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        <cusip>88432EAA0</cusip>
        <identifiers>
          <isin value="US88432EAA01"/>
        </identifiers>
        <balance>11800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6850758.29</valUSD>
        <pctVal>0.014341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2014-2 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2014-2 CLO, Ltd.</title>
        <cusip>87245LAA3</cusip>
        <identifiers>
          <isin value="US87245LAA35"/>
        </identifiers>
        <balance>7550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2708958.05</valUSD>
        <pctVal>0.005671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2017-4 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2017-4 CLO, Ltd.</title>
        <cusip>87249MAC3</cusip>
        <identifiers>
          <isin value="US87249MAC38"/>
        </identifiers>
        <balance>3765400</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2675801.81</valUSD>
        <pctVal>0.005601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2018-2 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2018-2 CLO, Ltd.</title>
        <cusip>88433LAC9</cusip>
        <identifiers>
          <isin value="US88433LAC90"/>
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        <balance>8884000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7420155.27</valUSD>
        <pctVal>0.015533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO 2013-2 Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO 2013-2 Ltd.</title>
        <cusip>09626XAE2</cusip>
        <identifiers>
          <isin value="US09626XAE22"/>
        </identifiers>
        <balance>1900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1062841.23</valUSD>
        <pctVal>0.002225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2018-3 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2018-3 CLO, Ltd.</title>
        <cusip>88432XAC4</cusip>
        <identifiers>
          <isin value="US88432XAC48"/>
        </identifiers>
        <balance>13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11399263.68</valUSD>
        <pctVal>0.023863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XVIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XVIII CLO, Ltd.</title>
        <cusip>92329HAB9</cusip>
        <identifiers>
          <isin value="US92329HAB96"/>
        </identifiers>
        <balance>4750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2720319.54</valUSD>
        <pctVal>0.005695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture 28A CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture 28A CLO, Ltd.</title>
        <cusip>92331CAC4</cusip>
        <identifiers>
          <isin value="US92331CAC47"/>
        </identifiers>
        <balance>12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8756693.96</valUSD>
        <pctVal>0.018331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XXX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXX CLO, Ltd.</title>
        <cusip>92331PAC5</cusip>
        <identifiers>
          <isin value="US92331PAC59"/>
        </identifiers>
        <balance>5100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4188896.41</valUSD>
        <pctVal>0.008769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XXXII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXXII CLO, Ltd.</title>
        <cusip>92325RAE5</cusip>
        <identifiers>
          <isin value="US92325RAE53"/>
        </identifiers>
        <balance>7929328</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6827066.99</valUSD>
        <pctVal>0.014291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XXXIV CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXXIV CLO, Ltd.</title>
        <cusip>G93802AB5</cusip>
        <identifiers>
          <isin value="USG93802AB53"/>
        </identifiers>
        <balance>10403000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8134384.45</valUSD>
        <pctVal>0.017028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture 41 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture 41 CLO, Ltd.</title>
        <cusip>92326KAC3</cusip>
        <identifiers>
          <isin value="US92326KAC36"/>
        </identifiers>
        <balance>8249375</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7464568.76</valUSD>
        <pctVal>0.015626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture 43 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture 43 CLO, Ltd.</title>
        <cusip>92332BAB7</cusip>
        <identifiers>
          <isin value="US92332BAB71"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4246597.93</valUSD>
        <pctVal>0.00889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya IM CLO 2013-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2013-1, Ltd.</title>
        <cusip>G4778MAB2</cusip>
        <identifiers>
          <isin value="USG4778MAB21"/>
        </identifiers>
        <balance>4174688</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2260361.28</valUSD>
        <pctVal>0.004732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya IM CLO 2013-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2013-3, Ltd.</title>
        <cusip>44987FAE1</cusip>
        <identifiers>
          <isin value="US44987FAE16"/>
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        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1364462.13</valUSD>
        <pctVal>0.002856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain Fuji US CLO II Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain Fuji US CLO II Ltd.</title>
        <cusip>09629HAC8</cusip>
        <identifiers>
          <isin value="US09629HAC88"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2012843.89</valUSD>
        <pctVal>0.004214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya IM CLO 2014-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2014-1, Ltd.</title>
        <cusip>44987GAE9</cusip>
        <identifiers>
          <isin value="US44987GAE98"/>
        </identifiers>
        <balance>314774</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139599.5</valUSD>
        <pctVal>0.000292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2014-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2014-3, Ltd.</title>
        <cusip>92912NAC7</cusip>
        <identifiers>
          <isin value="US92912NAC74"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>695583.11</valUSD>
        <pctVal>0.001456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2014-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2014-4, Ltd.</title>
        <cusip>92914VAE3</cusip>
        <identifiers>
          <isin value="US92914VAE39"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515465.28</valUSD>
