</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>398865.60000000</valUSD>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>CAST &amp; CREW PAYROLL LLC</name>
        <lei>N/A</lei>
        <title>Cast &amp; Crew Payroll LLC</title>
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          <isin value="US14835JAN00"/>
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        <curCd>USD</curCd>
        <valUSD>1006260.59000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>AIR CANADA 2020-2A PTT</name>
        <lei>N/A</lei>
        <title>Air Canada Class A Pass Through Trust</title>
        <cusip>00909DAA1</cusip>
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          <isin value="US00909DAA19"/>
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        <curCd>USD</curCd>
        <valUSD>5114752.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CP ATLAS BUYER INC</name>
        <lei>N/A</lei>
        <title>American Bath Group LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192222 1"/>
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        <balance>3731250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3691624.13000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SIX FLAGS THEME PARKS</name>
        <lei>5493003MX0ZXTM8EVY68</lei>
        <title>Six Flags Theme Parks, Inc.</title>
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          <isin value="US83001WAC82"/>
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        <balance>1925000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2025562.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Palmer Square Loan Funding Ltd</name>
        <lei>N/A</lei>
        <title>Palmer Square Loan Funding Ltd.</title>
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          <isin value="US69702FAA03"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1999972.80000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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          <other otherDesc="Internal ID" value="BGH7J96V7"/>
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        <balance>-3155556.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-3155556.63000000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>MIDWEST CONNECTOR CAPIT</name>
        <lei>N/A</lei>
        <title>Midwest Connector Capital Company LLC</title>
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          <isin value="US59833CAC64"/>
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        <balance>1809000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1941000.14000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
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        <curCd>USD</curCd>
        <valUSD>2263500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>N/A</maturityDt>
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      <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>eBay Inc</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>eBay, Inc.</title>
        <cusip>278642103</cusip>
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          <isin value="US2786421030"/>
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        <balance>11290.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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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>BREITLING HOLDINGS SARL</name>
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        <title>Breitling Financing SARL</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
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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>Sapphire Aviation Finance I Li</name>
        <lei>N/A</lei>
        <title>Sapphire Aviation Finance II Ltd.</title>
        <cusip>80307AAB5</cusip>
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        <balance>1870267.68600000</balance>
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        <curCd>USD</curCd>
        <valUSD>1635224.97000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOYNE USA INC</name>
        <lei>N/A</lei>
        <title>Boyne USA, Inc.</title>
        <cusip>103557AC8</cusip>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1259375.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Snap-on Inc</name>
        <lei>HHWAT5TDOYZMM26KKQ73</lei>
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      <invstOrSec>
        <name>VERTICAL TOPCO SARL</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NA RAIL HOLD CO LLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX199149 1"/>
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        <balance>4327812.81030000</balance>
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        <curCd>USD</curCd>
        <valUSD>4325129.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AbbVie Inc</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
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          <isin value="US00287Y1091"/>
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        <balance>7679.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Prudential Financial Inc</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>Prudential Financial, Inc.</title>
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          <isin value="US7443201022"/>
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        <balance>7896.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>807444.96000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kroger Co/The</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>Kroger Co.</title>
        <cusip>501044101</cusip>
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          <isin value="US5010441013"/>
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        <balance>19199.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>797334.47000000</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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          <isLoanByFund>N</isLoanByFund>
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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="LX182722 1"/>
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        <balance>1674500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1660551.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.34000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENDO DAC/FIN LLC/FINCO</name>
        <lei>N/A</lei>
        <title>Endo Dac / Endo Finance LLC / Endo Finco, Inc.</title>
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          <isin value="US29273DAB64"/>
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        <balance>181000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>182245.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KDAC Aviation Finance Limited</name>
        <lei>N/A</lei>
        <title>KDAC Aviation Finance Ltd.</title>
        <cusip>48244XAA0</cusip>
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          <isin value="US48244XAA00"/>
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        <balance>1445718.30750000</balance>
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        <curCd>USD</curCd>
        <valUSD>1316211.15000000</valUSD>
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        <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>
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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>McKesson Corp</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>McKesson Corp.</title>
        <cusip>58155Q103</cusip>
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          <isin value="US58155Q1031"/>
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        <balance>4041.00000000</balance>
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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>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NXP Semiconductors NV</name>
        <lei>724500M9BY5293JDF951</lei>
        <title>NXP Semiconductor N.V.</title>
        <cusip>N/A</cusip>
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          <isin value="NL0009538784"/>
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        <balance>3862.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>862616.32000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International, Inc.</title>
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          <isin value="US571903BE27"/>
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        <balance>2320000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CenterPoint Energy Inc</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
        <cusip>15189T107</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>KKR CORE HOLDING COMPANY LLC</name>
        <lei>N/A</lei>
        <title>KKR Core Holding Company LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7D03K9"/>
