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      <repPdEnd>2026-03-31</repPdEnd>
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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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          <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 I Ltd</title>
        <cusip>10806AAC6</cusip>
        <identifiers>
          <isin value="US10806AAC62"/>
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        <balance>3500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1645000.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRDGS-2020-1A-FEE</name>
        <lei>N/A</lei>
        <title>BRDGS-2020-1A-FEE</title>
        <cusip>N/A</cusip>
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          <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>65541.060000000000</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Boyce Park CLO, LLC</name>
        <lei>54930028S3PFXX4SMQ72</lei>
        <title>Boyce Park Clo Ltd</title>
        <cusip>103226AC0</cusip>
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          <isin value="US103226AC06"/>
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        <balance>840000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>327518.100000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
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        <debtSec>
          <maturityDt>2035-04-21</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>Bosphorus CLO</name>
        <lei>635400MHW87IZ2JWGW83</lei>
        <title>Bosphorus CLO V DAC</title>
        <cusip>BCC2LZ997</cusip>
        <identifiers>
          <isin value="XS2073816329"/>
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        <balance>1700000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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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>2032-12-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.569</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>
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        <curCd>USD</curCd>
        <valUSD>68258.330000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-20</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>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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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>8805.190000000000</valUSD>
        <pctVal>0.0045147035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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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          <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>Bluemountain CLO Ltd</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXV Ltd</title>
        <cusip>09630CAC6</cusip>
        <identifiers>
          <isin value="US09630CAC64"/>
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        <balance>7215000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2597400.000000000000</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>2038-01-15</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Blue Owl BSL CLO Ltd</name>
        <lei>N/A</lei>
        <title>Blue Owl BSL CLO 2025-1 Ltd</title>
        <cusip>09580PAE3</cusip>
        <identifiers>
          <isin value="US09580PAE34"/>
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        <balance>2740000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1912520.000000000000</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>2039-01-20</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>
      <invstOrSec>
        <name>Benefit Street Partners CLO Ltd</name>
        <lei>5493008E17UEFI73RC63</lei>
        <title>Benefit Street Partners CLO XIV Ltd</title>
        <cusip>08181NAC7</cusip>
        <identifiers>
          <isin value="US08181NAC74"/>
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        <balance>830000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>184556.390000000000</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>2037-10-20</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>Battalion CLO LTD</name>
        <lei>549300CDYR56PY734566</lei>
        <title>Battalion CLO XX Ltd</title>
        <cusip>07134VAC9</cusip>
        <identifiers>
          <isin value="US07134VAC90"/>
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        <balance>3140318.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>816482.680000000000</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>2038-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Battalion CLO LTD</name>
        <lei>549300JMWGEYZEC6GK98</lei>
        <title>Battalion CLO IX Ltd</title>
        <cusip>07132HAA6</cusip>
        <identifiers>
          <isin value="US07132HAA68"/>
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        <balance>2500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12500.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Barings Euro CLO</name>
        <lei>5493007R4SFFXIAHHB67</lei>
        <title>Barings Euro CLO 2020-1 DAC</title>
        <cusip>BCC2PIPN2</cusip>
        <identifiers>
          <isin value="XS2230876398"/>
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        <balance>3000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2038-10-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ballyrock Ltd</name>
        <lei>N/A</lei>
        <title>Ballyrock CLO 19 Ltd</title>
        <cusip>05876AAA5</cusip>
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          <isin value="US05876AAA51"/>
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        <balance>2130000.000000000000</balance>
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        <valUSD>2108495.520000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>JE</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.99444</annualizedRt>
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      <invstOrSec>
        <name>Balboa Bay Loan Funding Ltd</name>
        <lei>254900FG1DS8PNX30R63</lei>
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        <cusip>05765BAC3</cusip>
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          <isin value="US05765BAC37"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
          <maturityDt>2038-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bain Capital Credit CLO, Limited</name>
        <lei>N/A</lei>
        <title>Bain Capital Credit CLO 2022-2 Ltd</title>
        <cusip>05683XAG5</cusip>
        <identifiers>
          <isin value="US05683XAG51"/>
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        <balance>1620000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1570136.400000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.20735</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>Bain Capital Credit CLO, Limited</name>
        <lei>N/A</lei>
        <title>Bain Capital Credit CLO 2017-2 Ltd</title>
        <cusip>05682TAG5</cusip>
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          <isin value="US05682TAG58"/>
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        <balance>6560000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6439578.080000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.19798</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>Bain Capital Credit CLO, Limited</name>
        <lei>254900SOM2S14IE3BZ76</lei>
        <title>Bain Capital Credit CLO 2024-3 Ltd</title>
        <cusip>05685UAC8</cusip>
        <identifiers>
          <isin value="US05685UAC80"/>
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        <balance>4490000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2559300.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-16</maturityDt>
          <couponKind>Variable</couponKind>
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          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Atlas Static Senior Loan Fund</name>
        <lei>N/A</lei>
        <title>Atlas Static Senior Loan Fund I Ltd</title>
        <cusip>04942QAA3</cusip>
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          <isin value="US04942QAA31"/>
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        <curCd>USD</curCd>
        <valUSD>2978910.000000000000</valUSD>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300JZGSLL2771YV05</lei>
        <title>Venture XXVII CLO Ltd</title>
        <cusip>92331TAA1</cusip>
        <identifiers>
          <isin value="US92331TAA16"/>
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        <balance>450000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>194098.760000000000</valUSD>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300ERIHFJJFMGMG87</lei>
        <title>Venture XXII CLO Ltd</title>
        <cusip>92331JAG0</cusip>
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          <isin value="US92331JAG04"/>
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        <balance>520000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>197600.000000000000</valUSD>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.81615</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>BCC2I26X4</cusip>
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          <isin value="USG90623AA08"/>
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        <balance>2250000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2052843.750000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.39605</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trinitas CLO Ltd</name>
        <lei>549300IUAXGLQ814UD95</lei>
        <title>Trinitas CLO VI Ltd</title>
        <cusip>89641BAG8</cusip>
        <identifiers>
          <isin value="US89641BAG86"/>
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        <balance>1600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1285622.430000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.83359</annualizedRt>
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      <invstOrSec>
        <name>Trinitas CLO Ltd</name>
        <lei>549300IUAXGLQ814UD95</lei>
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        <cusip>89641BAE3</cusip>
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          <isin value="US89641BAE39"/>
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          <annualizedRt>10.93559</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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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        <balance>1375000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1353884.130000000000</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>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.14605</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>1888955.780000000000</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>11.51959</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Tralee CLO Ltd</name>
        <lei>54930005YIOSJ9Z81114</lei>
        <title>Tralee CLO V Ltd</title>
        <cusip>89300GAE4</cusip>
        <identifiers>
          <isin value="US89300GAE44"/>
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        <balance>410000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>328000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2034-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>13.03605</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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=".85177062"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.521000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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=".85177062"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>TCW Ltd</name>
        <lei>N/A</lei>
        <title>TCW CLO 2023-1 Ltd</title>
        <cusip>BCC38TBP5</cusip>
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          <isin value="USG86909AA92"/>
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        <balance>1600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>780325.600000000000</valUSD>
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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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      <invstOrSec>
        <name>TCW Ltd</name>
        <lei>N/A</lei>
        <title>TCW CLO 2025-1 LTD</title>
        <cusip>872409AC1</cusip>
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          <isin value="US872409AC13"/>
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        <curCd>USD</curCd>
        <valUSD>1304761.680000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TCW Ltd</name>
