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        <title>Benefit Street Partners CLO XIV Ltd</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Blackrock CLO</name>
        <lei>549300N3N5OOLMSHXG32</lei>
        <title>Blackrock MT Hood CLO X LLC</title>
        <cusip>09263GAW7</cusip>
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          <isin value="US09263GAW78"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2035-04-20</maturityDt>
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          <annualizedRt>14.365490000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BNPP IP Euro CLO</name>
        <lei>635400BBJ1EYLLVTFD31</lei>
        <title>BNPP IP Euro CLO 2015-1 DAC</title>
        <cusip>BCC28WY91</cusip>
        <identifiers>
          <isin value="XS1209234639"/>
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        <balance>1500000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOBA-2024-2-FEE</name>
        <lei>N/A</lei>
        <title>BOBA-2024-2-FEE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:BOBA-2024-2-FEE"/>
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        <balance>7000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140000.000000000000</valUSD>
        <pctVal>0.0621981618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Boyce Park CLO, LLC</name>
        <lei>54930028S3PFXX4SMQ72</lei>
        <title>Boyce Park Clo Ltd</title>
        <cusip>103226AC0</cusip>
        <identifiers>
          <isin value="US103226AC06"/>
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        <balance>840000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394800.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRDGS-2020-1A-FEE</name>
        <lei>N/A</lei>
        <title>BRDGS-2020-1A-FEE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:BRDGS-2020-1A-FEE"/>
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        <balance>3500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78711.420000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bridge Street CLO Ltd</name>
        <lei>254900PNW8DFFG2S8664</lei>
        <title>Bridge Street CLO III Ltd</title>
        <cusip>10806GAC3</cusip>
        <identifiers>
          <isin value="US10806GAC33"/>
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        <balance>1680000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1058400.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</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>Bridge Street CLO Ltd</name>
        <lei>N/A</lei>
        <title>Bridge Street CLO I Ltd</title>
        <cusip>10806AAC6</cusip>
        <identifiers>
          <isin value="US10806AAC62"/>
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        <balance>3500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1889043.190000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bridge Street CLO Ltd</name>
        <lei>N/A</lei>
        <title>Bridge Street CLO V Ltd</title>
        <cusip>107922AC0</cusip>
        <identifiers>
          <isin value="US107922AC04"/>
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        <balance>20500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15375000.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
        <title>Canyon Capital CLO 2016-1 Ltd</title>
        <cusip>BCC2GGS60</cusip>
        <identifiers>
          <isin value="USG18358AC81"/>
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        <balance>1500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1474963.800000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.33</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
        <title>Canyon Capital CLO 2019-1 Ltd</title>
        <cusip>13887UAC8</cusip>
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          <isin value="US13887UAC80"/>
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        <balance>14423000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6490350.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
        <title>Canyon Capital CLO 2019-1 Ltd</title>
        <cusip>13887UAG9</cusip>
        <identifiers>
          <isin value="US13887UAG94"/>
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        <balance>650000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>646203.120000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.82</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAREERBUILDER CLASS W COMMON UNITS</name>
        <lei>N/A</lei>
        <title>CAREERBUILDER CLASS W COMMON UNITS</title>
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        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:CAREERBUILDER_WARRANTS"/>
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        <balance>.000000000000</balance>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>None</counterpartyName>
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            <putOrCall>Call</putOrCall>
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              <otherRefInst>
                <issuerName>Careerbuilder</issuerName>
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            <shareNo>1.000000000000</shareNo>
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      <invstOrSec>
        <name>CAREERBUILDER LLC TERM B3 1L GTD SR. SECD</name>
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          <other otherDesc="USER DEFINED" value="ELN:LX213277"/>
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        <balance>.000000000000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-22</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Careismatic Brands Warrants</name>
        <lei>N/A</lei>
        <title>Careismatic Brands Warrants</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="ELN:CAREISMATIC_WARRANT"/>
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        <balance>.000000000000</balance>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>None</counterpartyName>
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            <putOrCall>Call</putOrCall>
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              <otherRefInst>
                <issuerName>Careismatic</issuerName>
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                  <cusip value="N/A"/>
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            <shareNo>1.000000000000</shareNo>
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            <unrealizedAppr>.000000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Euro CLO</name>
        <lei>63540012YBWEYXRWOE16</lei>
        <title>Carlyle Euro CLO 2019-2 DAC</title>
        <cusip>BCC2KFRN1</cusip>
        <identifiers>
          <isin value="XS2022423326"/>
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        <balance>250000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
        <valUSD>58689.500000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>54930064P37IJ78XTR63</lei>
        <title>Dryden 54 Senior Loan Fund</title>
        <cusip>26244RAE1</cusip>
        <identifiers>
          <isin value="US26244RAE18"/>
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        <balance>1750000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1694691.160000000000</valUSD>
        <pctVal>0.7529048214</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
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      <invstOrSec>
        <name>Eaton Vance CDO Ltd</name>
        <lei>5493007R7GEORNX00105</lei>
        <title>Eaton Vance CLO 2019-1 Ltd</title>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Elevation CLO Ltd</name>
        <lei>549300D7IKXB86IQMC13</lei>
        <title>Elevation CLO 2013-1 Ltd</title>
        <cusip>28623GAE2</cusip>
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          <isin value="US28623GAE26"/>
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        <balance>3600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3474000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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      <invstOrSec>
        <name>Elmwood CLO 24 Ltd</name>
        <lei>N/A</lei>
        <title>Elmwood CLO 24 Ltd</title>
        <cusip>29002NAC0</cusip>
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          <isin value="US29002NAC02"/>
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        <balance>8000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5000000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <debtSec>
          <maturityDt>2033-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Empower CLO Ltd.</name>
        <lei>N/A</lei>
        <title>Empower CLO 2022-1 Ltd</title>
        <cusip>29246YAC2</cusip>
        <identifiers>
          <isin value="US29246YAC21"/>
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        <balance>13620000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10044750.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2037-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MOUNTAIN VIEW CLO</name>
        <lei>N/A</lei>
        <title>Mountain View CLO 2017-2 LLC</title>
        <cusip>BCC2F2R97</cusip>
        <identifiers>
          <isin value="USG6300YAG73"/>
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        <balance>3000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>300.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO FX CURR FUT  Dec25</title>
        <cusip>N/A</cusip>
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          <ticker value="ECZ5"/>
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        <balance>-131.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>Wells Fargo Securities, LLC</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>Euro/US Dollar Cross Currency Rate</issuerName>
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                  <cusip value="N/A"/>
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        <securityLending>
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      <invstOrSec>
        <name>Nassau 2018-II, LTD</name>
        <lei>549300TDGAMJFORBZE92</lei>
        <title>Nassau 2018-II Ltd</title>
        <cusip>63152QAC0</cusip>
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          <isin value="US63152QAC06"/>
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        <balance>1000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Nassau Euro CLO DAC</name>
        <lei>549300EIADBLUQHC0A87</lei>
        <title>Nassau Euro CLO III DAC</title>
        <cusip>BCC3P84S4</cusip>
        <identifiers>
          <isin value="XS3150863960"/>
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        <balance>1065000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.05</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Neuberger Berman CLO Ltd</name>
        <lei>549300XVEYZNG956Y145</lei>
        <title>Neuberger Berman CLO XVII Ltd</title>
        <cusip>64129VAB9</cusip>
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          <isin value="US64129VAB99"/>
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        <balance>6200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1147000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>New Constellis Holdings Inc</name>
        <lei>N/A</lei>
        <title>New Constellis Holdings Inc</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="ELN:LX187644"/>
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        <balance>.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>376.510000000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>New Mountain CLO Ltd</name>
        <lei>N/A</lei>
        <title>New Mountain CLO 2 Ltd</title>
        <cusip>64754KAC3</cusip>
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          <isin value="US64754KAC36"/>
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        <balance>11960000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6967836.200000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Northwoods Capital Ltd</name>
        <lei>N/A</lei>
        <title>Northwoods Capital 27 Ltd</title>
        <cusip>66860YAA3</cusip>
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          <isin value="US66860YAA38"/>