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        <balance>2320000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>RXR Acquisition Corp</name>
        <lei>N/A</lei>
        <title>RXR Acquisition Corp.</title>
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          <isin value="US74981W1071"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Microchip Technology Inc</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc.</title>
        <cusip>595017104</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Charles River Laboratories Int</name>
        <lei>549300BSQ0R4UZ5KX287</lei>
        <title>Charles River Laboratories International, Inc.</title>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale</title>
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        <invCountry>FR</invCountry>

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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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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH75GCX5"/>
        </identifiers>
        <balance>-307744.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-307744.17000000</valUSD>
        <pctVal>-0.01959287152</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>337187.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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="BGH7J27M1"/>
        </identifiers>
        <balance>-1747632.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1747632.87000000</valUSD>
        <pctVal>-0.11126497147</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>1955000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2003875.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROOKFIELD BUSINESS PARTNERS LP</name>
        <lei>N/A</lei>
        <title>BCP V Modular Services Holdings IV Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX198943 1"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88210000"/>
        <valUSD>2259766.47000000</valUSD>
        <pctVal>0.143870521174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-06</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>Allstate Corp/The</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>Allstate Corp.</title>
        <cusip>020002101</cusip>
        <identifiers>
          <isin value="US0200021014"/>
        </identifiers>
        <balance>6227.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>676999.44000000</valUSD>
        <pctVal>0.043101914981</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>PENN NATIONAL GA</name>
        <lei>N/A</lei>
        <title>Penn National Gaming, Inc.</title>
        <cusip>707569AV1</cusip>
        <identifiers>
          <isin value="US707569AV14"/>
        </identifiers>
        <balance>675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>636997.50000000</valUSD>
        <pctVal>0.040555147413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan Inc</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan, Inc.</title>
        <cusip>49456B101</cusip>
        <identifiers>
          <isin value="US49456B1017"/>
        </identifiers>
        <balance>51297.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>793051.62000000</valUSD>
        <pctVal>0.050490504838</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>Corning Inc</name>
        <lei>549300X2937PB0CJ7I56</lei>
        <title>Corning, Inc.</title>
        <cusip>219350105</cusip>
        <identifiers>
          <isin value="US2193501051"/>
        </identifiers>
        <balance>21097.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>782487.73000000</valUSD>
        <pctVal>0.049817943146</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>INTERTAPE POLYMER GROUP</name>
        <lei>549300ESFR3Z1YNR6O65</lei>
        <title>Intertape Polymer Group, Inc.</title>
        <cusip>460919AB9</cusip>
        <identifiers>
          <isin value="US460919AB94"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594000.00000000</valUSD>
        <pctVal>0.037817664219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAZART DEBT MERGER SUB INC</name>
        <lei>N/A</lei>
        <title>Mozart Debt Merger Sub, Inc.</title>
        <cusip>62482BAA0</cusip>
        <identifiers>
          <isin value="US62482BAA08"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1975000.00000000</valUSD>
        <pctVal>0.125740550225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
        </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>-4352000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-490672.51000000</valUSD>
        <pctVal>-0.03123920576</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>0.63373000</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>Kyndryl Holdings Inc</name>
        <lei>549300LQ4LWX2R8ZV130</lei>
        <title>Kyndryl Holdings, Inc.</title>
        <cusip>50155Q100</cusip>
        <identifiers>
          <isin value="US50155Q1004"/>
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        <balance>2.80000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44.24000000</valUSD>
        <pctVal>0.000002816588</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>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>-434079.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-434079.31000000</valUSD>
        <pctVal>-0.02763613735</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>547000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>557940.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>5108617.50000000</valUSD>
        <pctVal>0.325245759666</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>
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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="LX173736 1"/>
        </identifiers>
        <balance>83357.13380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82106.78000000</valUSD>
        <pctVal>0.005227418579</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>Northern Trust Corp</name>
        <lei>549300GLF98S992BC502</lei>
        <title>Northern Trust Corp.</title>
        <cusip>665859104</cusip>
        <identifiers>
          <isin value="US6658591044"/>
        </identifiers>
        <balance>7279.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>842180.30000000</valUSD>
        <pctVal>0.053618336360</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>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>1701643.41360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1697389.31000000</valUSD>
        <pctVal>0.108066159891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>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>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>-386070.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-386070.98000000</valUSD>
        <pctVal>-0.02457963415</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>427987.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7E55A7"/>
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        <balance>-559611.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-559611.14000000</valUSD>
        <pctVal>-0.03562825957</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <name>American Home Mortgage Assets</name>
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        <name>Pool Corp</name>
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        <name>MARRIOTT INTERNATIONAL</name>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
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      <invstOrSec>
        <name>PS HOLDINGS INDEPENDENT VOTING COMPANY LTD</name>
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        <name>Caesars Entertainment Inc</name>
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        <name>Automatic Data Processing Inc</name>
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        <title>Automatic Data Processing, Inc.</title>
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        <curCd>USD</curCd>
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        <name>Gartner Inc</name>
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        <name>People's United Financial Inc</name>
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        <assetCat>EC</assetCat>
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        <name>International Paper Co</name>
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        <name>WALT DISNEY COMPANY/THE</name>
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        <title>Walt Disney Co.</title>
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        <name>MILEAGE PLUS HLDINGS LLC</name>
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        <name>Carnival Corp</name>
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        <title>Carnival Corp.</title>
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        <name>WEYERHAEUSER CO</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>Weyerhaeuser Co.</title>
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        <balance>1100000.00000000</balance>