        <lei>N/A</lei>
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        <cusip>871976AA4</cusip>
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          <isin value="US871976AA44"/>
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        <balance>740000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>360900.590000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2038-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <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>2856000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <maturityDt>2038-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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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>32400.000000000000</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>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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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        <balance>1000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>1170648.530000000000</valUSD>
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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>2035-01-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.966</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Rockford Tower Credit Funding</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Rockford Tower CLO Ltd</name>
        <lei>N/A</lei>
        <title>Rockford Tower CLO 2022-3 Ltd</title>
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          <isin value="US77341YAC57"/>
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        <curCd>USD</curCd>
        <valUSD>577500.000000000000</valUSD>
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          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Resolute Investment Equity</name>
        <lei>N/A</lei>
        <title>Resolute Investment Equity</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="ELN:LX224233"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Invesco Euro CLO</name>
        <lei>549300LLUOZ9GWTWJV80</lei>
        <title>Invesco Euro CLO IV DAC</title>
        <cusip>BCC2MRWZ0</cusip>
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          <isin value="XS2114943876"/>
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        <balance>1321000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
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          <annualizedRt>7.366000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Invesco Euro CLO</name>
        <lei>549300GHZE7CYFQDBC40</lei>
        <title>Invesco Euro CLO I DAC</title>
        <cusip>BCC2I8AE8</cusip>
        <identifiers>
          <isin value="XS1911622006"/>
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        <balance>1970000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Invesco Euro CLO</name>
        <lei>5493004UWK07M4U35L23</lei>
        <title>Invesco Euro CLO V DAC</title>
        <cusip>BCC2Q8F53</cusip>
        <identifiers>
          <isin value="XS2269331406"/>
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        <balance>1720000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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        <invCountry>IE</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>ICG US CLO Ltd</name>
        <lei>N/A</lei>
        <title>ICG US Clo 2021-3 Ltd</title>
        <cusip>449249AL5</cusip>
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          <isin value="US449249AL54"/>
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        <balance>2600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>891571.800000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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          <maturityDt>2034-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Apidos CLO Ltd</name>
        <lei>213800XUV3WLXWBKOJ53</lei>
        <title>Apidos CLO XLII Ltd</title>
        <cusip>03770HAE4</cusip>
        <identifiers>
          <isin value="US03770HAE45"/>
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        <balance>1070000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>794389.400000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>JE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Apidos CLO Ltd</name>
        <lei>2549007IRDJIM26V8J63</lei>
        <title>Apidos CLO L</title>
        <cusip>03771LAE4</cusip>
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          <isin value="US03771LAE48"/>
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        <balance>6600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4455000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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        <debtSec>
          <maturityDt>2038-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Apidos CLO</name>
        <lei>5493001VH1Y9SEPJKZ47</lei>
        <title>Apidos CLO XXXIV</title>
        <cusip>03768XAE3</cusip>
        <identifiers>
          <isin value="US03768XAE31"/>
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        <balance>14822000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7202745.860000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2039-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anchorage Credit Funding Ltd.</name>
        <lei>5493009BD57D5LVN7Y80</lei>
        <title>Anchorage Credit Funding 6 Ltd</title>
        <cusip>03330MAA4</cusip>
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          <isin value="US03330MAA45"/>
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        <curCd>USD</curCd>
        <valUSD>66800.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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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>
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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>
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          <annualizedRt>10.600000000000</annualizedRt>
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        <securityLending>
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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>980872.800000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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          <maturityDt>2034-07-20</maturityDt>
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          <annualizedRt>10.650000000000</annualizedRt>
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        <name>Octagon Investment Partners 44</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 44 Ltd</title>
        <cusip>675713AE1</cusip>
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        <balance>3920000.000000000000</balance>
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      <invstOrSec>
        <name>Northwoods Capital Ltd</name>
        <lei>254900WP3D5TE62YH237</lei>
        <title>Northwoods Capital 27 Ltd</title>
        <cusip>66860YAA3</cusip>
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        <assetCat>ABS-CBDO</assetCat>
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        <name>OCTAGON INVESTMENT PARTNERS 40</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 40 Ltd</title>
        <cusip>67592EAC6</cusip>
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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 39</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 39 Ltd</title>
        <cusip>67592AAA8</cusip>
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        <balance>1609000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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          <annualizedRt>9.89605</annualizedRt>
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        <securityLending>
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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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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2036-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.624</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 DIP PIK TERM  1L SuperP Sr. Secd</name>
        <lei>N/A</lei>
        <title>FIRST BRANDS GROUP LLC DIP PIK TERM  1L SuperP Sr. Secd</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:LX271843"/>
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        <balance>20000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3950.000000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-29</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <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>8716800.000000000000</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>2037-10-20</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300XGJ8CFTLD6FC04</lei>
        <title>Venture XXVI CLO Ltd</title>
        <cusip>92331HAA7</cusip>
        <identifiers>
          <isin value="US92331HAA77"/>
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        <balance>1614272.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>800550.900000000000</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>2029-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.950000000000</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>Elmwood CLO 24 Ltd</name>
        <lei>N/A</lei>
        <title>Elmwood CLO 24 Ltd</title>
        <cusip>29002NAC0</cusip>
        <identifiers>
          <isin value="US29002NAC02"/>
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        <balance>8000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4342736.000000000000</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>2038-01-17</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>
      <invstOrSec>
        <name>Eaton Vance CDO Ltd</name>
        <lei>5493007R7GEORNX00105</lei>
        <title>Eaton Vance CLO 2019-1 Ltd</title>
        <cusip>27830VAE0</cusip>
        <identifiers>
          <isin value="US27830VAE02"/>
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        <balance>1800000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>524034.460000000000</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>2037-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>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>1659767.270000000000</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>2029-10-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.34605</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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=".85177062"/>
        <valUSD>2324569.500000000000</valUSD>
        <pctVal>1.1918813743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>8.374</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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=".85177062"/>
        <valUSD>2308133.150000000000</valUSD>
        <pctVal>1.1834539302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>8.846</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>Crown Point CLO Ltd</name>
        <lei>N/A</lei>
        <title>Crown Point CLO 9 Ltd</title>
        <cusip>22846EAE1</cusip>
        <identifiers>
          <isin value="US22846EAE14"/>
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        <balance>2500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2478798.100000000000</valUSD>
        <pctVal>1.2709593264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.93311</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Crown Point CLO Ltd</name>
        <lei>N/A</lei>
        <title>Crown Point CLO 11 Ltd</title>
        <cusip>22845KAC2</cusip>
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          <isin value="US22845KAC27"/>
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        <balance>1200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>624000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-28</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>Atlas Senior Loan Fund LTD</name>
        <lei>N/A</lei>
        <title>Atlas Senior Loan Fund XXIV Ltd</title>
        <cusip>04943QAC8</cusip>
        <identifiers>
          <isin value="US04943QAC87"/>
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        <balance>3010000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1709303.750000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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          <maturityDt>2038-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>N/A</lei>
        <title>Atlas Senior Loan Fund XIV</title>
        <cusip>04942DAA2</cusip>
        <identifiers>
          <isin value="US04942DAA28"/>