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        <balance>1150000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-17</maturityDt>
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      <invstOrSec>
        <name>Oak Hill Credit</name>
        <lei>N/A</lei>
        <title>Oak Hill Credit Partners X-R Ltd</title>
        <cusip>67106KAE7</cusip>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Oak Hill European Credit Partners PLC</name>
        <lei>5493002IYTC83ODTTK84</lei>
        <title>OAK Hill European Credit Partners VII DAC</title>
        <cusip>BCC2HZRA9</cusip>
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          <isin value="XS1843455525"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>IE</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Oaktree CLO Ltd</name>
        <lei>254900WZ1Z6PQ6U3P013</lei>
        <title>Oaktree CLO 2023-1 Ltd</title>
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          <isin value="US67389EAC30"/>
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        <invCountry>JE</invCountry>
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          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Oaktree CLO Ltd</name>
        <lei>N/A</lei>
        <title>Oaktree CLO 2019-3 Ltd</title>
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          <isin value="US67400GAC33"/>
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        <balance>1750000.000000000000</balance>
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          <maturityDt>2034-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Oaktree CLO Ltd</name>
        <lei>N/A</lei>
        <title>Oaktree CLO 2019-4 Ltd</title>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
          <maturityDt>2037-07-20</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>Oaktree CLO Ltd</name>
        <lei>N/A</lei>
        <title>Oaktree CLO 2020-1 Ltd</title>
        <cusip>67402GAC1</cusip>
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          <isin value="US67402GAC15"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Ocean Trails CLO</name>
        <lei>549300RX29DPTX81VW10</lei>
        <title>Ocean Trails CLO V</title>
        <cusip>67515RAB3</cusip>
        <identifiers>
          <isin value="US67515RAB33"/>
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        <balance>3033334.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30333.340000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Ocean Trails CLO</name>
        <lei>549300RX29DPTX81VW10</lei>
        <title>Ocean Trails CLO V</title>
        <cusip>67515RAD9</cusip>
        <identifiers>
          <isin value="US67515RAD98"/>
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        <balance>8690000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8690000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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          <maturityDt>2031-10-13</maturityDt>
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          <annualizedRt>11.08</annualizedRt>
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      <invstOrSec>
        <name>OCP Euro CLO</name>
        <lei>635400KHBQOJVEDAGW16</lei>
        <title>OCP Euro Clo 2022-6 DAC</title>
        <cusip>BCC3N7BF8</cusip>
        <identifiers>
          <isin value="XS3113488764"/>
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        <balance>2100000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.64</annualizedRt>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 40</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 40 Ltd</title>
        <cusip>67592EAC6</cusip>
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          <isin value="US67592EAC66"/>
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        <balance>2830000.000000000000</balance>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 41</name>
        <lei>N/A</lei>
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        <cusip>67592GAC1</cusip>
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          <isin value="US67592GAC15"/>
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          <maturityDt>2033-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Octagon Investment Partners 44</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 44 Ltd</title>
        <cusip>675713AE1</cusip>
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          <isin value="US675713AE19"/>
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        <balance>3920000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3449600.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.33</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Octagon Investment Partners 50</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 50 Ltd</title>
        <cusip>67592NAE2</cusip>
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          <isin value="US67592NAE22"/>
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        <balance>1500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1402500.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Octagon Investment Partners Ltd</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 18-R Ltd</title>
        <cusip>67590KAE0</cusip>
        <identifiers>
          <isin value="US67590KAE01"/>
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        <balance>3651162.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3541.630000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Rockford Tower Europe CLO</name>
        <lei>635400YECCYPH8KGMC48</lei>
        <title>Rockford Tower Europe CLO 2021-2 DAC</title>
        <cusip>BCC33CC43</cusip>
        <identifiers>
          <isin value="XS2405875050"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2035-01-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.84</annualizedRt>
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      <invstOrSec>
        <name>RR Ltd</name>
        <lei>549300213Q1LH7O32902</lei>
        <title>RR 5 Ltd</title>
        <cusip>74979RAC6</cusip>
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          <isin value="US74979RAC60"/>
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        <balance>2250000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Saratoga Investment Corp CLO Ltd</name>
        <lei>549300471O2DE0Y4L506</lei>
        <title>Saratoga Investment Corp CLO 2013-1 Ltd</title>
        <cusip>80349CAQ8</cusip>
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          <isin value="US80349CAQ87"/>
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          <maturityDt>2033-04-20</maturityDt>
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      <invstOrSec>
        <name>FORESIGHT ENERGY EQUITY</name>
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        <title>FORESIGHT ENERGY EQUITY</title>
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          <other otherDesc="USER DEFINED" value="ELN:LX189279"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Fortress Credit BSL Limited</name>
        <lei>549300QQ2ENLX323MX94</lei>
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        <cusip>34959GAA2</cusip>
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          <isin value="US34959GAA22"/>
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        <name>Fortress Credit BSL Limited</name>
        <lei>N/A</lei>
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        <name>Fortress Credit BSL Limited</name>
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      <invstOrSec>
        <name>Fortress Credit BSL Limited</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Generate CLO Ltd.</name>
        <lei>5493009C48K5WG4EX118</lei>
        <title>Generate CLO 2 Ltd</title>
        <cusip>98625RAC3</cusip>
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        <balance>5000000.000000000000</balance>
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      <invstOrSec>
        <name>Generate CLO Ltd.</name>
        <lei>549300OYEZ11WGJ2SS19</lei>
        <title>Generate CLO 9 LTD</title>
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          <isin value="US37147MAC10"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>Greywolf CLO Ltd</name>
        <lei>549300DX0ZYWEZ6TY764</lei>
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          <isin value="US39808GAJ58"/>
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      <invstOrSec>
        <name>Greywolf CLO Ltd</name>
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          <isin value="US39808GAL05"/>
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      <invstOrSec>
        <name>Greywolf CLO Ltd</name>
        <lei>549300DX0ZYWEZ6TY764</lei>
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        <cusip>39808GAN6</cusip>
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          <isin value="US39808GAN60"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Greywolf CLO Ltd</name>
        <lei>549300DX0ZYWEZ6TY764</lei>
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        <cusip>BCC2EN471</cusip>
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          <isin value="USG41218AF80"/>
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        <curCd>USD</curCd>
        <valUSD>225514.100000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>HalseyPoint CLO 3, Ltd.</name>
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        <title>HalseyPoint CLO 3 Ltd</title>
        <cusip>40638VAE7</cusip>
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          <isin value="US40638VAE74"/>
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        <curCd>USD</curCd>
        <valUSD>869380.210000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
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          <maturityDt>2037-07-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.42</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HalseyPoint CLO Ltd.</name>
        <lei>549300CMJUK1VCINNF57</lei>
        <title>HalseyPoint CLO 4 Ltd</title>
        <cusip>40637NAA4</cusip>
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          <isin value="US40637NAA46"/>
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        <balance>1250000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1250662.130000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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          <maturityDt>2034-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.30</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Harvest CLO</name>
        <lei>635400UTMKWBSVMHDJ97</lei>
        <title>Harvest Clo XXIX DAC</title>
        <cusip>BCC3GDSD0</cusip>
        <identifiers>
          <isin value="XS2848257643"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.65</annualizedRt>
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      <invstOrSec>
        <name>Hayfin Emerald CLO</name>
        <lei>635400QPLMTTI1BZII42</lei>
        <title>Hayfin Emerald Clo X DAC</title>
        <cusip>BCC3FNKV7</cusip>
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          <isin value="XS2813168429"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2038-07-18</maturityDt>
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      <invstOrSec>
        <name>Henley Funding Ltd.</name>
        <lei>635400GYWK6CANWU6S92</lei>
        <title>Henley Clo XIII DAC</title>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>HPS Loan Management Ltd</name>
        <lei>213800UJ8Z9IW1VRPP64</lei>
        <title>HPS Loan Management 2025-24 Ltd</title>
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        <name>ICG US CLO Ltd</name>
        <lei>25490053S2JSJU63Y978</lei>
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        <name>ICG US CLO Ltd</name>
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        <name>ICG US CLO Ltd</name>
        <lei>635400O9MVLOIBCDSR77</lei>
        <title>ICG US CLO 2014-2 Ltd</title>
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      <invstOrSec>
        <name>ICG US CLO Ltd</name>
        <lei>N/A</lei>