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        <name>GOLDEN NUGGET ONLINE GAMING INC</name>
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        <title>Landrys, Inc.</title>
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        <name>Norwegian Cruise Line Holdings</name>
        <lei>N/A</lei>
        <title>Norwegian Cruise Line Holdings Ltd.</title>
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        <name>Molson Coors Beverage Co.</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>Molson Coors Beverage Co.</title>
        <cusip>60871R209</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-27</maturityDt>
          <couponKind>Variable</couponKind>
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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="BGH7LG739"/>
        </identifiers>
        <balance>-2138305.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2138305.01000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2500000.00000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corp</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp.</title>
        <cusip>674599105</cusip>
        <identifiers>
          <isin value="US6745991058"/>
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        <balance>32794.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>972342.10000000</valUSD>
        <pctVal>0.061905230714</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>ARMOR HOLDCO INC</name>
        <lei>N/A</lei>
        <title>Armor Holdco, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX199566 1"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1901197.00000000</valUSD>
        <pctVal>0.121041800945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apollo Aviation Securitization</name>
        <lei>N/A</lei>
        <title>AASET Trust</title>
        <cusip>00255UAB1</cusip>
        <identifiers>
          <isin value="US00255UAB17"/>
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        <balance>1959012.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1406354.78000000</valUSD>
        <pctVal>0.089537125999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.33500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7LG5R8"/>
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        <balance>-1257780.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1257780.23000000</valUSD>
        <pctVal>-0.08007796363</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>0.40000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1450000.00000000</principalAmt>
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              <collateralVal>1457250.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Capmark Military Housing Trust</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
        <cusip>14069BAA2</cusip>
        <identifiers>
          <isin value="US14069BAA26"/>
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        <balance>1552758.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1717112.77000000</valUSD>
        <pctVal>0.109321875695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.74600000</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>Dover Corp</name>
        <lei>549300FMC2ALGA7N9E80</lei>
        <title>Dover Corp.</title>
        <cusip>260003108</cusip>
        <identifiers>
          <isin value="US2600031080"/>
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        <balance>4720.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>773372.00000000</valUSD>
        <pctVal>0.049237580156</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>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="BGH78AFD6"/>
        </identifiers>
        <balance>-1736180.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1736180.09000000</valUSD>
        <pctVal>-0.11053581762</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>1849000.00000000</principalAmt>
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              <collateralVal>1848445.30000000</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>Packaging Corp of America</name>
        <lei>549300XZP8MFZFY8TJ84</lei>
        <title>Packaging Corporation of America</title>
        <cusip>695156109</cusip>
        <identifiers>
          <isin value="US6951561090"/>
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        <balance>5396.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>704663.64000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NUSTAR LOGISTICS LP</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>NuStar Logistics, LP</title>
        <cusip>67059TAH8</cusip>
        <identifiers>
          <isin value="US67059TAH86"/>
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        <balance>5625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5990625.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN EQUITY INVESTME</name>
        <lei>549300RK5RZQ740FPL83</lei>
        <title>American Equity Investment Life Holding Co.</title>
        <cusip>025676503</cusip>
        <identifiers>
          <isin value="US0256765035"/>
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        <balance>46000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1232800.00000000</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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      <invstOrSec>
        <name>Keysight Technologies Inc</name>
        <lei>549300GLKVIO8YRCYN02</lei>
        <title>Keysight Technologies, Inc.</title>
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          <isin value="US49338L1035"/>
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        <balance>4547.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>884300.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>ALLIANT HOLD / CO-ISSUER</name>
        <lei>N/A</lei>
        <title>Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer</title>
        <cusip>01883LAB9</cusip>
        <identifiers>
          <isin value="US01883LAB99"/>
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        <balance>725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>706708.25000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FRANCHISE GROUP INC</name>
        <lei>N/A</lei>
        <title>Franchise Group, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192345 1"/>
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        <balance>4077225.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4063647.84000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp.</title>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1236361.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
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      <invstOrSec>
        <name>DIVERSITECH HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Diversitech Holdings, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX192898 1"/>
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        <balance>1385672.26870000</balance>
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        <curCd>USD</curCd>
        <valUSD>1382208.09000000</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>2024-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications, Inc.</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
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        <balance>15106.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>759378.62000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit, Inc.</title>
        <cusip>461202103</cusip>
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        <balance>1444.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>941921.20000000</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Global Payments Inc</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Global Payments, Inc.</title>
        <cusip>37940X102</cusip>
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          <isin value="US37940X1028"/>
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        <balance>4923.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>586033.92000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PERATON HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Peraton Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US71360HAB33"/>
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        <balance>5024750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5006811.64000000</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>2028-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Boston Scientific Corp</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>Boston Scientific Corp.</title>
        <cusip>101137107</cusip>
        <identifiers>
          <isin value="US1011371077"/>
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        <balance>18426.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>701477.82000000</valUSD>