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        <balance>1250000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>956725.000000000000</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>11.08605</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>N/A</lei>
        <title>Atlas Senior Loan Fund X Ltd</title>
        <cusip>04942KAA6</cusip>
        <identifiers>
          <isin value="US04942KAA60"/>
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        <balance>1850000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1634204.720000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.86615</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>213800M7WM9TKCR3TF76</lei>
        <title>Atlas Senior Loan Fund XXIII Ltd</title>
        <cusip>BCC3G6BX9</cusip>
        <identifiers>
          <isin value="USG0627TAB82"/>
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        <balance>4475000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1871681.510000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-20</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>ARES CLO Ltd</name>
        <lei>N/A</lei>
        <title>Ares Loan Funding IX Ltd</title>
        <cusip>03990JAC8</cusip>
        <identifiers>
          <isin value="US03990JAC80"/>
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        <balance>3600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2691000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-31</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>
        <name>ARES CLO Ltd</name>
        <lei>549300ECLIGB6OZRBA51</lei>
        <title>Ares XLIII CLO Ltd</title>
        <cusip>04017AAC4</cusip>
        <identifiers>
          <isin value="US04017AAC45"/>
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        <balance>7519000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1774484.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</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>ARES CLO Ltd</name>
        <lei>5493005YAOTYJUJV3S58</lei>
        <title>Ares XXXIX CLO Ltd</title>
        <cusip>04016BAC3</cusip>
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          <isin value="US04016BAC37"/>
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        <balance>15000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4200000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Aqueduct European CLO</name>
        <lei>54930004RGI0BI0FRK80</lei>
        <title>Aqueduct European Clo 7-2022 DAC</title>
        <cusip>BCC3GVLJ4</cusip>
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          <isin value="XS2866434181"/>
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      <invstOrSec>
        <name>Apidos CLO Ltd</name>
        <lei>N/A</lei>
        <title>Apidos CLO XVIII-R</title>
        <cusip>03767QAE9</cusip>
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          <isin value="US03767QAE98"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Wind River CLO Ltd</name>
        <lei>549300QKM4OHZM4I5C40</lei>
        <title>THL Credit Wind River 2019-3 Clo Ltd</title>
        <cusip>87249WAC1</cusip>
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          <isin value="US87249WAC10"/>
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        <curCd>USD</curCd>
        <valUSD>1779400.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Wind River CLO Ltd</name>
        <lei>549300OBHD9JXBHL6R27</lei>
        <title>Wind River 2021-1 CLO Ltd</title>
        <cusip>97314HAN9</cusip>
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          <isin value="US97314HAN98"/>
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        <balance>4650000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1883250.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
          <maturityDt>2034-04-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Whitehorse Ltd</name>
        <lei>549300UT33WDDDZEYN84</lei>
        <title>WhiteHorse X Ltd</title>
        <cusip>BCC28WVJ2</cusip>
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          <isin value="USG96184AB54"/>
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        <balance>286788.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2027-04-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Wellfleet CLO Ltd</name>
        <lei>254900IGQ7EODCWHCM84</lei>
        <title>Wellfleet Clo 2019-1 Ltd</title>
        <cusip>94950QAA3</cusip>
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          <isin value="US94950QAA31"/>
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        <balance>1220000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1105531.610000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.04605</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>3779167.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>377.910000000000</valUSD>
        <pctVal>0.0001937666</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-13</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>Oaktree CLO Ltd</name>
        <lei>N/A</lei>
        <title>Oaktree CLO 2020-1 Ltd</title>
        <cusip>67402GAC1</cusip>
        <identifiers>
          <isin value="US67402GAC15"/>
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        <balance>8135000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4490520.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oaktree CLO Ltd</name>
        <lei>254900WZ1Z6PQ6U3P013</lei>
        <title>Oaktree CLO 2023-1 Ltd</title>
        <cusip>67389EAC3</cusip>
        <identifiers>
          <isin value="US67389EAC30"/>
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        <balance>7310000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3947400.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>JE</invCountry>
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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Oaktree CLO Ltd</name>
        <lei>N/A</lei>
        <title>Oaktree CLO 2019-4 Ltd</title>
        <cusip>67400JAC7</cusip>
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          <isin value="US67400JAC71"/>
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        <balance>3400000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1725692.640000000000</valUSD>
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        <debtSec>
          <maturityDt>2037-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Symphony CLO Ltd</name>
        <lei>549300JNP1PJXORD0Y06</lei>
        <title>Symphony CLO XV Ltd</title>
        <cusip>87165KAE3</cusip>
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          <isin value="US87165KAE38"/>
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        <balance>2084213.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2032-01-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Symphony CLO Ltd</name>
        <lei>54930001DQI1CFLYVB48</lei>
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          <isin value="USG86500AB45"/>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SWAP25-1678</name>
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          <other otherDesc="USER DEFINED" value="ELN:SWAP25-1678"/>
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              <counterpartyName>JP Morgan</counterpartyName>
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      <invstOrSec>
        <name>State Street Blackstone Senior Loan ETF</name>
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              <counterpartyName>Clear Street Group Inc.</counterpartyName>
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      <invstOrSec>
        <name>St Pauls CLO</name>
        <lei>635400XNW8X824E1MY52</lei>
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        <cusip>BCC2H8F20</cusip>
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          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>St Pauls CLO</name>
        <lei>549300IMSL8GGSOV5A04</lei>
        <title>St Paul's CLO IV DAC</title>
        <cusip>BCC2H8869</cusip>
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          <isin value="XS1852566931"/>
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        <isRestrictedSec>N</isRestrictedSec>
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        <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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        <name>SPX Index</name>
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        <name>Saratoga Investment Corp CLO Ltd</name>
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        <name>RUY Index</name>
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          <ticker value="RUT 6 P2000"/>
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        <name>RR Ltd</name>
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        <name>Oaktree CLO Ltd</name>
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        <name>Oak Hill European Credit Partners PLC</name>
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        <name>Oak Hill Credit</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>
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        <securityLending>
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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>6398600.000000000000</valUSD>
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          <annualizedRt>.000000000000</annualizedRt>
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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>7104.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>376.510000000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <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>
        <identifiers>
          <isin value="US64129VAB99"/>
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        <balance>6200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1023000.000000000000</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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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nassau Euro CLO DAC</name>
        <lei>549300PCQLS78GR4NH29</lei>
        <title>Nassau Euro CLO I DAC</title>
        <cusip>BCC33DNP2</cusip>
        <identifiers>
          <isin value="XS2400034653"/>
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        <balance>1030000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>1210455.000000000000</valUSD>
        <pctVal>0.6206391200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.404</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>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=".85177062"/>
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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>2039-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.179</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nassau 2018-II, LTD</name>
        <lei>549300TDGAMJFORBZE92</lei>
        <title>Nassau 2018-II Ltd</title>
        <cusip>63152QAC0</cusip>
        <identifiers>
          <isin value="US63152QAC06"/>
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        <balance>1000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100.000000000000</valUSD>
        <pctVal>0.0000512732</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPX US 06/18/26 P5500</title>
        <cusip>N/A</cusip>
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          <ticker value="SPX 6 P5500"/>
          <other otherDesc="BBGID" value="BBG01NCMKY45"/>
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        <balance>60.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>291600.000000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Clear Street Group Inc.</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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              <indexBasketInfo>
                <indexName>S&amp;P 500 INDEX</indexName>
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            <shareNo>100.000000000000</shareNo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO FX CURR FUT  Mar26</title>
        <cusip>N/A</cusip>
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          <ticker value="ECH6"/>
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        <balance>-131.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-138513.020000000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Exchange" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <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>
                <issueTitle>Euro/US Dollar Cross Currency Rate</issueTitle>