        <pctVal>0.001079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2015-2, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2015-2, Ltd.</title>
        <cusip>92914YAC1</cusip>
        <identifiers>
          <isin value="US92914YAC12"/>
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        <balance>13712000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7586518.37</valUSD>
        <pctVal>0.015881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2016-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2016-1, Ltd.</title>
        <cusip>92915EAC4</cusip>
        <identifiers>
          <isin value="US92915EAC49"/>
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        <balance>7750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6275095.11</valUSD>
        <pctVal>0.013136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2016-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2016-3, Ltd.</title>
        <cusip>92915KAC0</cusip>
        <identifiers>
          <isin value="US92915KAC09"/>
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        <balance>10225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7309109.28</valUSD>
        <pctVal>0.015301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2017-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2017-3, Ltd.</title>
        <cusip>92916PAC8</cusip>
        <identifiers>
          <isin value="US92916PAC86"/>
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        <balance>5750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5485833.93</valUSD>
        <pctVal>0.011484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2017-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2017-4, Ltd.</title>
        <cusip>92916UAB9</cusip>
        <identifiers>
          <isin value="US92916UAB98"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1526167.52</valUSD>
        <pctVal>0.003195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-1, Ltd.</title>
        <cusip>92917BAC8</cusip>
        <identifiers>
          <isin value="US92917BAC81"/>
        </identifiers>
        <balance>20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16161484.07</valUSD>
        <pctVal>0.033832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-2, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-2, Ltd.</title>
        <cusip>92917BAC9</cusip>
        <identifiers>
          <isin value="USG94039AC14"/>
        </identifiers>
        <balance>6778666</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4269128.96</valUSD>
        <pctVal>0.008937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>California Street CLO IX, Ltd.</name>
        <lei>N/A</lei>
        <title>California Street CLO IX, Ltd.</title>
        <cusip>87158W205</cusip>
        <identifiers>
          <isin value="US87158W2052"/>
        </identifiers>
        <balance>4670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2305774.25</valUSD>
        <pctVal>0.004827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-4, Ltd.</title>
        <cusip>92891EAE8</cusip>
        <identifiers>
          <isin value="US92891EAE86"/>
        </identifiers>
        <balance>3192000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2226966.54</valUSD>
        <pctVal>0.004662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2019-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2019-1, Ltd.</title>
        <cusip>92917QAC5</cusip>
        <identifiers>
          <isin value="US92917QAC50"/>
        </identifiers>
        <balance>15500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14115751.68</valUSD>
        <pctVal>0.029549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>West CLO 2014-1 Ltd.</name>
        <lei>N/A</lei>
        <title>West CLO 2014-1 Ltd.</title>
        <cusip>95168TAC8</cusip>
        <identifiers>
          <isin value="US95168TAC80"/>
        </identifiers>
        <balance>13375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>279436.26</valUSD>
        <pctVal>0.000585</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXIV</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXIV</title>
        <cusip>03762XAE9</cusip>
        <identifiers>
          <isin value="US03762XAE94"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1703714.04</valUSD>
        <pctVal>0.003566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8</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>California Street CLO IX, Ltd.</name>
        <lei>N/A</lei>
        <title>California Street CLO IX, Ltd.</title>
        <cusip>13078XAC1</cusip>
        <identifiers>
          <isin value="US13078XAC11"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1822749.82</valUSD>
        <pctVal>0.003816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.6</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>Carlyle Global Market Strategies 2014-2-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies 2014-2-R, Ltd.</title>
        <cusip>14314NAC5</cusip>
        <identifiers>
          <isin value="US14314NAC56"/>
        </identifiers>
        <balance>7500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5555444.79</valUSD>
        <pctVal>0.011629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.1</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>Carlyle CLO 17, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle CLO 17, Ltd.</title>
        <cusip>14308FAC0</cusip>
        <identifiers>
          <isin value="US14308FAC05"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2902139.1</valUSD>
        <pctVal>0.006075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.5</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>Cent CLO 21 Limited</name>
        <lei>N/A</lei>
        <title>Cent CLO 21 Limited</title>
        <cusip>15137FAJ9</cusip>
        <identifiers>
          <isin value="US15137FAJ93"/>
        </identifiers>
        <balance>109122</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97085.87</valUSD>
        <pctVal>0.000203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.8</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>CIFC Funding 2013-III-R, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-III-R, Ltd.</title>
        <cusip>12552NAC0</cusip>
        <identifiers>
          <isin value="US12552NAC02"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2533560.57</valUSD>
        <pctVal>0.005304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.9</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>CIFC Funding 2014-IV-R, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-IV-R, Ltd.</title>
        <cusip>12552GAC5</cusip>
        <identifiers>
          <isin value="US12552GAC50"/>
        </identifiers>
        <balance>9000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7690371.73</valUSD>
        <pctVal>0.016099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.1</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>California Street CLO XII, Ltd.</name>