        <pctVal>0.044660358003</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>SITECORE HOLDING III A/S</name>
        <lei>N/A</lei>
        <title>Sitecore Holding III A/S</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX193622 1"/>
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        <balance>690976.90530000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.88210000"/>
        <valUSD>773296.08000000</valUSD>
        <pctVal>0.049232746626</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>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TITAN PARENT NEW ZEALAND LTD</name>
        <lei>N/A</lei>
        <title>Titan AcquisitionCo New Zealand Ltd. (Trade Me)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX198982 1"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>450562.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-18</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>BRUIN E&amp;P PARTNERS LLC</name>
        <lei>N/A</lei>
        <title>Bruin E&amp;P Partnership Units</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BRUINE"/>
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        <balance>40617.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2112.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <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>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH74D0E8"/>
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        <balance>-1452064.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1452064.76000000</valUSD>
        <pctVal>-0.09244730222</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>1490000.00000000</principalAmt>
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              <collateralVal>1575228.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EIF CHANNELVIEW HOLDINGS II LLC</name>
        <lei>549300IBZIX0M6W75Q58</lei>
        <title>EIF Channelview Cogeneration LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US28249GAC06"/>
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        <balance>348285.22820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346791.08000000</valUSD>
        <pctVal>0.022078836056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Applebees/IHOP Funding LLC</name>
        <lei>N/A</lei>
        <title>Applebee's Funding LLC / IHOP Funding LLC</title>
        <cusip>03789XAD0</cusip>
        <identifiers>
          <isin value="US03789XAD03"/>
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        <balance>7375500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7467147.96000000</valUSD>
        <pctVal>0.475404199041</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.19400000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kellogg Co</name>
        <lei>LONOZNOJYIBXOHXWDB86</lei>
        <title>Kellogg Co.</title>
        <cusip>487836108</cusip>
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          <isin value="US4878361082"/>
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        <balance>13057.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>798827.26000000</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>
        <name>NEW ENTERPRISE STONE &amp; L</name>
        <lei>549300O5DQ5Y61B8VF38</lei>
        <title>New Enterprise Stone &amp; Lime Company, Inc.</title>
        <cusip>644274AG7</cusip>
        <identifiers>
          <isin value="US644274AG71"/>
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        <balance>7717000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8258656.23000000</valUSD>
        <pctVal>0.525796444802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUNT COS INC</name>
        <lei>549300ODPWDNCH5TKM49</lei>
        <title>Hunt Companies, Inc.</title>
        <cusip>445587AE8</cusip>
        <identifiers>
          <isin value="US445587AE85"/>
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        <balance>7325000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7123562.50000000</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>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Intercontinental Exchange, Inc.</title>
        <cusip>45866F104</cusip>
        <identifiers>
          <isin value="US45866F1049"/>
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        <balance>6893.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>901052.96000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABG INTERMEDIATE HOLDINGS 2 LLC</name>
        <lei>N/A</lei>
        <title>Authentic Brands</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX192380 1"/>
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        <balance>1189703.17150000</balance>
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        <curCd>USD</curCd>
        <valUSD>1183754.66000000</valUSD>
        <pctVal>0.075365044192</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <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>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH75J400"/>
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        <balance>-1585965.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1585965.10000000</valUSD>
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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>
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              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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      <invstOrSec>
        <name>Equifax Inc</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>Equifax, Inc.</title>
        <cusip>294429105</cusip>
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          <isin value="US2944291051"/>
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        <balance>3001.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>836228.65000000</valUSD>
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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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      <invstOrSec>
        <name>TRIPADVISOR INC</name>
        <lei>549300XVG45PT5BART17</lei>
        <title>TripAdvisor, Inc.</title>
        <cusip>896945AA0</cusip>
        <identifiers>
          <isin value="US896945AA07"/>
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        <balance>1575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1651529.25000000</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>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>BCP IV GRAFTECH HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>GrafTech Finance, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US38431EAB48"/>
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        <balance>951560.88270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>947697.55000000</valUSD>
        <pctVal>0.060336208295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLOBE LIFE INC</name>
        <lei>5493001JFHKQOPP6XA71</lei>
        <title>Globe Life, Inc.</title>
        <cusip>37959E300</cusip>
        <identifiers>
          <isin value="US37959E3009"/>
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        <balance>11000.00000000</balance>
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        <name>HOUGHTON MIFFLIN HARCOUR</name>
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      <invstOrSec>
        <name>HUB INTERNATIONAL LTD</name>
        <lei>549300JQT6ATTUNS5E06</lei>
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          <isin value="US44332PAG63"/>
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      <invstOrSec>
        <name>HEALTHEQUITY INC</name>
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        <curCd>USD</curCd>
        <valUSD>1530625.00000000</valUSD>
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        <name>RBC Capital Markets, LLC</name>
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        <name>ANSYS Inc</name>
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        <name>AASET 2019-2 Trust</name>
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        <name>WRENCH GROUP LLC</name>
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        <name>Welltower Inc</name>
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        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>Assurant, Inc.</title>
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        <name>Nuveen AMT-Free Municipal Cred</name>
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        <name>Treman Park CLO Ltd</name>
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        <name>Huntington Ingalls Industries</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
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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>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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        <name>Hologic Inc</name>
        <lei>549300DYP6F5ZJL0LB74</lei>
        <title>Hologic, Inc.</title>