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                  <other otherDesc="USER DEFINED" value="EC_Curncy"/>
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            <expDate>2025-12-15</expDate>
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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>
        <pctVal>0.0001538196</pctVal>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>MORAN FOODS LLC</name>
        <lei>N/A</lei>
        <title>MORAN FOODS LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="ELN:MORAN FOODS"/>
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        <balance>539650.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>.000000000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-30</maturityDt>
          <couponKind>None</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>
        <name>MORAN FOODS 1L SECOND OUT PIK</name>
        <lei>N/A</lei>
        <title>MORAN FOODS 1L SECOND OUT PIK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:LX219038"/>
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        <balance>94787.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>899.070000000000</valUSD>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MORAN FOODS 1L FIRST OUT PIK</name>
        <lei>N/A</lei>
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          <other otherDesc="USER DEFINED" value="ELN:LX219035"/>
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        <balance>146879.000000000000</balance>
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        <valUSD>27716.210000000000</valUSD>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Monroe Capital MML CLO VI LTD</name>
        <lei>254900SICWP7QQDX8T50</lei>
        <title>Monroe Capital MML CLO VI Ltd</title>
        <cusip>61034LAC9</cusip>
        <identifiers>
          <isin value="US61034LAC90"/>
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        <balance>3000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7755.250000000000</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>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <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>810000.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</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>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>440000.000000000000</valUSD>
        <pctVal>0.2256021189</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>Marble Point CLO Ltd.</name>
        <lei>549300CO8XB55W8SS394</lei>
        <title>Marble Point CLO XV Ltd</title>
        <cusip>56606XAA5</cusip>
        <identifiers>
          <isin value="US56606XAA54"/>
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        <balance>900000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>837825.230000000000</valUSD>
        <pctVal>0.4295798799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.95141</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>
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        <lei>5493002F390212ZEF773</lei>
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      <invstOrSec>
        <name>Man Euro CLO</name>
        <lei>6354003VGPHCJJKCVD96</lei>
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      <invstOrSec>
        <name>Magnetite CLO Ltd</name>
        <lei>549300RI4HRUG7CFWM27</lei>
        <title>Magnetite Xxx Ltd</title>
        <cusip>55953VAC6</cusip>
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          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXV Ltd</title>
        <cusip>55819LAE8</cusip>
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          <isin value="US55819LAE83"/>
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        <balance>1650000.000000000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2032-04-20</maturityDt>
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        <name>ITRX.EUR.XOVR.36.10-20</name>
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        <title>ITRX.EUR.XOVR.36.10-20</title>
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          <other otherDesc="USER DEFINED" value="ELN:ITRX.EUR.XOVER.36.10-20"/>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP Morgan</counterpartyName>
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      <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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      <invstOrSec>
        <name>CarVal CLO IV Ltd.</name>
        <lei>N/A</lei>
        <title>CarVal CLO IV Ltd.</title>
        <cusip>14687FAE7</cusip>
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          <isin value="US14687FAE79"/>
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          <maturityDt>2038-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Battalion CLO LTD</name>
        <lei>549300CJP8HGT746II19</lei>
        <title>Battalion Clo XV Ltd</title>
        <cusip>BCC2MR200</cusip>
        <identifiers>
          <isin value="USG0887TAB38"/>
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        <balance>4100000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>799500.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Battalion CLO LTD</name>
        <lei>549300CJP8HGT746II19</lei>
        <title>Battalion Clo XV Ltd</title>
        <cusip>07131CAC4</cusip>
        <identifiers>
          <isin value="US07131CAC47"/>
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        <balance>2000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>390000.000000000000</valUSD>
        <pctVal>0.1999655145</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BATLN-2020-15-FEE</name>
        <lei>N/A</lei>
        <title>BATLN-2020-15-FEE</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="ELN:BATLN-2020-15-FEE"/>
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        <balance>4100000.000000000000</balance>
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      <invstOrSec>
        <name>Babson Euro CLO B.V.</name>
        <lei>549300D83T2O13OUPP03</lei>
        <title>Barings Euro CLO 2021-1 DAC</title>
        <cusip>BCC2R9ZP4</cusip>
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          <isin value="XS2322245841"/>
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        <balance>1250000.000000000000</balance>
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      <invstOrSec>
        <name>Regatta XV Funding Ltd.</name>
        <lei>N/A</lei>
        <title>Regatta XV Funding Ltd</title>
        <cusip>75888PAC7</cusip>
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          <isin value="US75888PAC77"/>
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          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>REGATTA II FUNDING LP</name>
        <lei>549300K4VRY4OIWYX443</lei>
        <title>Regatta II Funding LP</title>
        <cusip>75886J208</cusip>
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          <isin value="US75886J2087"/>
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        <balance>5000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <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>
        <title>Regatta 31 Funding Ltd</title>
        <cusip>758981AC8</cusip>
        <identifiers>
          <isin value="US758981AC85"/>
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        <balance>1571237.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1260196.500000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ravensdale Park CLO DAC</name>
        <lei>635400MNQH1BW5SAW895</lei>
        <title>Ravensdale Park CLO DAC</title>
        <cusip>BCC3KY2J4</cusip>
        <identifiers>
          <isin value="XS3006391943"/>
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        <balance>2000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>2242387.750000000000</valUSD>
        <pctVal>1.1497441540</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.415</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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>63000.000000000000</valUSD>
        <pctVal>0.0323021216</pctVal>
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        <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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>6160000.000000000000</valUSD>
        <pctVal>3.1584296643</pctVal>
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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>
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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>
        <identifiers>
          <isin value="US70019XAC39"/>
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        <balance>100000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95000.000000000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KKR Financial CLO Ltd</name>
        <lei>635400KULUKCVCJXZX78</lei>
        <title>KKR CLO 14 Ltd</title>
        <cusip>BCC2BBF03</cusip>
        <identifiers>
          <isin value="USG52786AB91"/>
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        <balance>1500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>157500.000000000000</valUSD>
        <pctVal>0.0807553039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Generate CLO Ltd.</name>
        <lei>549300OYEZ11WGJ2SS19</lei>
        <title>Generate CLO 9 LTD</title>
        <cusip>37147MAC1</cusip>
        <identifiers>
          <isin value="US37147MAC10"/>
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        <balance>5550000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2838825.000000000000</valUSD>
        <pctVal>1.4555566707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Generate CLO Ltd.</name>
        <lei>5493009C48K5WG4EX118</lei>
        <title>Generate CLO 2 Ltd</title>
        <cusip>98625RAC3</cusip>
        <identifiers>
          <isin value="US98625RAC34"/>
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        <balance>7058000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1623340.000000000000</valUSD>
        <pctVal>0.8323385083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-22</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>Jubilee CDO BV</name>
        <lei>635400EAATDD7VO6VC73</lei>
        <title>Jubilee CLO 2017-XIX DAC</title>
        <cusip>BCC3LKLV5</cusip>
        <identifiers>
          <isin value="XS3035948259"/>
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        <balance>3000000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>3437610.180000000000</valUSD>
        <pctVal>1.7625730466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.765</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jubilee CDO BV</name>
        <lei>635400BEM2JFGBOYIE25</lei>
        <title>Jubilee CLO 2013-X DAC</title>
        <cusip>BCC3027X0</cusip>
        <identifiers>
          <isin value="XS2332244305"/>
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        <balance>750000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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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>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.566000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jubilee CDO BV</name>
        <lei>635400APBYBGXMTWEE61</lei>
        <title>Jubilee CLO 2021-XXV DAC</title>
        <cusip>BCC33DH38</cusip>
        <identifiers>
          <isin value="XS2402443902"/>
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        <balance>2000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>914050.580000000000</valUSD>
        <pctVal>0.4686630627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jamestown CLO Ltd</name>
        <lei>254900NFTK4YH0WYT485</lei>
        <title>Jamestown CLO IX Ltd</title>
        <cusip>47048KAH3</cusip>
        <identifiers>
          <isin value="US47048KAH32"/>
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        <balance>1895000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1859562.390000000000</valUSD>
        <pctVal>0.9534573077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.35798</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>ITRX.EUR.XOVR.38.10-20</name>
        <lei>N/A</lei>
        <title>ITRX.EUR.XOVR.38.10-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:ITRX.EUR.XOVER.38.10-20"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-906231.41</valUSD>
        <pctVal>-0.4646539234</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP Morgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.000000000000"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>iShares Russell 2000 ETF</name>
        <lei>N/A</lei>