        <lei>N/A</lei>
        <title>California Street CLO XII, Ltd.</title>
        <cusip>87159HAA6</cusip>
        <identifiers>
          <isin value="US87159HAA68"/>
        </identifiers>
        <balance>14500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1456198.4</valUSD>
        <pctVal>0.003048</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2014-V, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-V, Ltd.</title>
        <cusip>12550BAK0</cusip>
        <identifiers>
          <isin value="US12550BAK08"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670836.61</valUSD>
        <pctVal>0.001404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.6</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>CIFC Funding 2015-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2015-I, Ltd.</title>
        <cusip>12548NAR4</cusip>
        <identifiers>
          <isin value="US12548NAR44"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4742423.55</valUSD>
        <pctVal>0.009928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8</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>CIFC Funding 2016-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2016-I, Ltd.</title>
        <cusip>17180UAG4</cusip>
        <identifiers>
          <isin value="US17180UAG40"/>
        </identifiers>
        <balance>3750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3577403.34</valUSD>
        <pctVal>0.007489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.3</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>Galaxy XXI CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXI CLO, Ltd.</title>
        <cusip>36320XAP9</cusip>
        <identifiers>
          <isin value="US36320XAP96"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5646865.43</valUSD>
        <pctVal>0.011821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.4</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>Galaxy XXVII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXVII CLO, Ltd.</title>
        <cusip>36320VAC2</cusip>
        <identifiers>
          <isin value="US36320VAC28"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1272022.66</valUSD>
        <pctVal>0.002663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.2</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>Galaxy XXVIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXVIII CLO, Ltd.</title>
        <cusip>36321KAC5</cusip>
        <identifiers>
          <isin value="US36321KAC53"/>
        </identifiers>
        <balance>41713</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36835.34</valUSD>
        <pctVal>0.000077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.6</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>HarbourView CLO VII-R, Ltd.</name>
        <lei>N/A</lei>
        <title>HarbourView CLO VII-R, Ltd.</title>
        <cusip>41165UAC2</cusip>
        <identifiers>
          <isin value="US41165UAC27"/>
        </identifiers>
        <balance>6856222.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4676679.71</valUSD>
        <pctVal>0.00979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XIII, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XIII, Ltd.</title>
        <cusip>55818NAJ4</cusip>
        <identifiers>
          <isin value="US55818NAJ46"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1747296.44</valUSD>
        <pctVal>0.003658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.1</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>Madison Park Funding XIV, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XIV, Ltd.</title>
        <cusip>55818TAJ1</cusip>
        <identifiers>
          <isin value="US55818TAJ16"/>
        </identifiers>
        <balance>4500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3542189.54</valUSD>
        <pctVal>0.007415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mountain View CLO IX Ltd.</name>
        <lei>N/A</lei>
        <title>Mountain View CLO IX Ltd.</title>
        <cusip>62443RAG0</cusip>
        <identifiers>
          <isin value="US62443RAG02"/>
        </identifiers>
        <balance>3625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2839241.68</valUSD>
        <pctVal>0.005944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.1</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>Carlyle Global Market Strategies CLO 2013-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2013-1, Ltd.</title>
        <cusip>14310CAC3</cusip>
        <identifiers>
          <isin value="US14310CAC38"/>
        </identifiers>
        <balance>17550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8626447.23</valUSD>
        <pctVal>0.018058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XVII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVII, Ltd.</title>
        <cusip>67590HAJ6</cusip>
        <identifiers>
          <isin value="US67590HAJ68"/>
        </identifiers>
        <balance>5362500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4504046.26</valUSD>
        <pctVal>0.009429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.3</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>Octagon Investment Partners 18-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 18-R, Ltd.</title>
        <cusip>67576HAC9</cusip>
        <identifiers>
          <isin value="US67576HAC97"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5466743.58</valUSD>
        <pctVal>0.011444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.4</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>Octagon Investment Partners XXII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXII, Ltd.</title>
        <cusip>67574QAN7</cusip>
        <identifiers>
          <isin value="US67574QAN79"/>
        </identifiers>
        <balance>5500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4865396.62</valUSD>
        <pctVal>0.010185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.9</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>OZLM VIII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VIII, Ltd.</title>
        <cusip>67107HAJ2</cusip>
        <identifiers>
          <isin value="US67107HAJ23"/>
        </identifiers>
        <balance>8400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7415502.73</valUSD>
        <pctVal>0.015523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.3</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>Sound Point CLO IV-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO IV-R, Ltd.</title>
        <cusip>83610DAC3</cusip>
        <identifiers>
          <isin value="US83610DAC39"/>
        </identifiers>
        <balance>3500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2733676.39</valUSD>