        <title>ICG US Clo 2021-3 Ltd</title>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Invesco Euro CLO</name>
        <lei>5493004UWK07M4U35L23</lei>
        <title>Invesco Euro CLO V DAC</title>
        <cusip>BCC2Q8F53</cusip>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Invesco Euro CLO</name>
        <lei>549300GHZE7CYFQDBC40</lei>
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        <cusip>BCC2I8AE8</cusip>
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          <isin value="XS1911622006"/>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Invesco Euro CLO</name>
        <lei>549300LLUOZ9GWTWJV80</lei>
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        <cusip>BCC2MRWZ0</cusip>
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        <debtSec>
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      <invstOrSec>
        <name>Magnetite CLO Ltd</name>
        <lei>549300RI4HRUG7CFWM27</lei>
        <title>Magnetite Xxx Ltd</title>
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          <isin value="US55953VAC63"/>
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        <issuerCat>CORP</issuerCat>
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          <annualizedRt>.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Man Euro CLO</name>
        <lei>6354003VGPHCJJKCVD96</lei>
        <title>MAN Euro Clo 2023-1 DAC</title>
        <cusip>BCC3CJ7S1</cusip>
        <identifiers>
          <isin value="XS2700383362"/>
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        <balance>1500000.000000000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marathon CLO LTD</name>
        <lei>5493002F390212ZEF773</lei>
        <title>Marathon CLO VI Ltd</title>
        <cusip>BCC2GDE70</cusip>
        <identifiers>
          <isin value="USG58062AD59"/>
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        <balance>359840.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35.980000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.639970000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marathon CLO LTD</name>
        <lei>549300VP041FQCCCOP44</lei>
        <title>Marathon CLO 2021-16 Ltd</title>
        <cusip>56581DAE0</cusip>
        <identifiers>
          <isin value="US56581DAE04"/>
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        <balance>2500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2512500.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.17</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marble Point CLO</name>
        <lei>549300MZC31PBFF01E87</lei>
        <title>Marble Point CLO XXII Ltd</title>
        <cusip>BCC31H4Y7</cusip>
        <identifiers>
          <isin value="USG58600AA85"/>
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        <balance>5400000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1161000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marble Point CLO XX Ltd</name>
        <lei>N/A</lei>
        <title>Marble Point CLO XX Ltd</title>
        <cusip>56607LAA0</cusip>
        <identifiers>
          <isin value="US56607LAA08"/>
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        <balance>2000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>560000.000000000000</valUSD>
        <pctVal>0.2487926473</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MCF CLO LLC</name>
        <lei>254900KF5QOK0T8H4C54</lei>
        <title>MCF CLO VIII Ltd</title>
        <cusip>55281QAG1</cusip>
        <identifiers>
          <isin value="US55281QAG10"/>
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        <balance>2000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2040200.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.33</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MCF CLO LLC</name>
        <lei>549300SYEBIYQWJN7391</lei>
        <title>MCF CLO IV LLC</title>
        <cusip>55280HBE6</cusip>
        <identifiers>
          <isin value="US55280HBE62"/>
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        <balance>1500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1510500.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>13.237100000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Monroe Capital MML CLO VI LTD</name>
        <lei>254900SICWP7QQDX8T50</lei>
        <title>Monroe Capital MML CLO VI Ltd</title>
        <cusip>61034LAC9</cusip>
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          <isin value="US61034LAC90"/>
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        <balance>3000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>98586.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORAN FOODS 1L FIRST OUT PIK</name>
        <lei>N/A</lei>
        <title>MORAN FOODS 1L FIRST OUT PIK</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="ELN:LX219035"/>
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        <balance>.000000000000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MORAN FOODS 1L SECOND OUT PIK</name>
        <lei>N/A</lei>
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          <other otherDesc="USER DEFINED" value="ELN:LX219038"/>
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        <balance>.000000000000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>MORAN FOODS LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="USER DEFINED" value="ELN:MORAN FOODS"/>
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        <balance>539650.000000000000</balance>
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        <assetCat>EC</assetCat>
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        <debtSec>
          <maturityDt>2026-06-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOLARAY LLC DELAYED DRAW TL</name>
        <lei>N/A</lei>
        <title>SOLARAY LLC DELAYED DRAW TL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:LX155450"/>
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        <balance>.000000000000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>SOLARAY LLC DELAYED DRAW TL (Add-On)</name>
        <lei>N/A</lei>
        <title>SOLARAY LLC DELAYED DRAW TL (Add-On)</title>
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          <other otherDesc="USER DEFINED" value="ELN:LX170059"/>
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        <balance>.000000000000</balance>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOLARAY LLC TERM  1L Sr. Secd</name>
        <lei>N/A</lei>
        <title>SOLARAY LLC TERM  1L Sr. Secd</title>
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          <other otherDesc="USER DEFINED" value="ELN:LX155449"/>
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        <balance>.000000000000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-22</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>St Pauls CLO</name>
        <lei>5493005PKRP7MRYF1M95</lei>
        <title>St Paul's CLO IX DAC</title>
        <cusip>BCC3536K2</cusip>
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          <isin value="XS2443907493"/>
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        <balance>1450000.000000000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.95</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>St Pauls CLO</name>
        <lei>549300IMSL8GGSOV5A04</lei>
        <title>St Paul's CLO IV DAC</title>
        <cusip>BCC2H8851</cusip>
        <identifiers>
          <isin value="XS1852566857"/>
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        <balance>1000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.74</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>St Pauls CLO</name>
        <lei>549300IMSL8GGSOV5A04</lei>
        <title>St Paul's CLO IV DAC</title>
        <cusip>BCC2H8869</cusip>
        <identifiers>
          <isin value="XS1852566931"/>
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        <balance>1400000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>St Pauls CLO</name>
        <lei>635400LOBVY9OW2EI809</lei>
        <title>St Paul's CLO V DAC</title>
        <cusip>BCC2DYTI7</cusip>
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          <isin value="XS1648278015"/>
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        <balance>1650000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Symphony CLO Ltd</name>
        <lei>N/A</lei>
        <title>Symphony CLO XXVI Ltd</title>
        <cusip>BCC2D1MU9</cusip>
        <identifiers>
          <isin value="USG8861GAB44"/>
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        <balance>1620000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>121500.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TCW CLO 2021-1, Ltd.</name>
        <lei>N/A</lei>
        <title>TCW CLO 2021-1 Ltd</title>
        <cusip>87190LAC4</cusip>
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          <isin value="US87190LAC46"/>
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        <balance>8400000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3612000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TCW Ltd</name>
        <lei>N/A</lei>
        <title>TCW CLO 2023-1 Ltd</title>
        <cusip>871976AA4</cusip>
        <identifiers>
          <isin value="US871976AA44"/>
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        <balance>740000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>473600.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TCW Ltd</name>
        <lei>N/A</lei>
        <title>TCW CLO 2023-1 Ltd</title>
        <cusip>BCC38TBP5</cusip>
        <identifiers>
          <isin value="USG86909AA92"/>
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        <balance>1600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1024000.000000000000</valUSD>
        <pctVal>0.4549351264</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TCW Ltd</name>
        <lei>N/A</lei>
        <title>TCW CLO 2025-1 LTD</title>
        <cusip>872409AC1</cusip>
        <identifiers>
          <isin value="US872409AC13"/>
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        <balance>1775000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1446625.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tikehau</name>
        <lei>6354006QUI9OYIL7LT78</lei>
        <title>Tikehau CLO XIII DAC</title>
        <cusip>BCC3KTRH2</cusip>
        <identifiers>
          <isin value="XS3006148509"/>
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        <balance>2000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
        <valUSD>2086763.860000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Toro European CLO</name>
        <lei>635400SBMZDOVHEFNA56</lei>
        <title>Toro European CLO 6 DAC</title>
        <cusip>BCC2KI4H3</cusip>
        <identifiers>
          <isin value="XS2027431886"/>
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        <balance>1500000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
        <valUSD>1584616.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.49</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tralee CLO Ltd</name>
        <lei>54930005YIOSJ9Z81114</lei>
        <title>Tralee CLO V Ltd</title>
        <cusip>89300GAE4</cusip>
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          <isin value="US89300GAE44"/>
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        <balance>410000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>325925.130000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>13.477100000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trinitas CLO Ltd</name>
        <lei>254900G1XMKSN9WBVL66</lei>
        <title>Trinitas CLO XII Ltd</title>
        <cusip>89641NAE7</cusip>
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          <isin value="US89641NAE76"/>
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        <balance>1890000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1879380.560000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.98</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trinitas CLO Ltd</name>
        <lei>5493004FCKEPFTK2QI86</lei>
        <title>Trinitas CLO XVI Ltd</title>
        <cusip>89642EAA4</cusip>
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          <isin value="US89642EAA47"/>