        <title>IWM US 05/15/26 P200</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="BBGID" value="BBG01XD8Y7P4"/>
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        <balance>1000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>171500.000000000000</valUSD>
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        <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>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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              <otherRefInst>
                <issuerName>iShares Russell 2000 ETF</issuerName>
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                  <cusip value="464287655"/>
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                  <ticker value="IWM"/>
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            <shareNo>100.000000000000</shareNo>
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      <invstOrSec>
        <name>ISAGENIX_EQUITY</name>
        <lei>N/A</lei>
        <title>ISAGENIX_EQUITY</title>
        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="ELN:ISAGENIX_EQUITY"/>
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        <balance>6300.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ISAGENIX INTL TERM  1L SR. SECD 5/3/2023</name>
        <lei>N/A</lei>
        <title>ISAGENIX INTL TERM  1L SR. SECD 5/3/2023</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:LX212145"/>
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        <balance>102407.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8192.540000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-22</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Invesco Euro CLO XIV DAC</name>
        <lei>635400MNIFG73L1C7S65</lei>
        <title>Invesco Euro CLO XIV DAC</title>
        <cusip>BCC3J9996</cusip>
        <identifiers>
          <isin value="XS2939411141"/>
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        <balance>250000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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        <pctVal>0.1380746393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.576000000000</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>ICG US CLO Ltd</name>
        <lei>635400O9MVLOIBCDSR77</lei>
        <title>ICG US CLO 2014-2 Ltd</title>
        <cusip>44929CAJ8</cusip>
        <identifiers>
          <isin value="US44929CAJ80"/>
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        <balance>1750000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1534750.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.36615</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>ICG US CLO Ltd</name>
        <lei>254900T2ODAPJRGAZY53</lei>
        <title>ICG US CLO 2017-1 Ltd</title>
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          <isin value="US449254AD31"/>
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        <curCd>USD</curCd>
        <valUSD>2342250.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
          <maturityDt>2034-07-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.481</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ICG US CLO Ltd</name>
        <lei>25490053S2JSJU63Y978</lei>
        <title>ICG US CLO 2014-1 Ltd</title>
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        <debtSec>
          <maturityDt>2034-10-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HPS Loan Management Ltd</name>
        <lei>213800UJ8Z9IW1VRPP64</lei>
        <title>HPS Loan Management 2025-24 Ltd</title>
        <cusip>44332YAE2</cusip>
        <identifiers>
          <isin value="US44332YAE23"/>
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        <balance>2000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1519000.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</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>Henley Funding Ltd.</name>
        <lei>635400GYWK6CANWU6S92</lei>
        <title>Henley Clo XIII DAC</title>
        <cusip>BCC3N3P39</cusip>
        <identifiers>
          <isin value="XS3113306750"/>
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        <balance>1000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>1162025.020000000000</valUSD>
        <pctVal>0.5958075152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.442200000000</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>Hayfin Emerald CLO</name>
        <lei>635400KMHFAB5ZUQED83</lei>
        <title>Hayfin Emerald CLO VI DAC</title>
        <cusip>BCC3PLM97</cusip>
        <identifiers>
          <isin value="XS3196160801"/>
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        <balance>840000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>967004.110000000000</valUSD>
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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>2038-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.909</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>Harvest CLO</name>
        <lei>635400UTMKWBSVMHDJ97</lei>
        <title>Harvest Clo XXIX DAC</title>
        <cusip>BCC3GDSD0</cusip>
        <identifiers>
          <isin value="XS2848257643"/>
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        <balance>3000000.000000000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>3363581.630000000000</valUSD>
        <pctVal>1.7246162335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.629</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>HalseyPoint CLO Ltd.</name>
        <lei>549300CMJUK1VCINNF57</lei>
        <title>HalseyPoint CLO 4 Ltd</title>
        <cusip>40637NAA4</cusip>
        <identifiers>
          <isin value="US40637NAA46"/>
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        <balance>1250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1216132.000000000000</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>2034-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.85605</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>HalseyPoint CLO 3, Ltd.</name>
        <lei>N/A</lei>
        <title>HalseyPoint CLO 3 Ltd</title>
        <cusip>40638VAE7</cusip>
        <identifiers>
          <isin value="US40638VAE74"/>
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        <balance>860000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>861801.570000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.94833</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>Greywolf CLO Ltd</name>
        <lei>549300DX0ZYWEZ6TY764</lei>
        <title>Greywolf CLO II Ltd</title>
        <cusip>BCC2EN471</cusip>
        <identifiers>
          <isin value="USG41218AF80"/>
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        <balance>1130000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214914.350000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Greywolf CLO Ltd</name>
        <lei>549300DX0ZYWEZ6TY764</lei>
        <title>Greywolf CLO II Ltd</title>
        <cusip>39808GAL0</cusip>
        <identifiers>
          <isin value="US39808GAL05"/>
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        <balance>1370000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260559.870000000000</valUSD>
        <pctVal>0.1335974063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Greywolf CLO Ltd</name>
        <lei>549300DX0ZYWEZ6TY764</lei>
        <title>Greywolf CLO II Ltd</title>
        <cusip>39808GAJ5</cusip>
        <identifiers>
          <isin value="US39808GAJ58"/>
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        <balance>1930000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343133.490000000000</valUSD>
        <pctVal>0.1759355509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38375BHZ8</cusip>
        <identifiers>
          <isin value="US38375BHZ85"/>
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        <balance>28076.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1904.990000000000</valUSD>
        <pctVal>0.0009767495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2060-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.210000000000</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1423125.900000000000</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>9.920000000000</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>Fortress Credit BSL Limited</name>
        <lei>N/A</lei>
        <title>Fortress Credit BSL XVII Ltd</title>
        <cusip>34964NAA0</cusip>
        <identifiers>
          <isin value="US34964NAA00"/>
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        <balance>2750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2753575.000000000000</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>2034-10-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.0098</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>Fortress Credit BSL Limited</name>
        <lei>549300QQ2ENLX323MX94</lei>
        <title>Fortress Credit BSL VI Ltd</title>
        <cusip>34959GAA2</cusip>
        <identifiers>
          <isin value="US34959GAA22"/>
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        <balance>1000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>959708.200000000000</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>2031-07-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.57141</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>FORESIGHT ENERGY EQUITY</name>
        <lei>N/A</lei>
        <title>FORESIGHT ENERGY EQUITY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:LX189279"/>
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        <balance>2381.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7961.470000000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLINT GROUP TOPCO LTD PIK TERM B 2L Secd</name>
        <lei>N/A</lei>
        <title>FLINT GROUP TOPCO LTD PIK TERM B 2L Secd</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:LX216082"/>
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        <balance>636096.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44924.260000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-31</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Flint Group A Common Shares</name>
        <lei>N/A</lei>
        <title>Flint Group A Common Shares</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:Flint Group A Common Shares"/>
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        <balance>438201.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>.000000000000</valUSD>
        <pctVal>0.0000000000</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Allegro CLO Ltd</name>
        <lei>635400EBXLHIKFL2MP73</lei>
        <title>Allegro CLO VII Ltd</title>
        <cusip>01750DAC5</cusip>
        <identifiers>
          <isin value="US01750DAC56"/>
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        <balance>4120000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4.120000000000</valUSD>
        <pctVal>0.0000021125</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-13</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>Allegro CLO Ltd</name>
        <lei>2549008FHFGEJOVBP855</lei>
        <title>Allegro CLO XI Ltd</title>
        <cusip>01750JAC2</cusip>
        <identifiers>
          <isin value="US01750JAC27"/>
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        <balance>3074000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>461100.000000000000</valUSD>
        <pctVal>0.2364207659</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-19</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>Aimco</name>
        <lei>N/A</lei>
        <title>AIMCO CLO Series 2018-A</title>
        <cusip>00900HAC7</cusip>
        <identifiers>
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        <name>Wind River CLO Ltd</name>
        <lei>549300QKM4OHZM4I5C40</lei>
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        <name>Wellfleet CLO Ltd</name>
        <lei>254900E0WT1R93N8OQ24</lei>
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        <name>Venture CDO Ltd</name>
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        <name>Venture CDO Ltd</name>
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        <name>Trinitas CLO Ltd</name>
        <lei>549300QFERVNPGSISO16</lei>
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        <name>37 Capital CLO Ltd</name>
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        <name>Symphony CLO Ltd</name>
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        <name>Rockford Tower CLO Ltd</name>
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        <name>Park Avenue Institutional Advisors CLO</name>