        <pctVal>0.005723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.2</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>Venture XIX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XIX CLO, Ltd.</title>
        <cusip>92330FAJ3</cusip>
        <identifiers>
          <isin value="US92330FAJ30"/>
        </identifiers>
        <balance>7900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7150330.28</valUSD>
        <pctVal>0.014968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.6</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>Venture XXXIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXXIII CLO, Ltd.</title>
        <cusip>92331GAC5</cusip>
        <identifiers>
          <isin value="US92331GAC50"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2118467.57</valUSD>
        <pctVal>0.004435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.1</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>Voya IM CLO 2012-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2012-4, Ltd.</title>
        <cusip>92916JAG3</cusip>
        <identifiers>
          <isin value="US92916JAG31"/>
        </identifiers>
        <balance>3320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3148333.59</valUSD>
        <pctVal>0.006591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11</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>Voya IM CLO 2014-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2014-1, Ltd.</title>
        <cusip>92917EAC2</cusip>
        <identifiers>
          <isin value="US92917EAC21"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2489598.91</valUSD>
        <pctVal>0.005212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.5</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>Carlyle Global Market Strategies CLO 2013-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2013-4, Ltd.</title>
        <cusip>143108AA6</cusip>
        <identifiers>
          <isin value="US143108AA64"/>
        </identifiers>
        <balance>11839488</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6236653.6</valUSD>
        <pctVal>0.013056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2014-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2014-1, Ltd.</title>
        <cusip>14311CAA6</cusip>
        <identifiers>
          <isin value="US14311CAA62"/>
        </identifiers>
        <balance>12870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8824940.42</valUSD>
        <pctVal>0.018474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2014-3-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2014-3-R, Ltd.</title>
        <cusip>14315MAE2</cusip>
        <identifiers>
          <isin value="US14315MAE21"/>
        </identifiers>
        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11394130.02</valUSD>
        <pctVal>0.023852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2016-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2016-1, Ltd.</title>
        <cusip>14312KAC3</cusip>
        <identifiers>
          <isin value="US14312KAC36"/>
        </identifiers>
        <balance>6844556</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5559814.47</valUSD>
        <pctVal>0.011639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XVIII-R</name>
        <lei>N/A</lei>
        <title>Apidos CLO XVIII-R</title>
        <cusip>03767QAE9</cusip>
        <identifiers>
          <isin value="US03767QAE98"/>
        </identifiers>
        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408550.3</valUSD>
        <pctVal>0.000855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2016-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2016-3, Ltd.</title>
        <cusip>14311WAC8</cusip>
        <identifiers>
          <isin value="US14311WAC82"/>
        </identifiers>
        <balance>3245614</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2776537.61</valUSD>
        <pctVal>0.005812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2017-5, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2017-5, Ltd.</title>
        <cusip>14316RAC4</cusip>
        <identifiers>
          <isin value="US14316RAC43"/>
        </identifiers>
        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8283675.14</valUSD>
        <pctVal>0.017341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding II CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding II CLO, Ltd.</title>
        <cusip>15032VAA9</cusip>
        <identifiers>
          <isin value="US15032VAA98"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1844897.25</valUSD>
        <pctVal>0.003862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding IV CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding IV CLO, Ltd.</title>
        <cusip>150322AC9</cusip>
        <identifiers>
          <isin value="US150322AC91"/>
        </identifiers>
        <balance>26698229</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20969530.96</valUSD>
        <pctVal>0.043897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding V CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding V CLO, Ltd.</title>
        <cusip>15032BAC9</cusip>
        <identifiers>
          <isin value="US15032BAC90"/>
        </identifiers>
        <balance>2358000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2346115.45</valUSD>
        <pctVal>0.004911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding VI CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding VI CLO, Ltd.</title>
        <cusip>15032CAB9</cusip>
        <identifiers>
          <isin value="US15032CAB90"/>
        </identifiers>
        <balance>6722117</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6283749.93</valUSD>
        <pctVal>0.013154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding XI CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding XI CLO, Ltd.</title>
        <cusip>15033MAE0</cusip>
        <identifiers>
          <isin value="US15033MAE03"/>
        </identifiers>
        <balance>17500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13932607.04</valUSD>
        <pctVal>0.029166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cent CLO 21 Limited</name>
        <lei>N/A</lei>
        <title>Cent CLO 21 Limited</title>
        <cusip>15137FAE0</cusip>
        <identifiers>
          <isin value="US15137FAE07"/>
        </identifiers>
        <balance>510555.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316482.3</valUSD>
        <pctVal>0.000663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Falcon 2019, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Falcon 2019, Ltd.</title>
        <cusip>27581MAC5</cusip>
        <identifiers>
          <isin value="US27581MAC55"/>
        </identifiers>
        <balance>8500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8080593.39</valUSD>
        <pctVal>0.016916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2013-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-I, Ltd.</title>