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        <name>Barclays Bank plc</name>
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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>UNITED WHOLESALE MTGE LL</name>
        <lei>549300HW662MN1WU8550</lei>
        <title>United Wholesale Mortgage LLC</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>CHARLES RIVER LABORATORI</name>
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      <invstOrSec>
        <name>NORANDA ALUMINUM HOLDING CORP</name>
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        <name>Nuveen AMT-Free Quality Munici</name>
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        <name>Great Lakes CLO Ltd</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VECTOR WP HOLDCO INC</name>
        <lei>N/A</lei>
        <title>Vector WP Holdco, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX199015 1"/>
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        <curCd>USD</curCd>
        <valUSD>3099425.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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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="BGH7E58N6"/>
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        <balance>-329247.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-329247.24000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>305000.00000000</principalAmt>
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              <collateralVal>336476.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp.</title>
        <cusip>674599CX1</cusip>
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          <isin value="US674599CX16"/>
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        <balance>2100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2047500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Teledyne Technologies Inc</name>
        <lei>549300VSMO9KYQWDND94</lei>
        <title>Teledyne Technologies, Inc.</title>
        <cusip>879360105</cusip>
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          <isin value="US8793601050"/>
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        <balance>1892.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>785728.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Agilent Technologies Inc</name>
        <lei>QUIX8Y7A2WP0XRMW7G29</lei>
        <title>Agilent Technologies, Inc.</title>
        <cusip>00846U101</cusip>
        <identifiers>
          <isin value="US00846U1016"/>
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        <balance>4622.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>697459.80000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cummins Inc</name>
        <lei>ZUNI8PYC725B6H8JU438</lei>
        <title>Cummins, Inc.</title>
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          <isin value="US2310211063"/>
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        <balance>3511.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STANDARD INDUSTRIES INC</name>
        <lei>54930064UHXCIUWVI755</lei>
        <title>Standard Industries, Inc.</title>
        <cusip>853496AH0</cusip>
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          <isin value="US853496AH04"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1013375.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>1A SMART START LLC</name>
        <lei>N/A</lei>
        <title>1A Smart Start LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US68246UAH77"/>
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        <balance>2207755.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2206386.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <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>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="BGH7E4YS9"/>
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        <balance>-340377.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-340377.78000000</valUSD>
        <pctVal>-0.02167052624</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>450000.00000000</principalAmt>
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              <collateralVal>456795.00000000</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>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. Morgan Securities LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7J21C9"/>
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        <balance>-419215.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-419215.32000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
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            <repurchaseCollateral>
              <principalAmt>500000.00000000</principalAmt>
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              <collateralVal>535000.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS4"/>
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        <balance>-960050.00000000</balance>
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        <pctVal>-0.00136648336</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>ROTO ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>Tank Holdings Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX191476 1"/>
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        <balance>2243966.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2236494.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Mills Inc</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>General Mills, Inc.</title>
        <cusip>370334104</cusip>
        <identifiers>
          <isin value="US3703341046"/>
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        <balance>14020.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>866015.40000000</valUSD>
        <pctVal>0.055135824253</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>
        <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="BGH7FKNH8"/>
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        <balance>-964827.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-964827.75000000</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <maturityDt>N/A</maturityDt>
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              <collateralVal>1017196.80000000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ADVENT INTERNATIONAL CORP</name>
        <lei>N/A</lei>
        <title>Sovos Brands Intermediate, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US84611UAH14"/>
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        <balance>828965.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>827100.35000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JELD-WEN INC</name>
        <lei>549300XWE6NM0N1HFW16</lei>
        <title>JELD-WEN, Inc.</title>
        <cusip>475795AE0</cusip>
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          <isin value="US475795AE07"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1407375.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CF Industries Holdings Inc</name>
        <lei>529900CG8YAQFZ2JMV97</lei>
        <title>CF Industries Holdings, Inc.</title>
        <cusip>125269100</cusip>
        <identifiers>
          <isin value="US1252691001"/>
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        <balance>17949.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1087529.91000000</valUSD>
        <pctVal>0.069238789503</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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        <name>Emerson Electric Co</name>
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        <name>AUXEY HOLDCO LTD</name>
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        <title>Alexander Mann</title>
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        <name>IFF</name>
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            <repurchaseCollateral>
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      <invstOrSec>
        <name>NEWMARK GROUP INC</name>
        <lei>N/A</lei>
        <title>Newmark Group, Inc.</title>
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          <isin value="US65158NAB82"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1551355.00000000</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>QUIRCH FOODS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Quirch Foods Holdings LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US74880TAF30"/>
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        <balance>8914750.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8903606.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-10-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOTHEBY'S</name>
        <lei>549300P5BAAMQQ7VL735</lei>
        <title>Sotheby's</title>
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          <isin value="US835898AH05"/>
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        <balance>4899000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5119455.05000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