        <lei>529900TR2RUYEEXPKF94</lei>
        <title>Park Avenue Institutional Advisers CLO Ltd 2021-2</title>
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        <name>Marathon CLO LTD</name>
        <lei>549300VP041FQCCCOP44</lei>
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        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
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        <name>522 Funding CLO LTD</name>
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        <name>Jamestown CLO Ltd,</name>
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        <name>Greywolf CLO Ltd</name>
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      <invstOrSec>
        <name>Fortress Credit BSL Limited</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fortress Credit BSL Limited</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fortress Credit BSL Limited</name>
        <lei>N/A</lei>
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        <name>Elevation CLO Ltd</name>
        <lei>549300D7IKXB86IQMC13</lei>
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        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>11.96955</annualizedRt>
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      <invstOrSec>
        <name>Carlyle Global Market Strategies</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2015-1 Ltd</title>
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          <isin value="US14311EAY05"/>
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        <assetCat>ABS-CBDO</assetCat>
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      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
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          <maturityDt>2031-10-15</maturityDt>
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        <name>CIFC Funding Ltd</name>
        <lei>54930034H2IEPBE5Q044</lei>
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      <invstOrSec>
        <name>ZAIS6-2017-1A-FEE</name>
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        <assetCat>DBT</assetCat>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Zais CLO 9, Limited</name>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Zais CLO 6 LTD</name>
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        <name>ZAIS CLO 3, Limited</name>
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      <invstOrSec>
        <name>Woodmont Trust</name>
        <lei>254900XKHBCNXQQ84W37</lei>
        <title>Woodmont 2022-9 Trust</title>
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      <invstOrSec>
        <name>WINDR 2021-1A VAR FEE LETTER</name>
        <lei>N/A</lei>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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        <securityLending>
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        <name>Wind River CLO Ltd</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Wellfleet CLO Ltd</name>
        <lei>254900EH90TKUEDWUZ75</lei>
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      <invstOrSec>
        <name>Wellfleet CLO Ltd</name>
        <lei>254900E0WT1R93N8OQ24</lei>
        <title>Wellfleet CLO 2021-3 Ltd</title>
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          <isin value="US94951KAA51"/>
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        <valUSD>1844550.400000000000</valUSD>
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      <invstOrSec>
        <name>WELF-2021-3-FEE</name>
        <lei>N/A</lei>
        <title>WELF-2021-3-FEE</title>
        <cusip>N/A</cusip>
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        <invCountry>US</invCountry>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Voya CLO Ltd</name>
        <lei>N/A</lei>
        <title>Voya CLO 2025-1 Ltd</title>
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          <isin value="US92945LAB45"/>
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        <balance>3200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2640000.000000000000</valUSD>
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          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Voya CLO Ltd</name>
        <lei>N/A</lei>
        <title>Voya 2024-3 LTD</title>
        <cusip>92944VAC1</cusip>
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          <isin value="US92944VAC19"/>
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        <curCd>USD</curCd>
        <valUSD>6227500.000000000000</valUSD>
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        <debtSec>
          <maturityDt>2037-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Voya CLO Ltd</name>
        <lei>N/A</lei>
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        <cusip>92891UAC6</cusip>
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          <isin value="US92891UAC62"/>
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        <balance>10000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6250000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Vibrant CLO Ltd</name>
        <lei>54930073XIEUISQCY218</lei>
        <title>Vibrant Clo III Ltd</title>
        <cusip>92557UBE6</cusip>
        <identifiers>
          <isin value="US92557UBE64"/>
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        <balance>250000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>230000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.49605</annualizedRt>
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      <invstOrSec>
        <name>Vibrant CLO Ltd</name>
        <lei>5493000EZ05NPI8BXY34</lei>
        <title>Vibrant Clo XV Ltd</title>
        <cusip>92559FAE8</cusip>
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          <isin value="US92559FAE88"/>
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        <balance>1510000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>664400.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Vibrant CLO Ltd</name>
        <lei>5493000EYXBYKZ0XIT83</lei>
        <title>Vibrant CLO XIII Ltd</title>
        <cusip>92557CAC1</cusip>
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          <isin value="US92557CAC10"/>
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        <curCd>USD</curCd>
        <valUSD>3457625.800000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300UYHZCJPN3LMT03</lei>
        <title>Venture XV CLO Ltd</title>
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          <isin value="US92328LAH87"/>
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        <balance>1500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>525000.000000000000</valUSD>
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          <maturityDt>2032-07-15</maturityDt>
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          <annualizedRt>11.35615</annualizedRt>
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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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          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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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>
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        <invCountry>IE</invCountry>
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          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Ozlme</name>
        <lei>635400VVYCGBQEIQI426</lei>
        <title>Sculptor European CLO I DAC</title>
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      <invstOrSec>
        <name>OZLM Ltd</name>
        <lei>N/A</lei>
        <title>OZLM XXIV Ltd</title>
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      <invstOrSec>
        <name>OZLM Ltd</name>
        <lei>5493009C40QUU66J8E83</lei>
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      <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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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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>
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          <isin value="USG6722KAC65"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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      <invstOrSec>
        <name>OFSI Fund LTD</name>
        <lei>N/A</lei>
        <title>OFSI BSL XI Ltd</title>
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          <isin value="US67115RAG65"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-03-31</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2031-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
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          <isin value="US67590KAE01"/>
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        <balance>3651162.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2903.800000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2031-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>.000000000000</annualizedRt>
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        <securityLending>
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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>1349250.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 41</name>
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        <cusip>67592GAC1</cusip>
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          <isin value="US67592GAC15"/>
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        <balance>1270000.000000000000</balance>
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        <valUSD>266700.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-15</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>First Eagle BSL CLO LLC</name>
        <lei>N/A</lei>
        <title>First Eagle BSL CLO 2019-1 Ltd</title>
        <cusip>32010GAA3</cusip>
        <identifiers>
          <isin value="US32010GAA31"/>
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        <balance>5590000.000000000000</balance>
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        <valUSD>5378602.970000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.84605</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>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>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:LX193456"/>
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        <balance>50070.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>269.880000000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-30</maturityDt>
          <couponKind>None</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>
        <name>FIRST BRANDS GROUP LLC DIP PIK TERM  1L SuperP Sr. Secd (Second Rollup)</name>
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        <title>FIRST BRANDS GROUP LLC DIP PIK TERM  1L SuperP Sr. Secd (Second Rollup)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:LX271844"/>
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        <balance>56750.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>993.130000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-29</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>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-448000</balance>
        <units>OU</units>
        <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">
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              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
              <principalAmt>-448000</principalAmt>
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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>
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        <balance>-1030000</balance>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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        <securityLending>
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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>-1352000</balance>
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        <assetCat>RA</assetCat>
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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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        <cusip>N/A</cusip>
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        <balance>-791000</balance>
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        <assetCat>RA</assetCat>
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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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        <cusip>N/A</cusip>
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        <balance>-720000</balance>