        <cusip>12548FAU4</cusip>
        <identifiers>
          <isin value="US12548FAU49"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1703882.83</valUSD>
        <pctVal>0.003567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XX</name>
        <lei>N/A</lei>
        <title>Apidos CLO XX</title>
        <cusip>03765MAC4</cusip>
        <identifiers>
          <isin value="US03765MAC47"/>
        </identifiers>
        <balance>12500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8183960.32</valUSD>
        <pctVal>0.017132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2013-II, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-II, Ltd.</title>
        <cusip>17179WAA6</cusip>
        <identifiers>
          <isin value="US17179WAA62"/>
        </identifiers>
        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144538.84</valUSD>
        <pctVal>0.000303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2013-III-R, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-III-R, Ltd.</title>
        <cusip>12549EAC6</cusip>
        <identifiers>
          <isin value="US12549EAC66"/>
        </identifiers>
        <balance>4900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2324057.69</valUSD>
        <pctVal>0.004865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2013-IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-IV, Ltd.</title>
        <cusip>G2202QAB3</cusip>
        <identifiers>
          <isin value="USG2202QAB35"/>
        </identifiers>
        <balance>8000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5269337.2</valUSD>
        <pctVal>0.011031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2014, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014, Ltd.</title>
        <cusip>12549MAA2</cusip>
        <identifiers>
          <isin value="US12549MAA27"/>
        </identifiers>
        <balance>2758900</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1485083.82</valUSD>
        <pctVal>0.003109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2014-III, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-III, Ltd.</title>
        <cusip>12549TAA7</cusip>
        <identifiers>
          <isin value="US12549TAA79"/>
        </identifiers>
        <balance>11700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6257865.66</valUSD>
        <pctVal>0.0131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2014-IV-R, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-IV-R, Ltd.</title>
        <cusip>12549XAA8</cusip>
        <identifiers>
          <isin value="US12549XAA81"/>
        </identifiers>
        <balance>4286000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2152198</valUSD>
        <pctVal>0.004505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2015-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2015-I, Ltd.</title>
        <cusip>12548NAG8</cusip>
        <identifiers>
          <isin value="US12548NAG88"/>
        </identifiers>
        <balance>7500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4721069.09</valUSD>
        <pctVal>0.009883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2015-III, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2015-III, Ltd.</title>
        <cusip>12550HAE1</cusip>
        <identifiers>
          <isin value="US12550HAE18"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5878618.45</valUSD>
        <pctVal>0.012306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2015-IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2015-IV, Ltd.</title>
        <cusip>12550VAE0</cusip>
        <identifiers>
          <isin value="US12550VAE02"/>
        </identifiers>
        <balance>22930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11620983.43</valUSD>
        <pctVal>0.024327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2016-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2016-I, Ltd.</title>
        <cusip>17180UAB5</cusip>
        <identifiers>
          <isin value="US17180UAB52"/>
        </identifiers>
        <balance>6500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5484509.43</valUSD>
        <pctVal>0.011481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXI</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXI</title>
        <cusip>03765RAE9</cusip>
        <identifiers>
          <isin value="US03765RAE99"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2494495.28</valUSD>
        <pctVal>0.005222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2017-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2017-I, Ltd.</title>
        <cusip>12551BAC7</cusip>
        <identifiers>
          <isin value="US12551BAC72"/>
        </identifiers>
        <balance>8000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5923445.98</valUSD>
        <pctVal>0.0124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2017-IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2017-IV, Ltd.</title>
        <cusip>12551KAC7</cusip>
        <identifiers>
          <isin value="US12551KAC71"/>
        </identifiers>
        <balance>18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15615922.48</valUSD>
        <pctVal>0.03269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2018-IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2018-IV, Ltd.</title>
        <cusip>17182HAE6</cusip>
        <identifiers>
          <isin value="US17182HAE62"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5095919.83</valUSD>
        <pctVal>0.010668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2020-II, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2020-II, Ltd.</title>
        <cusip>12547KAA8</cusip>
        <identifiers>
          <isin value="US12547KAA88"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1928219.69</valUSD>
        <pctVal>0.004036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2020-III, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2020-III, Ltd.</title>
        <cusip>12560GAC5</cusip>
        <identifiers>
          <isin value="US12560GAC50"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5950648.41</valUSD>
        <pctVal>0.012457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Columbia Cent CLO 29 Limited</name>
        <lei>N/A</lei>
        <title>Columbia Cent CLO 29 Limited</title>
        <cusip>19736QAC7</cusip>
        <identifiers>
          <isin value="US19736QAC78"/>
        </identifiers>
        <balance>16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14418534.77</valUSD>
        <pctVal>0.030183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Columbia Cent CLO 31 Limited</name>
        <lei>N/A</lei>
        <title>Columbia Cent CLO 31 Limited</title>
        <cusip>19737NAC3</cusip>
        <identifiers>
          <isin value="US19737NAC39"/>
        </identifiers>
        <balance>12100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10858353.91</valUSD>