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        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>11.59</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trinitas CLO Ltd</name>
        <lei>549300IUAXGLQ814UD95</lei>
        <title>Trinitas CLO VI Ltd</title>
        <cusip>89641BAE3</cusip>
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          <isin value="US89641BAE39"/>
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        <balance>1000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>950757.240000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.40</annualizedRt>
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      <invstOrSec>
        <name>Trinitas CLO Ltd</name>
        <lei>549300IUAXGLQ814UD95</lei>
        <title>Trinitas CLO VI Ltd</title>
        <cusip>89641BAG8</cusip>
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          <isin value="US89641BAG86"/>
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        <balance>1600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1283569.280000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>13.29</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trinitas CLO Ltd</name>
        <lei>549300QFERVNPGSISO16</lei>
        <title>Trinitas Clo IX Ltd</title>
        <cusip>89641KAA1</cusip>
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          <isin value="US89641KAA16"/>
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        <balance>1330000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1240225.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.84</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Venture CDO Ltd</name>
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        <name>Venture CDO Ltd</name>
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        <name>Venture CDO Ltd</name>
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        <name>Venture CDO Ltd</name>
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        <name>Vibrant CLO Ltd</name>
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        <name>Vibrant CLO Ltd</name>
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        <name>Vibrant CLO Ltd</name>
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        <name>Voya CLO Ltd</name>
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        <title>Voya 2024-3 LTD</title>
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        <name>Voya CLO Ltd</name>
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        <name>WELF-2021-3-FEE</name>
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        <name>Wellfleet CLO Ltd</name>
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        <name>Wellfleet CLO Ltd</name>
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        <name>Wellfleet CLO Ltd</name>
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        <name>Wind River CLO Ltd</name>
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        <name>WINDR 2021-1A VAR FEE LETTER</name>
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        <name>Zais CLO 13, Limited</name>
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        <name>ZAIS CLO 3, LTD</name>
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        <name>Zais CLO 6 LTD</name>
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        <name>Allegro CLO Ltd</name>
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        <name>Allegro CLO Ltd</name>
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        <name>Anchorage Credit Funding Ltd.</name>
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        <name>Apidos CLO Ltd</name>
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        <name>Apidos CLO Ltd</name>
        <lei>2549007IRDJIM26V8J63</lei>
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        <name>Apidos CLO Ltd</name>
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        <name>Aqueduct European CLO</name>
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        <name>Babson Euro CLO B.V.</name>
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        <name>Bain Capital Credit CLO, Limited</name>
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        <name>Bain Capital Credit CLO, Limited</name>
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        <name>Balboa Bay Loan Funding Ltd</name>
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        <name>CDS - QTR 12/20/2026 v. ITRX.EUR.XOVER.36.10-20 (Senior MMR) @ 5%</name>
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        <name>CDX.A.HY.45</name>
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        <name>CDXIG44_DC25_P85</name>
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              <counterpartyName>JP Morgan</counterpartyName>
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          <isin value="US15033FAC95"/>
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        <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTURYLINK INC TERM B 1L GTD SR. SECD</name>
        <lei>N/A</lei>
        <title>CENTURYLINK INC TERM B 1L GTD SR. SECD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="ELN:LX185338"/>
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        <balance>205537.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>202968.060000000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHIEF POWER REORG EQUITY</name>
        <lei>N/A</lei>
        <title>CHIEF POWER REORG EQUITY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:CHIEF-POWER-REORG"/>
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        <balance>.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34000.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="N/A"/>
        <issuerCat>PF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CIFC Funding Ltd</name>
        <lei>2549009RG3XZEWMXDF59</lei>
        <title>CIFC Funding 2013-II Ltd</title>
        <cusip>12548YAH2</cusip>
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          <isin value="US12548YAH27"/>
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        <curCd>USD</curCd>
        <valUSD>2819830.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIFC Funding Ltd</name>
        <lei>254900PA63PFHC11GD90</lei>
        <title>CIFC Funding 2018-IV Ltd</title>
        <cusip>17182HAE6</cusip>
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          <isin value="US17182HAE62"/>
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        <balance>2220000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>788100.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2031-10-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding Ltd</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-II Ltd</title>
        <cusip>BCC26UNI9</cusip>
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          <isin value="US125475AA17"/>
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        <balance>6200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>961000.000000000000</valUSD>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CIFC-LBC Middle Market CLO LLC</name>
        <lei>635400LA3L2WL5YSI785</lei>
        <title>CIFC-LBC Middle Market CLO 2023-1 LLC</title>
        <cusip>171937AL9</cusip>
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          <isin value="US171937AL93"/>
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        <balance>1140000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1142850.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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          <maturityDt>2035-10-20</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Crestline Denali CLO XV, Ltd.</name>
        <lei>254900I3X14OTGXOC969</lei>
        <title>Crestline Denali CLO XV Ltd</title>
        <cusip>22616BAE5</cusip>
        <identifiers>
          <isin value="US22616BAE56"/>
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        <balance>1500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1498125.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.94</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crown City CLO</name>
        <lei>5493000O0QFX9SMPY639</lei>
        <title>Crown City CLO III</title>
        <cusip>228234AA8</cusip>
        <identifiers>
          <isin value="US228234AA86"/>
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        <balance>2000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1936000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.34</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Crown City CLO</name>
        <lei>5493000O0QFX9SMPY639</lei>
        <title>Crown City CLO III</title>
        <cusip>228234AC4</cusip>
        <identifiers>
          <isin value="US228234AC43"/>
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        <balance>5580000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1701900.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Crown City CLO</name>
        <lei>549300TQXORNUWLBOD84</lei>
        <title>Crown City CLO II</title>
        <cusip>22823JAC1</cusip>
        <identifiers>
          <isin value="US22823JAC18"/>
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        <balance>5217081.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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          <maturityDt>2035-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Crown City CLO I</name>
        <lei>549300K60T4GC7BSX929</lei>
        <title>Crown City CLO I</title>
        <cusip>22823TAC9</cusip>
        <identifiers>
          <isin value="US22823TAC99"/>
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        <balance>6850000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2037875.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Point CLO Ltd</name>
        <lei>N/A</lei>
        <title>Crown Point CLO 10 Ltd</title>
        <cusip>22846GAA4</cusip>
        <identifiers>
          <isin value="US22846GAA40"/>
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        <balance>1700000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1701708.110000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.44</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Crown Point CLO Ltd</name>
        <lei>N/A</lei>
        <title>Crown Point CLO 9 Ltd</title>
        <cusip>22846EAE1</cusip>
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          <isin value="US22846EAE14"/>
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        <balance>2500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2496958.150000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
          <maturityDt>2034-07-14</maturityDt>
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          <annualizedRt>11.34</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dryden Euro CLO</name>
        <lei>635400CVKY7QXAYGH934</lei>
        <title>Dryden 73 Euro CLO 2018 DAC</title>
        <cusip>BCC2LVQQ9</cusip>
        <identifiers>
          <isin value="XS2063336429"/>
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        <balance>2000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.846000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dryden Leveraged Loan CDO</name>
        <lei>6354005CSBPGKXG2CA73</lei>
        <title>Dryden 32 Euro CLO 2014 DAC</title>
        <cusip>BCC2HFYI8</cusip>
        <identifiers>
          <isin value="XS1864488397"/>
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        <balance>1250000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.306000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Dryden Leveraged Loan CDO</name>
        <lei>635400AQJGNDIM4VWO36</lei>
        <title>Dryden 69 Euro CLO 2018 DAC</title>
        <cusip>BCC334JJ1</cusip>
        <identifiers>
          <isin value="XS2401734418"/>
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        <balance>2000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.39</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRST BRANDS GROUP LLC TERM B 1L GTD SR. SECD</name>
        <lei>N/A</lei>
        <title>FIRST BRANDS GROUP LLC TERM B 1L GTD SR. SECD</title>