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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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        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-1506000</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>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <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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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1119000</principalAmt>
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              <collateralVal>1459623.12</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"/>
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        <balance>-1388000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-1388000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1388000</principalAmt>
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              <collateralVal>2775614.79</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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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"/>
        </identifiers>
        <balance>-645000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-645000</valUSD>
        <pctVal>-0.3307121970</pctVal>
        <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="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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            <repurchaseCollateral>
              <principalAmt>-645000</principalAmt>
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              <collateralVal>837825.23</collateralVal>
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              <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"/>
        </identifiers>
        <balance>-730000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-730000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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          </notClearedCentCparty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-730000</principalAmt>
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              <collateralVal>1565124.3</collateralVal>
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              <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>-1343000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1343000</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>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1343000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1922000</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>-1139000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1139000</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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            <repurchaseCollateral>
              <principalAmt>-1139000</principalAmt>
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              <collateralVal>1500375</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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-461000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-461000</valUSD>
        <pctVal>-0.2363694927</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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            <repurchaseCollateral>
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              <collateralVal>642352.02</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>-765481.91</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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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="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-765481.91</principalAmt>
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              <collateralVal>997124.03</collateralVal>
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              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>-397278.32</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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        <pctVal>-0.2036973427</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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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-397278.32</principalAmt>
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              <collateralVal>778561.43</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>
        <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>-1732860.9</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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        <pctVal>-0.8884933881</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <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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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-1732860.9</principalAmt>
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              <collateralVal>1980000</collateralVal>
              <collateralCd>EUR</collateralCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
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        <balance>-844123.98</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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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>
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            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-844123.98</principalAmt>
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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>-793000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-793000</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="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-793000</principalAmt>
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              <collateralVal>1571468.41</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>-2827500</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2827500</valUSD>
        <pctVal>-1.4497499798</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="549300LGG2RLWD21SU97" name="SANTANDER US CAPITAL MARKETS LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>5.72</repurchaseRt>
          <maturityDt>2026-02-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2827500</principalAmt>
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              <collateralVal>5759545</collateralVal>
              <collateralCd>USD</collateralCd>
              <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>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>-725000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-725000</valUSD>
        <pctVal>-0.3717307641</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>
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              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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            <repurchaseCollateral>
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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>
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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>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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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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          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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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>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="KD3XUN7C6T14HNAYLU02" name="Goldman Sachs Bank USA"/>
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            <repurchaseCollateral>
              <principalAmt>-1163000</principalAmt>
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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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          <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>
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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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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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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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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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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>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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        <lei>N/A</lei>
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.68643</repurchaseRt>
          <maturityDt>2026-02-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1270000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2597400</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>-1461000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1461000</valUSD>
        <pctVal>-0.7491015811</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>4.94</repurchaseRt>
          <maturityDt>2026-02-18</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1461000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2108495.52</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>-2170000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2170000</valUSD>
        <pctVal>-1.1126286317</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>5.68302</repurchaseRt>
          <maturityDt>2026-02-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2170000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4410000</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>-1167000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1167000</valUSD>
        <pctVal>-0.5983583471</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>5.68302</repurchaseRt>
          <maturityDt>2026-02-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1167000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2559300</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>-746366.44</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-746366.44</valUSD>
        <pctVal>-0.3826860235</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>2.847</repurchaseRt>
          <maturityDt>2026-01-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-746366.44</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>823665.69</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>-852342.15</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-852342.15</valUSD>
        <pctVal>-0.4370231706</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>2.948</repurchaseRt>
          <maturityDt>2026-01-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-852342.15</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1042741.84</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>-1690596</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1690596</valUSD>
        <pctVal>-0.8668228177</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>2.948</repurchaseRt>
          <maturityDt>2026-01-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1690596</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>2042880</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>-819469.45</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-819469.45</valUSD>
        <pctVal>-0.4201682824</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>
          <repurchaseRt>2.918</repurchaseRt>
          <maturityDt>2026-02-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-819469.45</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>989778.77</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>-2214258.11</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-2214258.11</valUSD>
        <pctVal>-1.1353211849</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.89</repurchaseRt>
          <maturityDt>2026-01-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2214258.11</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>2928055.35</collateralVal>
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              <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>-1534932.03</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1534932.03</valUSD>
        <pctVal>-0.7870089052</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.969</repurchaseRt>
          <maturityDt>2026-02-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1534932.03</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1910000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>-1128238.03</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1128238.03</valUSD>