        <pctVal>0.02273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XIX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XIX CLO, Ltd.</title>
        <cusip>36319RAE0</cusip>
        <identifiers>
          <isin value="US36319RAE09"/>
        </identifiers>
        <balance>2750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1390780.93</valUSD>
        <pctVal>0.002911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XX CLO, Ltd.</title>
        <cusip>36320NAE6</cusip>
        <identifiers>
          <isin value="US36320NAE67"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1547722.3</valUSD>
        <pctVal>0.00324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XXI CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXI CLO, Ltd.</title>
        <cusip>36320XAG9</cusip>
        <identifiers>
          <isin value="US36320XAG97"/>
        </identifiers>
        <balance>4775000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2886209.83</valUSD>
        <pctVal>0.006042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXII</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXII</title>
        <cusip>03766AAC9</cusip>
        <identifiers>
          <isin value="US03766AAC99"/>
        </identifiers>
        <balance>9894611</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7169959.99</valUSD>
        <pctVal>0.015009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XXVII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXVII CLO, Ltd.</title>
        <cusip>36320EAC0</cusip>
        <identifiers>
          <isin value="US36320EAC03"/>
        </identifiers>
        <balance>2212500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1093516.68</valUSD>
        <pctVal>0.002289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XXVIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXVIII CLO, Ltd.</title>
        <cusip>36320FAC7</cusip>
        <identifiers>
          <isin value="US36320FAC77"/>
        </identifiers>
        <balance>5295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2313845.04</valUSD>
        <pctVal>0.004844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GoldenTree Loan Opportunities IX, Ltd.</name>
        <lei>N/A</lei>
        <title>GoldenTree Loan Opportunities IX, Ltd.</title>
        <cusip>G39666AC9</cusip>
        <identifiers>
          <isin value="USG39666AC92"/>
        </identifiers>
        <balance>3250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2079722.05</valUSD>
        <pctVal>0.004354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2014-2 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2014-2 Ltd.</title>
        <cusip>40538DAE8</cusip>
        <identifiers>
          <isin value="US40538DAE85"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2014-3 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2014-3 Ltd.</title>
        <cusip>40538GAE1</cusip>
        <identifiers>
          <isin value="US40538GAE17"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2015-1 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2015-1 Ltd.</title>
        <cusip>40538JAG0</cusip>
        <identifiers>
          <isin value="US40538JAG04"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2015-2 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2015-2 Ltd.</title>
        <cusip>40538LAC4</cusip>
        <identifiers>
          <isin value="US40538LAC46"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2015-3 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2015-3 Ltd.</title>
        <cusip>40538NAC0</cusip>
        <identifiers>
          <isin value="US40538NAC02"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>631342.83</valUSD>
        <pctVal>0.001322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HarbourView CLO VII-R, Ltd.</name>
        <lei>N/A</lei>
        <title>HarbourView CLO VII-R, Ltd.</title>
        <cusip>41165HAC1</cusip>
        <identifiers>
          <isin value="US41165HAC16"/>
        </identifiers>
        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76214.97</valUSD>
        <pctVal>0.00016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jefferson Mill CLO Ltd.</name>
        <lei>N/A</lei>
        <title>Jefferson Mill CLO Ltd.</title>
        <cusip>47421LAA3</cusip>
        <identifiers>
          <isin value="US47421LAA35"/>
        </identifiers>
        <balance>6049689</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3355746.39</valUSD>
        <pctVal>0.007025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXIV</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXIV</title>
        <cusip>G04883AB3</cusip>
        <identifiers>
          <isin value="USG04883AB37"/>
        </identifiers>
        <balance>6750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4424016.17</valUSD>
        <pctVal>0.009261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XV Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XV Limited Partnership</title>
        <cusip>50184YAA6</cusip>
        <identifiers>
          <isin value="US50184YAA64"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113498.73</valUSD>
        <pctVal>0.000238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVI Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XVI Limited Partnership</title>
        <cusip>50185BAA5</cusip>
        <identifiers>
          <isin value="US50185BAA52"/>
        </identifiers>
        <balance>6814685</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3263335.77</valUSD>
        <pctVal>0.006831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVII Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XVII Limited Partnership</title>
        <cusip>50187DAA9</cusip>
        <identifiers>
          <isin value="US50187DAA90"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>573683.86</valUSD>
        <pctVal>0.001201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XIII, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XIII, Ltd.</title>
        <cusip>55818NAE5</cusip>
        <identifiers>
          <isin value="US55818NAE58"/>
        </identifiers>
        <balance>13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9220169.21</valUSD>
        <pctVal>0.019301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XIV, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XIV, Ltd.</title>
        <cusip>55818TAE2</cusip>
        <identifiers>
          <isin value="US55818TAE29"/>
        </identifiers>
        <balance>23750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14601788.35</valUSD>
        <pctVal>0.030567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XL, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XL, Ltd.</title>
        <cusip>04964LAL3</cusip>
        <identifiers>
          <isin value="US04964LAL36"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3493972.86</valUSD>