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        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:LX193456"/>
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        <curCd>USD</curCd>
        <valUSD>37476.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>First Eagle BSL CLO LLC</name>
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        <name>Flint Group A Common Shares</name>
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        <name>FLINT GROUP TOPCO LTD PIK TERM B 2L Secd</name>
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        <name>Resolute Investment Equity</name>
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      <invstOrSec>
        <name>Rockford Tower CLO Ltd</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Rockford Tower CLO Ltd</name>
        <lei>N/A</lei>
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          <isin value="US77341YAC57"/>
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        <name>Rockford Tower Credit Funding</name>
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      <invstOrSec>
        <name>Invesco Euro CLO XIV DAC</name>
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          <isin value="XS2939411141"/>
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          <maturityDt>2039-01-15</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>ISAGENIX INTL TERM  1L SR. SECD 5/3/2023</name>
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          <other otherDesc="USER DEFINED" value="ELN:LX212145"/>
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        <name>ISAGENIX_EQUITY</name>
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          <other otherDesc="USER DEFINED" value="ELN:ISAGENIX_EQUITY"/>
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        <name>iShares Russell 2000 ETF</name>
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          <ticker value="IWM 1 P174"/>
          <other otherDesc="BBGID" value="BBG01J8FD7Q7"/>
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        <name>Jamestown CLO Ltd</name>
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        <name>Jubilee CDO BV</name>
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        <name>Jubilee CDO BV</name>
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        <name>St Pauls CLO</name>
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        <name>Symphony CLO Ltd</name>
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        <name>Symphony CLO Ltd</name>
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        <name>Zais CLO 9, Limited</name>
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        <name>ZAIS6-2017-1A-FEE</name>
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        <name>Carlyle Global Market Strategies</name>
        <lei>6354006SCMVW8LXU4P40</lei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies</name>
        <lei>6354006SCMVW8LXU4P40</lei>
        <title>Carlyle Global Market Strategies Euro CLO 2014-2 Ltd</title>
        <cusip>BCC2I1Y49</cusip>
        <identifiers>
          <isin value="XS1898113813"/>
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        <balance>1140000.000000000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.736000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Carysfort Park CLO</name>
        <lei>254900X3LEXBMRCA3Y50</lei>
        <title>Carysfort Park CLO DAC</title>
        <cusip>BCC2R5N00</cusip>
        <identifiers>
          <isin value="XS2319867581"/>
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        <balance>2000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.34</annualizedRt>
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      <invstOrSec>
        <name>Octagon Investment Partners Ltd</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 18-R Ltd</title>
        <cusip>BCC2G0YK7</cusip>
        <identifiers>
          <isin value="USG67109AC56"/>
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        <balance>5000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4850.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OHA Loan Funding Ltd</name>
        <lei>N/A</lei>
        <title>OHA Loan Funding 2013-1 Ltd</title>
        <cusip>BCC23IKH4</cusip>
        <identifiers>
          <isin value="USG6722KAC65"/>
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        <balance>875000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>272240.500000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>OSD CLO 2023-27, Ltd.</name>
        <lei>N/A</lei>
        <title>OCP CLO 2023-27 Ltd</title>
        <cusip>671024AC1</cusip>
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          <isin value="US671024AC14"/>
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        <balance>9060000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6507671.160000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OZLM Ltd</name>
        <lei>5493009C40QUU66J8E83</lei>
        <title>OZLM XIX Ltd</title>
        <cusip>67112CAU1</cusip>
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          <isin value="US67112CAU18"/>
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        <balance>1500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1478546.520000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.21</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OZLM Ltd</name>
        <lei>N/A</lei>
        <title>OZLM XXIV Ltd</title>
        <cusip>67113EAA0</cusip>
        <identifiers>
          <isin value="US67113EAA01"/>
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        <balance>2600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2422275.700000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.64</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ozlme</name>
        <lei>635400VVYCGBQEIQI426</lei>
        <title>Sculptor European CLO I DAC</title>
        <cusip>BCC2R3J75</cusip>
        <identifiers>
          <isin value="XS2309363153"/>
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        <balance>750000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.43</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Palmer Square European Loan Funding 2022-1 DAC</name>
        <lei>549300OGFKGCPL337N48</lei>
        <title>Palmer Square European Loan Funding 2022-1 DAC</title>
        <cusip>BCC351L78</cusip>
        <identifiers>
          <isin value="XS2439767232"/>
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        <balance>2340000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".851941000000"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Parallel Ltd</name>
        <lei>N/A</lei>
        <title>Parallel 2020-1 Ltd</title>
        <cusip>69917BAE2</cusip>
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          <isin value="US69917BAE20"/>
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        <balance>1000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>988010.180000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.09</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Park Avenue Institutional Advisors CLO</name>
        <lei>529900TR2RUYEEXPKF94</lei>
        <title>Park Avenue Institutional Advisers CLO Ltd 2021-2</title>
        <cusip>70019FAA6</cusip>
        <identifiers>
          <isin value="US70019FAA66"/>
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        <balance>3000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2955000.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.59</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Park Avenue Institutional Advisors CLO</name>
        <lei>549300ZWX1MRCB6KO574</lei>
        <title>Park Avenue Institutional Advisers CLO Ltd 2017-1</title>
        <cusip>70018FAJ8</cusip>
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          <isin value="US70018FAJ84"/>
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        <balance>1670000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1670000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.818950000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Park Blue CLO Ltd</name>
        <lei>N/A</lei>
        <title>PARK BLUE CLO 2023-III LTD</title>
        <cusip>70019BAE7</cusip>
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          <isin value="US70019BAE74"/>
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        <balance>8000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4400000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Park Blue CLO Ltd</name>
        <lei>N/A</lei>
        <title>Park Blue CLO 2025-VIII Ltd</title>
        <cusip>70019XAA7</cusip>
        <identifiers>
          <isin value="US70019XAA72"/>
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        <balance>1750000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-10-25</maturityDt>
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          <annualizedRt>9.495280000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Park Blue CLO Ltd</name>
        <lei>N/A</lei>
        <title>Park Blue CLO 2025-VIII Ltd</title>
        <cusip>70019XAC3</cusip>
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          <isin value="US70019XAC39"/>
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        <balance>100000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95250.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2038-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.09</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Park Blue CLO Ltd</name>
        <lei>N/A</lei>
        <title>Park Blue CLO 2025-VIII Ltd</title>
        <cusip>70019XAE9</cusip>
        <identifiers>
          <isin value="US70019XAE94"/>
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        <balance>7700000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7003150.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PPM CLO 2 Ltd.</name>
        <lei>549300JBW1DIZLGMSY83</lei>
        <title>PPM CLO 2 Ltd</title>
        <cusip>69377RAC4</cusip>
        <identifiers>
          <isin value="US69377RAC43"/>
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        <balance>1260000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>166973.980000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Ravensdale Park CLO DAC</name>
        <lei>635400MNQH1BW5SAW895</lei>
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          <isin value="XS3006391943"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2038-04-25</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REG31 2015-1A SUB FEE LETTER</name>
        <lei>N/A</lei>
        <title>REG31 2015-1A SUB FEE LETTER</title>
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          <other otherDesc="USER DEFINED" value="ELN:REG31-2025-1A-FEE"/>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2038-03-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Regatta 31 Funding Ltd.</name>
        <lei>N/A</lei>
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          <isin value="US758981AC85"/>
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          <maturityDt>2038-03-25</maturityDt>
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          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REGATTA II FUNDING LP</name>
        <lei>549300K4VRY4OIWYX443</lei>
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          <isin value="US75886J2087"/>
          <ticker value="RGTII"/>
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        <balance>.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>KY</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Regatta XV Funding Ltd.</name>
        <lei>N/A</lei>
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          <isin value="US75888PAC77"/>
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        <balance>3500000.000000000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2031-10-25</maturityDt>