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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>6500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6782620.00000000</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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      <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>1913000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1779090.00000000</valUSD>
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        <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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUBURBAN PROPANE PARTNRS</name>
        <lei>N/A</lei>
        <title>Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.</title>
        <cusip>864486AL9</cusip>
        <identifiers>
          <isin value="US864486AL98"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1777500.00000000</valUSD>
        <pctVal>0.113166495203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7J2311"/>
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        <balance>-915570.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-915570.26000000</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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            <repurchaseCollateral>
              <principalAmt>1150000.00000000</principalAmt>
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              <collateralVal>1064440.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>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>
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        <curCd>USD</curCd>
        <valUSD>119743.75000000</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>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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          <other otherDesc="Internal ID" value="BGH6YQ966"/>
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        <curCd>USD</curCd>
        <valUSD>-1468516.73000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>NATL LIFE INSURANCE-VRMT</name>
        <lei>0JRPR7R1EOV4Z2M47L22</lei>
        <title>National Life Insurance Co.</title>
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          <isin value="US636792AA19"/>
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        <balance>3400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5655303.84000000</valUSD>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH743729"/>
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        <balance>-653532.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-653532.82000000</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="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>700000.00000000</principalAmt>
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              <collateralVal>713160.00000000</collateralVal>
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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>1984050.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-21</maturityDt>
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      <invstOrSec>
        <name>CENOVUS ENERGY INC</name>
        <lei>549300NKHFE6ZRF37I48</lei>
        <title>Cenovus Energy, Inc.</title>
        <cusip>448055AK9</cusip>
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          <isin value="US448055AK92"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>947359.78000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>SITECORE HOLDING III A/S</name>
        <lei>N/A</lei>
        <title>Sitecore Holding III A/S</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX193627 1"/>
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        <balance>445197.23440000</balance>
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        <curCd>USD</curCd>
        <valUSD>439493.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

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      <invstOrSec>
        <name>POLARIS NEWCO LLC</name>
        <lei>N/A</lei>
        <title>Polaris Newco LLC</title>
        <cusip>N/A</cusip>
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        <balance>2048000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1817095.29000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-04</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>183058.80000000</valUSD>
        <pctVal>0.011654640119</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
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          <other otherDesc="Internal ID" value="BGH7K80G6 1"/>
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      <invstOrSec>
        <name>Chipotle Mexican Grill Inc</name>
        <lei>N/A</lei>
        <title>Chipotle Mexican Grill, Inc.</title>
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          <isin value="US1696561059"/>
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        <curCd>USD</curCd>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OHA Credit Partners Ltd</name>
        <lei>549300WS1N2FZ02EYH25</lei>
        <title>OHA Credit Partners IX Ltd.</title>
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          <isin value="US67105VAQ77"/>
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        <balance>602739.72600000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-10-20</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Constellation Brands Inc</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>Constellation Brands, Inc.</title>
        <cusip>21036P108</cusip>
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          <isin value="US21036P1084"/>
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        <balance>3829.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Digital Realty Trust Inc</name>
        <lei>549300HKCZ31D08NEI41</lei>
        <title>Digital Realty Trust, Inc.</title>
        <cusip>253868103</cusip>
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          <isin value="US2538681030"/>
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        <balance>5272.00000000</balance>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BIFM CA BUYER INC</name>
        <lei>N/A</lei>
        <title>BGIS (BIFM CA Buyer, Inc.)</title>
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          <isin value="XAG0757GAB86"/>
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        <balance>2697998.73800000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>USI INC/NY</name>
        <lei>N/A</lei>
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          <isin value="US91739VAA61"/>
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      <invstOrSec>
        <name>BANK OF NY MELLON CORP</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corp.</title>
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          <isin value="US064058AH32"/>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>SOUTHERN VETERINARY COMPANY LLC</name>
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          <isin value="US84410HAD26"/>
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        <balance>556174.82000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-05</maturityDt>
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      <invstOrSec>
        <name>BARENTZ MIDCO BV</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX190864 1"/>
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      <invstOrSec>
        <name>Paychex Inc</name>
        <lei>529900K900DW6SUBM174</lei>
        <title>Paychex, Inc.</title>
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        <name>HIGHTOWER HOLDING LLC</name>
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          <isin value="US43117LAG86"/>
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        <curCd>USD</curCd>
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        <name>Aequi Acquisition Corp</name>
        <lei>N/A</lei>
        <title>Aequi Acquisition Corp.</title>
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          <isin value="US00775W1027"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>DP HOLDCO LP</name>
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        <title>Duff &amp; Phelps</title>
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        <balance>1975000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1970556.25000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce, Toronto Branch</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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        <curCd>USD</curCd>
        <valUSD>-1128541.28000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Citrix Systems Inc</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>Citrix Systems, Inc.</title>
        <cusip>177376100</cusip>
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        <balance>7616.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>612554.88000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CME Group Inc</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