        <pctVal>0.007314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mountain View CLO 2014-1 Ltd.</name>
        <lei>N/A</lei>
        <title>Mountain View CLO 2014-1 Ltd.</title>
        <cusip>62431YAA2</cusip>
        <identifiers>
          <isin value="US62431YAA29"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mountain View CLO IX Ltd.</name>
        <lei>N/A</lei>
        <title>Mountain View CLO IX Ltd.</title>
        <cusip>62443RAC9</cusip>
        <identifiers>
          <isin value="US62443RAC97"/>
        </identifiers>
        <balance>8815500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4777919.91</valUSD>
        <pctVal>0.010002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XIV, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XIV, Ltd.</title>
        <cusip>675722AA0</cusip>
        <identifiers>
          <isin value="US675722AA04"/>
        </identifiers>
        <balance>6150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3072574.63</valUSD>
        <pctVal>0.006432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XV, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XV, Ltd.</title>
        <cusip>67590FAB7</cusip>
        <identifiers>
          <isin value="US67590FAB76"/>
        </identifiers>
        <balance>8937544</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5137880.19</valUSD>
        <pctVal>0.010755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXVI</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXVI</title>
        <cusip>03766FAE4</cusip>
        <identifiers>
          <isin value="US03766FAE43"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4741042.96</valUSD>
        <pctVal>0.009925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XVII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVII, Ltd.</title>
        <cusip>67590HAL1</cusip>
        <identifiers>
          <isin value="US67590HAL15"/>
        </identifiers>
        <balance>16153000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7805951.92</valUSD>
        <pctVal>0.016341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 18-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 18-R, Ltd.</title>
        <cusip>67590KAE0</cusip>
        <identifiers>
          <isin value="US67590KAE01"/>
        </identifiers>
        <balance>4568944</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1801352.65</valUSD>
        <pctVal>0.003771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 20-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 20-R, Ltd.</title>
        <cusip>67576VAG9</cusip>
        <identifiers>
          <isin value="US67576VAG95"/>
        </identifiers>
        <balance>3500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2446283.11</valUSD>
        <pctVal>0.005121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XXI, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXI, Ltd.</title>
        <cusip>G6712MAC4</cusip>
        <identifiers>
          <isin value="USG6712MAC40"/>
        </identifiers>
        <balance>13822188</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6771555.95</valUSD>
        <pctVal>0.014175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XXII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXII, Ltd.</title>
        <cusip>67574QAG2</cusip>
        <identifiers>
          <isin value="US67574QAG29"/>
        </identifiers>
        <balance>6625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4120263.13</valUSD>
        <pctVal>0.008625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XXIII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXIII, Ltd.</title>
        <cusip>67591AAE1</cusip>
        <identifiers>
          <isin value="US67591AAE10"/>
        </identifiers>
        <balance>12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>695282.85</valUSD>
        <pctVal>0.001455</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 27, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 27, Ltd.</title>
        <cusip>67591CAC1</cusip>
        <identifiers>
          <isin value="US67591CAC10"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2954650.97</valUSD>
        <pctVal>0.006185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 30, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 30, Ltd.</title>
        <cusip>675921AC4</cusip>
        <identifiers>
          <isin value="US675921AC43"/>
        </identifiers>
        <balance>9525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7486835.97</valUSD>
        <pctVal>0.015673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 31, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 31, Ltd.</title>
        <cusip>67576CAE6</cusip>
        <identifiers>
          <isin value="US67576CAE66"/>
        </identifiers>
        <balance>3067500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2009001.79</valUSD>
        <pctVal>0.004206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 33, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 33, Ltd.</title>
        <cusip>67579NAC3</cusip>
        <identifiers>
          <isin value="US67579NAC39"/>
        </identifiers>
        <balance>2850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2267190.6</valUSD>
        <pctVal>0.004746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Babson CLO Ltd. 2015-I</name>
        <lei>N/A</lei>
        <title>Babson CLO Ltd. 2015-I</title>
        <cusip>05616JAE3</cusip>
        <identifiers>
          <isin value="US05616JAE38"/>
        </identifiers>
        <balance>3400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1639538.54</valUSD>
        <pctVal>0.003432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 36, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 36, Ltd.</title>
        <cusip>67591QAG1</cusip>
        <identifiers>
          <isin value="US67591QAG10"/>
        </identifiers>
        <balance>10400960</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7929550.63</valUSD>
        <pctVal>0.016599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 37, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 37, Ltd.</title>
        <cusip>67591WAC7</cusip>
        <identifiers>
          <isin value="US67591WAC73"/>
        </identifiers>
        <balance>14500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11290183</valUSD>
        <pctVal>0.023634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 39, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 39, Ltd.</title>
        <cusip>67592AAE0</cusip>
        <identifiers>
          <isin value="US67592AAE01"/>
        </identifiers>
        <balance>10250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8603612.93</valUSD>
        <pctVal>0.01801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Loan Funding, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Loan Funding, Ltd.</title>