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          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1645000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <descOthUnits>Private Investment</descOthUnits>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <transCat>Reverse repurchase</transCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <descOthUnits>Private Investment</descOthUnits>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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            <repurchaseCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <balance>-1808000</balance>
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          <notClearedCentCparty isCleared="N">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <identifiers>
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        <balance>-1037000</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1037000</principalAmt>
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              <collateralVal>2006000</collateralVal>
              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2248000</balance>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-2248000</principalAmt>
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              <collateralVal>4696500</collateralVal>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <balance>-4057000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-4057000</principalAmt>
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              <collateralVal>6000000</collateralVal>
              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <balance>-1008000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-2220000</principalAmt>
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              <collateralVal>4400000</collateralVal>
              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-729000</balance>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-1228000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-688000</balance>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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            <repurchaseCollateral>
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              <collateralVal>1446625</collateralVal>
              <collateralCd>USD</collateralCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-722000</balance>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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            <repurchaseCollateral>
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              <collateralVal>950757.24</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-829000</balance>
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          <transCat>Reverse repurchase</transCat>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>1283569.28</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-1339000</balance>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <collateralVal>1879380.56</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-1031000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.12304</repurchaseRt>
          <maturityDt>2025-11-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1031000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1356778.5</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1743078.15</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1743078.15</valUSD>
        <pctVal>-0.7744018345</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.847</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1743078.15</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1980000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-606391.65</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-606391.65</valUSD>
        <pctVal>-0.2694031855</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.96</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-606391.65</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1042081.32</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-772424.25</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-772424.25</valUSD>
        <pctVal>-0.3431669178</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.974</repurchaseRt>
          <maturityDt>2025-11-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-772424.25</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>994319.69</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1179876.2</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1179876.2</valUSD>
        <pctVal>-0.5241866487</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.003</repurchaseRt>
          <maturityDt>2025-11-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1179876.2</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1488976.19</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-739000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-739000</valUSD>
        <pctVal>-0.3283174399</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.27122</repurchaseRt>
          <maturityDt>2025-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-739000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>988010.18</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-1465000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1465000</valUSD>
        <pctVal>-0.6508593362</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.10017</repurchaseRt>
          <maturityDt>2025-11-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1465000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1970000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-1411000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1411000</valUSD>
        <pctVal>-0.6268686166</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.31138</repurchaseRt>
          <maturityDt>2025-10-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1411000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1923573.41</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-1532000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1532000</valUSD>
        <pctVal>-0.6806255993</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.10017</repurchaseRt>
          <maturityDt>2025-11-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1532000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1939300</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-1256000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1256000</valUSD>
        <pctVal>-0.5580063660</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>5.27122</repurchaseRt>
          <maturityDt>2025-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1256000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1665157</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-918000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-918000</valUSD>
        <pctVal>-0.4078422325</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>5.27122</repurchaseRt>
          <maturityDt>2025-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-918000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1240225</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-636000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-636000</valUSD>
        <pctVal>-0.2825573637</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.50836</repurchaseRt>
          <maturityDt>2025-11-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-636000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1141919.1</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-800000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-800000</valUSD>
        <pctVal>-0.3554180675</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.52122</repurchaseRt>
          <maturityDt>2025-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-800000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1572524.69</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-531000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-531000</valUSD>
        <pctVal>-0.2359087423</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-531000</principalAmt>
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              <collateralVal>632150</collateralVal>
              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1378000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2167000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-2167000</principalAmt>
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              <collateralVal>4350000</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-895000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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            <repurchaseCollateral>
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              <collateralVal>1198750</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-769000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-769000</principalAmt>
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              <collateralVal>1001171.45</collateralVal>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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          <transCat>Reverse repurchase</transCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-2215000</balance>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
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        <balance>-4651000</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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              <collateralVal>6628204.32</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1240000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1628035.2</collateralVal>
              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-1421000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <principalCd>USD</principalCd>
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              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1568000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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            <repurchaseCollateral>
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              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-938000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>1250662.13</collateralVal>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-660000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-660000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-660000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>869380.21</collateralVal>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-805000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-805000</principalAmt>
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              <collateralVal>1584000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-678000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1970000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-1970000</valUSD>
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        <assetCat>RA</assetCat>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-3396000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-3396000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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              <collateralVal>6956000</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1381000</balance>
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        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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              <collateralVal>2924800</collateralVal>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <transCat>Reverse repurchase</transCat>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1835000</balance>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
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              <collateralVal>2444750</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1589000</balance>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <collateralVal>2098125</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
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        <balance>-1197753.97</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1197753.97</valUSD>
        <pctVal>-0.5321292517</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.02</repurchaseRt>