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          <isin value="US12572Q1058"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>MB2 DENTAL SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>MB2 Dental Solutions LLC</title>
        <cusip>N/A</cusip>
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        <balance>973062.80180000</balance>
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        <curCd>USD</curCd>
        <valUSD>956322.03000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy, Inc.</title>
        <cusip>25278X109</cusip>
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          <isin value="US25278X1090"/>
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        <balance>10917.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1165171.41000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH77E706"/>
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        <balance>-1669145.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1669145.59000000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WABASH NATIONAL CORP</name>
        <lei>5299004ZAWHQZI5XO485</lei>
        <title>Wabash National Corp.</title>
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          <isin value="US929566AL19"/>
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        <balance>4100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3997500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2028-10-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FORT BENNING FAM</name>
        <lei>N/A</lei>
        <title>Fort Benning Family Communities LLC</title>
        <cusip>346845AG5</cusip>
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          <isin value="US346845AG57"/>
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        <balance>709083.60910000</balance>
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        <curCd>USD</curCd>
        <valUSD>932608.77000000</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>2051-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KKR CORE HOLDING COMPANY LLC</name>
        <lei>N/A</lei>
        <title>KKR Core Holding Company LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US48255KAA43"/>
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        <balance>580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>569703.93000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IQVIA Holdings Inc</name>
        <lei>549300W3R20NM4KQPH86</lei>
        <title>IQVIA Holdings, Inc.</title>
        <cusip>46266C105</cusip>
        <identifiers>
          <isin value="US46266C1053"/>
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        <balance>3144.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>814704.72000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LyondellBasell Industries NV</name>
        <lei>BN6WCCZ8OVP3ITUUVN49</lei>
        <title>LyondellBasell Industries N.V.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0009434992"/>
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        <balance>8821.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>768573.73000000</valUSD>
        <pctVal>0.048932093012</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>
        <name>REINSURANCE GRP OF AMER</name>
        <lei>LORM1GNEU1DKEW527V90</lei>
        <title>Reinsurance Group of America, Inc.</title>
        <cusip>759351AP4</cusip>
        <identifiers>
          <isin value="US759351AP49"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1058116.56000000</valUSD>
        <pctVal>0.067366156180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</annualizedRt>
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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>ServiceNow Inc</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>ServiceNow, Inc.</title>
        <cusip>81762P102</cusip>
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          <isin value="US81762P1021"/>
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        <balance>1264.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>818692.80000000</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>
        <name>American Tower Corp</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp.</title>
        <cusip>03027X100</cusip>
        <identifiers>
          <isin value="US03027X1000"/>
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        <balance>2787.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>731531.76000000</valUSD>
        <pctVal>0.046573775194</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>
        <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="BGH7J27N9"/>
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        <balance>-625038.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-625038.95000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PHM GROUP TOPCO OY</name>
        <lei>N/A</lei>
        <title>PHM Group Holding Oy</title>
        <cusip>N/A</cusip>
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          <isin value="FI4000507876"/>
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        <balance>1400000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.88210000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>Brown-Forman Corp</name>
        <lei>549300873K3LXF7ARU34</lei>
        <title>Brown-Forman Corp.</title>
        <cusip>115637209</cusip>
        <identifiers>
          <isin value="US1156372096"/>
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        <balance>11449.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>805551.64000000</valUSD>
        <pctVal>0.051286332379</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>
        <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="LoanX ID" value="LX193625 1"/>
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        <balance>558803.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>551644.19000000</valUSD>
        <pctVal>0.035121034926</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>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOUTHWESTERN ENERGY CO</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>Southwestern Energy Co.</title>
        <cusip>845467AR0</cusip>
        <identifiers>
          <isin value="US845467AR03"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1442000.00000000</valUSD>
        <pctVal>0.091806518190</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</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>WILLIAMS SCOTSMAN INTL</name>
        <lei>549300V3TCHCBOBTGH07</lei>
        <title>Williams Scotsman International, Inc.</title>
        <cusip>96950GAE2</cusip>
        <identifiers>
          <isin value="US96950GAE26"/>
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        <balance>3675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3739312.50000000</valUSD>
        <pctVal>0.238067448716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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="BGH7LG762"/>
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        <balance>-1535754.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1535754.56000000</valUSD>
        <pctVal>-0.09777550551</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce, Toronto Branch"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.40000000</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>1800000.00000000</principalAmt>
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              <collateralVal>1788840.00000000</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>IHS Markit Ltd</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS Markit Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG475671050"/>
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        <balance>6780.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>866619.60000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fortinet Inc</name>
        <lei>549300O0QJWDBAS0QX03</lei>
        <title>Fortinet, Inc.</title>
        <cusip>34959E109</cusip>
        <identifiers>
          <isin value="US34959E1091"/>
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        <balance>2638.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>876106.18000000</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>
          <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="BGH7KTJT2"/>
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        <balance>-2399600.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2399600.56000000</valUSD>
        <pctVal>-0.15277321252</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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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>2700000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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="BGH7J96J4"/>