        <cusip>67590TAC5</cusip>
        <identifiers>
          <isin value="US67590TAC53"/>
        </identifiers>
        <balance>5014526</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2803233.17</valUSD>
        <pctVal>0.005868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM VI, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VI, Ltd.</title>
        <cusip>67108PAE4</cusip>
        <identifiers>
          <isin value="US67108PAE43"/>
        </identifiers>
        <balance>15688991</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8553790.16</valUSD>
        <pctVal>0.017906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM VII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VII, Ltd.</title>
        <cusip>67108XAE7</cusip>
        <identifiers>
          <isin value="US67108XAE76"/>
        </identifiers>
        <balance>2654467</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1061576.24</valUSD>
        <pctVal>0.002222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM VIII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VIII, Ltd.</title>
        <cusip>67107HAE3</cusip>
        <identifiers>
          <isin value="US67107HAE36"/>
        </identifiers>
        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353420</valUSD>
        <pctVal>0.00074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM IX, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM IX, Ltd.</title>
        <cusip>G68670AB7</cusip>
        <identifiers>
          <isin value="USG68670AB70"/>
        </identifiers>
        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8624153.63</valUSD>
        <pctVal>0.018053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM XII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM XII, Ltd.</title>
        <cusip>67109XAE6</cusip>
        <identifiers>
          <isin value="US67109XAE67"/>
        </identifiers>
        <balance>12122952</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3814205.87</valUSD>
        <pctVal>0.007984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM XXII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM XXII, Ltd.</title>
        <cusip>67108NAE9</cusip>
        <identifiers>
          <isin value="US67108NAE94"/>
        </identifiers>
        <balance>27343000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13428890.19</valUSD>
        <pctVal>0.028111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barings CLO Ltd. 2018-III</name>
        <lei>N/A</lei>
        <title>Barings CLO Ltd. 2018-III</title>
        <cusip>05618JAE1</cusip>
        <identifiers>
          <isin value="US05618JAE10"/>
        </identifiers>
        <balance>397600</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153746.17</valUSD>
        <pctVal>0.000322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Redding Ridge 3 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Redding Ridge 3 CLO, Ltd.</title>
        <cusip>74988M201</cusip>
        <identifiers>
          <isin value="USG7708KAB47"/>
        </identifiers>
        <balance>12293000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6844524.92</valUSD>
        <pctVal>0.014328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Redding Ridge 4 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Redding Ridge 4 CLO, Ltd.</title>
        <cusip>74979KAC1</cusip>
        <identifiers>
          <isin value="US74979KAC18"/>
        </identifiers>
        <balance>14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12851324.87</valUSD>
        <pctVal>0.026902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Redding Ridge 5 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Redding Ridge 5 CLO, Ltd.</title>
        <cusip>74979RAC6</cusip>
        <identifiers>
          <isin value="US74979RAC60"/>
        </identifiers>
        <balance>5500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4916752.21</valUSD>
        <pctVal>0.010292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Romark WM-R Ltd.</name>
        <lei>N/A</lei>
        <title>Romark WM-R Ltd.</title>
        <cusip>939224AA9</cusip>
        <identifiers>
          <isin value="US939224AA98"/>
        </identifiers>
        <balance>490713</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270268.94</valUSD>
        <pctVal>0.000566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO II, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO II, Ltd.</title>
        <cusip>83608FAF5</cusip>
        <identifiers>
          <isin value="US83608FAF53"/>
        </identifiers>
        <balance>21053778</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9591666.9</valUSD>
        <pctVal>0.020079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO VII-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO VII-R, Ltd.</title>
        <cusip>83609DAE2</cusip>
        <identifiers>
          <isin value="US83609DAE22"/>
        </identifiers>
        <balance>9002745</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3015906.76</valUSD>
        <pctVal>0.006313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO XVII, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO XVII, Ltd.</title>
        <cusip>83611FAC7</cusip>
        <identifiers>
          <isin value="US83611FAC77"/>
        </identifiers>
        <balance>20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15404455.56</valUSD>
        <pctVal>0.032247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO XVIII, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO XVIII, Ltd.</title>
        <cusip>83608DAE3</cusip>
        <identifiers>
          <isin value="US83608DAE31"/>
        </identifiers>
        <balance>15563500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12363095.25</valUSD>
        <pctVal>0.02588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO XIX, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO XIX, Ltd.</title>
        <cusip>83607LAC0</cusip>
        <identifiers>
          <isin value="US83607LAC00"/>
        </identifiers>
        <balance>7500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4404238.53</valUSD>
        <pctVal>0.00922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO XXIII, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO XXIII, Ltd.</title>
        <cusip>83614CAC1</cusip>
        <identifiers>
          <isin value="US83614CAC10"/>
        </identifiers>
        <balance>5915000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4660059.81</valUSD>
        <pctVal>0.009755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-11-29</ncom:dateSigned>
      <ncom:nameOfApplicant>Priority Income Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>Kristin Van Dask</ncom:signature>
      <ncom:signerName>Kristin Van Dask</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