          <maturityDt>2025-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1197753.97</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1435500</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-719398.28</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-719398.28</valUSD>
        <pctVal>-0.3196089331</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.894</repurchaseRt>
          <maturityDt>2025-10-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-719398.28</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>910000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-988452.67</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-988452.67</valUSD>
        <pctVal>-0.4391424223</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.87</repurchaseRt>
          <maturityDt>2025-11-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-988452.67</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1223117.63</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1017841.43</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1017841.43</valUSD>
        <pctVal>-0.4521990426</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.803</repurchaseRt>
          <maturityDt>2025-10-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1017841.43</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1138860</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1112286.34</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1112286.34</valUSD>
        <pctVal>-0.4941583269</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.936</repurchaseRt>
          <maturityDt>2025-10-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1112286.34</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1350000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1783926.04</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1783926.04</valUSD>
        <pctVal>-0.7925494322</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.796</repurchaseRt>
          <maturityDt>2025-11-25</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1783926.04</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1990000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1059572.84</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1059572.84</valUSD>
        <pctVal>-0.4707391640</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.889</repurchaseRt>
          <maturityDt>2025-11-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1059572.84</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1241740</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-922598.94</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-922598.94</valUSD>
        <pctVal>-0.4098854154</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.944</repurchaseRt>
          <maturityDt>2025-10-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-922598.94</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1112132.44</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-971414.98</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-971414.98</valUSD>
        <pctVal>-0.4315730437</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.003</repurchaseRt>
          <maturityDt>2025-11-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-971414.98</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1229819.8</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-585918.2</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-585918.2</valUSD>
        <pctVal>-0.2603073930</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.02</repurchaseRt>
          <maturityDt>2025-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-585918.2</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>727672.63</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1561328.51</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1561328.51</valUSD>
        <pctVal>-0.6936554522</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.974</repurchaseRt>
          <maturityDt>2025-11-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1561328.51</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>2000159.2</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-582818.91</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-582818.91</valUSD>
        <pctVal>-0.2589304634</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.02</repurchaseRt>
          <maturityDt>2025-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-582818.91</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>734953.85</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-781744.14</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-781744.14</valUSD>
        <pctVal>-0.3473074894</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.944</repurchaseRt>
          <maturityDt>2025-10-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-781744.14</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1152450</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1191396.85</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1191396.85</valUSD>
        <pctVal>-0.5293049576</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.974</repurchaseRt>
          <maturityDt>2025-11-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1191396.85</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1427367.17</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1212911.02</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1212911.02</valUSD>
        <pctVal>-0.5388631135</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.87</repurchaseRt>
          <maturityDt>2025-11-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1212911.02</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1502178.85</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1492629.04</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1492629.04</valUSD>
        <pctVal>-0.6631341612</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.974</repurchaseRt>
          <maturityDt>2025-10-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1492629.04</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1929157.19</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1496682.27</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1496682.27</valUSD>
        <pctVal>-0.6649349001</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.98</repurchaseRt>
          <maturityDt>2025-11-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1496682.27</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1995000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-767770.17</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-767770.17</valUSD>
        <pctVal>-0.3410992377</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.921</repurchaseRt>
          <maturityDt>2025-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-767770.17</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>997500</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-1553000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1553000</valUSD>
        <pctVal>-0.6899553236</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.4</repurchaseRt>
          <maturityDt>2025-10-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1553000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2459112.38</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-752000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-752000</valUSD>
        <pctVal>-0.3340929835</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.53</repurchaseRt>
          <maturityDt>2025-10-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-752000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1142850</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-2147000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2147000</valUSD>
        <pctVal>-0.9538532387</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.35</repurchaseRt>
          <maturityDt>2025-10-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2147000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3009750</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-529000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-529000</valUSD>
        <pctVal>-0.2350201972</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>6.03</repurchaseRt>
          <maturityDt>2025-10-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-529000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1058400</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-713000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-713000</valUSD>
        <pctVal>-0.3167663527</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.12304</repurchaseRt>
          <maturityDt>2025-11-21</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-713000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>968394.95</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-547000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-547000</valUSD>
        <pctVal>-0.2430171037</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.10017</repurchaseRt>
          <maturityDt>2025-11-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-547000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>726296.21</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-2520000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2520000</valUSD>
        <pctVal>-1.1195669127</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.25379</repurchaseRt>
          <maturityDt>2025-11-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2520000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3474000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-5108000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-5108000</valUSD>
        <pctVal>-2.2693443612</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>6.03</repurchaseRt>
          <maturityDt>2025-10-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-5108000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>10044750</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <descOthUnits>Private Investment</descOthUnits>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-1096000</principalAmt>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <descOthUnits>Private Investment</descOthUnits>
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          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-678000</principalAmt>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-1439000</principalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2698000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-2698000</principalAmt>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2987000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-2987000</principalAmt>
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              <collateralVal>6022695</collateralVal>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <descOthUnits>Private Investment</descOthUnits>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>-2945000</principalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-2507000</balance>
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        <assetCat>RA</assetCat>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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            <repurchaseCollateral>
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              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2383000</balance>
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          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>4847500</collateralVal>
              <collateralCd>USD</collateralCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <collateralVal>2117684.34</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-7175000</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <principalCd>USD</principalCd>
              <collateralVal>15375000</collateralVal>
              <collateralCd>USD</collateralCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-928000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>6.1</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>1889043.19</collateralVal>
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              <invstCat>ABS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-1977000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1977000</valUSD>