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        <balance>-2570518.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2570518.61000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="RUC0QBLBRPRCU4W1NE59" name="BMO Capital Markets Corp., New York Branch"/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>2975000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LSF11 SKYSCRAPER HOLDCO SARL</name>
        <lei>N/A</lei>
        <title>LSF11 Skyscraper HoldCo SARL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Loan X ID" value="LX193382 1"/>
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        <balance>1542259.68750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1537123.96000000</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>2027-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Invesco QQQ Trust Series 1</name>
        <lei>549300VY6FEJBCIMET58</lei>
        <title>Invesco QQQ Trust Series</title>
        <cusip>46090E103</cusip>
        <identifiers>
          <isin value="US46090E1038"/>
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        <balance>166489.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65566697.98000000</valUSD>
        <pctVal>4.174376040748</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>Live Nation Entertainment Inc</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment, Inc.</title>
        <cusip>538034109</cusip>
        <identifiers>
          <isin value="US5380341090"/>
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        <balance>9517.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1014988.05000000</valUSD>
        <pctVal>0.064620332090</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>
        <name>Electronic Arts Inc</name>
        <lei>549300O7A67PUEYKDL45</lei>
        <title>Electronic Arts, Inc.</title>
        <cusip>285512109</cusip>
        <identifiers>
          <isin value="US2855121099"/>
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        <balance>5645.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>701221.90000000</valUSD>
        <pctVal>0.044644064575</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>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co.</title>
        <cusip>097023CW3</cusip>
        <identifiers>
          <isin value="US097023CW33"/>
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        <balance>9400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12678814.00000000</valUSD>
        <pctVal>0.807210657502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MAZART DEBT MERGER SUB INC</name>
        <lei>N/A</lei>
        <title>Mozart Debt Merger Sub, Inc.</title>
        <cusip>62482BAB8</cusip>
        <identifiers>
          <isin value="US62482BAB80"/>
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        <balance>5200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5193500.00000000</valUSD>
        <pctVal>0.330649897517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROJECT BOOST PURCHASER LLC</name>
        <lei>N/A</lei>
        <title>Project Boost Purchaser LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US74339NAB29"/>
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        <balance>1666000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1650522.86000000</valUSD>
        <pctVal>0.105082355734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.59000000</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>Penn National Gaming Inc</name>
        <lei>N/A</lei>
        <title>Penn National Gaming, Inc.</title>
        <cusip>707569109</cusip>
        <identifiers>
          <isin value="US7075691094"/>
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        <balance>10264.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>525824.72000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Becton Dickinson and Co</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>Becton Dickinson and Co.</title>
        <cusip>075887109</cusip>
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          <isin value="US0758871091"/>
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        <balance>3171.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>751970.94000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Principal Financial Group Inc</name>
        <lei>CUMYEZJOAF02RYZ1JJ85</lei>
        <title>Principal Financial Group, Inc.</title>
        <cusip>74251V102</cusip>
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          <isin value="US74251V1026"/>
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        <balance>12628.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>866028.24000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FORT KNOX MILITARY HOUS</name>
        <lei>N/A</lei>
        <title>Fort Knox Military Housing Privatization Project</title>
        <cusip>347508AA1</cusip>
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          <isin value="US347508AA18"/>
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        <balance>1876516.25800000</balance>
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        <curCd>USD</curCd>
        <valUSD>2243013.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.81500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PARKLAND CORP</name>
        <lei>549300XHQS1JYWBNK868</lei>
        <title>Parkland Corp.</title>
        <cusip>70137WAL2</cusip>
        <identifiers>
          <isin value="US70137WAL28"/>
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        <balance>2700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2661309.00000000</valUSD>
        <pctVal>0.169435168597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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="BGH7J26X8"/>
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        <balance>-664622.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-664622.62000000</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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          <repurchaseRt>0.44000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <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>Discovery Inc</name>
        <lei>5493006ZCRFWKF6B1K26</lei>
        <title>Discovery, Inc.</title>
        <cusip>25470F104</cusip>
        <identifiers>
          <isin value="US25470F1049"/>
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        <balance>11543.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>268605.61000000</valUSD>
        <pctVal>0.017101071997</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>Federal Realty Investment Trus</name>
        <lei>549300LI6XZ51GOCJ427</lei>
        <title>Federal Realty Investment Trust</title>
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        <name>CHEPLAPHARM ARZNEIMITTEL</name>
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        <name>AfterNext HealthTech Acquisiti</name>
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        <name>GSAA Home Equity Trust</name>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>411476.00000000</valUSD>
        <pctVal>0.026197072731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARLES SCHWAB CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>Charles Schwab Corp.</title>
        <cusip>808513BD6</cusip>
        <identifiers>
          <isin value="US808513BD67"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3244800.00000000</valUSD>
        <pctVal>0.206583765757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DCG ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>DCG Acquisition Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US23308UAG94"/>
        </identifiers>
        <balance>1963230.66500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1955868.55000000</valUSD>
        <pctVal>0.124522525390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.59000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DYNASTY PARENT HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>StandardAero</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185730 1"/>
        </identifiers>
        <balance>942307.69170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>913746.35000000</valUSD>
        <pctVal>0.058174667754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.63000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARAMARK SERVICES INC</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>Aramark Services, Inc.</title>
        <cusip>038522AQ1</cusip>
        <identifiers>
          <isin value="US038522AQ17"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110550.00000000</valUSD>
        <pctVal>0.007038287507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-12-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Guggenheim Strategic Opportunities Fund</ncom:nameOfApplicant>
      <ncom:signature>John Sullivan</ncom:signature>
      <ncom:signerName>John Sullivan</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