        <pctVal>-0.8783268994</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <maturityDt>2025-11-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1977000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2819830</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-464000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-464000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-464000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>646203.12</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1128000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1128000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-1128000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1498125</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-1362000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1362000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <maturityDt>2025-11-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1362000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1936000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-1894000</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1894000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-1894000</principalAmt>
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              <collateralVal>2496958.15</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1253000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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              <collateralVal>1701708.11</collateralVal>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2596000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2596000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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              <collateralVal>5000000</collateralVal>
              <collateralCd>USD</collateralCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2893000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-2893000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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              <collateralVal>4096010.1</collateralVal>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1023000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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              <collateralVal>1447984.2</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-784000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-784000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-784000</principalAmt>
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              <collateralVal>1006500</collateralVal>
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              <invstCat>ABS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1037000</balance>
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        <valUSD>-1037000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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              <collateralVal>1500000</collateralVal>
              <collateralCd>USD</collateralCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-877000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-877000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-877000</principalAmt>
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              <collateralVal>1251562.5</collateralVal>
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              <invstCat>ABS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
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        <balance>-1109654.11</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
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        <pctVal>-0.4929888992</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.98</repurchaseRt>
          <maturityDt>2025-11-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1109654.11</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1495864.96</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1219567.81</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1219567.81</valUSD>
        <pctVal>-0.5418205428</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>3.944</repurchaseRt>
          <maturityDt>2025-10-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1219567.81</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1777800</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1551562.57</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1551562.57</valUSD>
        <pctVal>-0.6893167128</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.953</repurchaseRt>
          <maturityDt>2025-10-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1551562.57</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1977000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-2242197.13</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-2242197.13</valUSD>
        <pctVal>-0.9961467137</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.978</repurchaseRt>
          <maturityDt>2025-11-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2242197.13</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>2966322</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-821653</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-821653</valUSD>
        <pctVal>-0.3650379018</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.932</repurchaseRt>
          <maturityDt>2025-10-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-821653</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>987007.3</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1711385.82</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1711385.82</valUSD>
        <pctVal>-0.7603218012</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.9</repurchaseRt>
          <maturityDt>2025-11-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1711385.82</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>2094330</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-858040.49</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-858040.49</valUSD>
        <pctVal>-0.3812038660</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.924</repurchaseRt>
          <maturityDt>2025-11-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-858040.49</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1039688.72</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Government Institutional Class</name>
        <lei>N/A</lei>
        <title>Goldman Sachs Government Institutional Class</title>
        <cusip>38141W273</cusip>
        <identifiers>
          <ticker value="FGTXX"/>
        </identifiers>
        <balance>15543829.120000001</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15543829.120000001</valUSD>
        <pctVal>6.9056971347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPX Index</name>
        <lei>N/A</lei>
        <title>SPX US 11/21/25 P5000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SPX 11 P5000"/>
          <other otherDesc="BBG01QB9K729" value="BBGID"/>
        </identifiers>
        <balance>195</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>97500</valUSD>
        <pctVal>0.0433165770</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Clear Street Group Inc.</counterpartyName>
              <counterpartyLei>5493000GXGHQUBPXKG89</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 INDEX</indexName>
                <indexIdentifier>US78378X1072</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>5000.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-11-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-517968.40</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPX Index</name>
        <lei>N/A</lei>
        <title>SPX US 11/21/25 P5075</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SPX 11 P5075"/>
          <other otherDesc="BBG01QB9K6W8" value="BBGID"/>
        </identifiers>
        <balance>35</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19250</valUSD>
        <pctVal>0.0085522472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Clear Street Group Inc.</counterpartyName>
              <counterpartyLei>5493000GXGHQUBPXKG89</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 INDEX</indexName>
                <indexIdentifier>US78378X1072</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>5075.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2025-11-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-45159.78</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPX Index</name>
        <lei>N/A</lei>
        <title>SPX US 01/16/26 P5150</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SPX 01 P5150"/>
          <other otherDesc="BBG01NLYC4D4" value="BBGID"/>
        </identifiers>
        <balance>85</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>184025</valUSD>
        <pctVal>0.0817572623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Clear Street Group Inc.</counterpartyName>
              <counterpartyLei>5493000GXGHQUBPXKG89</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 INDEX</indexName>
                <indexIdentifier>US78378X1072</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>5150.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-01-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-126048.75</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPX Index</name>
        <lei>N/A</lei>
        <title>SPX US 02/20/26 P5000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SPX 02 P5000"/>
          <other otherDesc="BBG01RRY4XM4" value="BBGID"/>
        </identifiers>
        <balance>220</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>600600</valUSD>
        <pctVal>0.2668301142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Clear Street Group Inc.</counterpartyName>
              <counterpartyLei>5493000GXGHQUBPXKG89</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 INDEX</indexName>
                <indexIdentifier>US78378X1072</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>5000.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-02-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-130600.17</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-1269999</balance>
        <units>PA</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.851941"/>
        <valUSD>-1269999</valUSD>
        <pctVal>-0.5642257379</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.801</repurchaseRt>
          <maturityDt>2025-09-30</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-126999</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1659108.7306910811</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="We have followed the convention of DV01 representing the change in value for a 1 bp decrease in interest rates. The results are based on our models and account for all effects we believe are material to the valuation of the instrument, including changes in cashflows and discounting. We have interpreted the maturity buckets as tenors of interest rate exposure, rather than legal maturity related instruments, as we believe this most accurately captures the risk provide of the portfolio. In particular, for bonds in the portfolio, we have used the expected weighted average life of the instruments rather than our legal maturity." noteItem="B.3.a"/>
      <explntrNote note="The results are for a 100 bp decrease in interest rates following the same conventions described in part a. Given the shocks of this magnitude there may be asymmetries between the magnitude of effects from upward and downward rate changes, we also disclose the effects of a 100 bp increase in interest rates here:USD 3M, 1Y, 5Y, 10Y, 30Y = -432, -124,585, -176,311, -18, 0, respectively. EUR 3M, 1Y, 5Y, 10Y, 30Y = 0, -302,223, -205,468, -1,032, 0, respectively." noteItem="B.3.b"/>
      <explntrNote note="The results are for a 1 bp decrease in credit spreads, and following the same maturity bucketing conventions as in parts a and b." noteItem="B.3.c"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2025-11-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Ellington Credit Co</ncom:nameOfApplicant>
      <ncom:signature>/s/ Chris Smernoff</ncom:signature>
      <ncom:signerName>Chris Smernoff</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