        <pctVal>-0.5784838413</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>3.993</repurchaseRt>
          <maturityDt>2026-02-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1128238.03</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1590000</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>-1100618.05</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1100618.05</valUSD>
        <pctVal>-0.5643221913</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>2.967</repurchaseRt>
          <maturityDt>2026-01-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1100618.05</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1470063.16</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>-754798.28</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-754798.28</valUSD>
        <pctVal>-0.3870092984</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>2.998</repurchaseRt>
          <maturityDt>2026-03-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-754798.28</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>955000</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>-1468606.93</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1468606.93</valUSD>
        <pctVal>-0.7530018982</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.967</repurchaseRt>
          <maturityDt>2026-01-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1468606.93</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1910000</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>-1204292.89</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1204292.89</valUSD>
        <pctVal>-0.6174796085</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>2.88</repurchaseRt>
          <maturityDt>2026-01-12</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1204292.89</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1502667.28</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>-1171676.95</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1171676.95</valUSD>
        <pctVal>-0.6007563695</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>2.966</repurchaseRt>
          <maturityDt>2026-01-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1171676.95</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>797500</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>-1170801.06</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1170801.06</valUSD>
        <pctVal>-0.6003072725</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>2.974</repurchaseRt>
          <maturityDt>2026-01-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1170801.06</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1491429.99</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>-514000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-514000</valUSD>
        <pctVal>-0.2635442934</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>5.68302</repurchaseRt>
          <maturityDt>2026-02-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-514000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1005212.72</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>-1403000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1403000</valUSD>
        <pctVal>-0.7193631200</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>4.77175</repurchaseRt>
          <maturityDt>2026-01-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1403000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1859562.39</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>-1276000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1276000</valUSD>
        <pctVal>-0.6542461447</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>5.3</repurchaseRt>
          <maturityDt>2026-01-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1276000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1534750</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>-1394000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1394000</valUSD>
        <pctVal>-0.7147485312</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>4.96</repurchaseRt>
          <maturityDt>2026-01-28</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1394000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1918000</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>-1414000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1414000</valUSD>
        <pctVal>-0.7250031729</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.04</repurchaseRt>
          <maturityDt>2026-02-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1414000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1918000</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>-1610000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1610000</valUSD>
        <pctVal>-0.8254986623</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.18</repurchaseRt>
          <maturityDt>2026-01-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1610000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2342250</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>-785000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-785000</valUSD>
        <pctVal>-0.4024946894</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.68302</repurchaseRt>
          <maturityDt>2026-02-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-785000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1519000</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>-647000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-647000</valUSD>
        <pctVal>-0.3317376612</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>5.01</repurchaseRt>
          <maturityDt>2026-01-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-647000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>861801.57</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>-922000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-922000</valUSD>
        <pctVal>-0.4727389855</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>4.94347</repurchaseRt>
          <maturityDt>2026-01-12</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-922000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1216132</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"/>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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            <counterpartyInfos>
              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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        <securityLending>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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            <repurchaseCollateral>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
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        <securityLending>
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      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
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        <balance>-1536153.01</balance>
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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        <securityLending>
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      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-658628.03</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-658628.03</valUSD>
        <pctVal>-0.3376997253</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>3.993</repurchaseRt>
          <maturityDt>2026-02-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-658628.03</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>900000</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>-1078991.55</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1078991.55</valUSD>
        <pctVal>-0.5532335908</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.88</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1078991.55</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1201449.5</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>-1395915.73</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1395915.73</valUSD>
        <pctVal>-0.7157307874</pctVal>
        <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="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.932</repurchaseRt>
          <maturityDt>2026-02-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1395915.73</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1702540.09</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>-1774069.18</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1774069.18</valUSD>
        <pctVal>-0.9096221956</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>2.854</repurchaseRt>
          <maturityDt>2026-01-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1774069.18</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1966000</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>-959809.46</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-959809.46</valUSD>
        <pctVal>-0.4921251089</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>3</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-959809.46</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1091250</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>-363504.56</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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        <pctVal>-0.1863804522</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.864</repurchaseRt>
          <maturityDt>2026-01-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-363504.56</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>413980.92</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>-998772.42</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-998772.42</valUSD>
        <pctVal>-0.5121026687</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <maturityDt>2026-02-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-998772.42</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1131746.4</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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"/>
        </identifiers>
        <balance>-655669.48</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
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        <pctVal>-0.3361827818</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-655669.48</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>700000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </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>-1148661.33</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".85177062"/>
        <valUSD>-1148661.33</valUSD>
        <pctVal>-0.5889555225</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.96</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1148661.33</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>907500</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>-1574000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1574000</valUSD>
        <pctVal>-0.8070403071</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>4.84</repurchaseRt>
          <maturityDt>2026-02-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1574000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2052843.75</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>-996000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-996000</valUSD>
        <pctVal>-0.5106811600</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"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.73643</repurchaseRt>
          <maturityDt>2026-02-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-996000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1871681.51</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>-1698000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1698000</valUSD>
        <pctVal>-0.8706190860</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>4.94</repurchaseRt>
          <maturityDt>2026-02-18</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1698000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2428125</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>-944000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-944000</valUSD>
        <pctVal>-0.4840190914</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>5.68643</repurchaseRt>
          <maturityDt>2026-02-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-944000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1883250</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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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>-651000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-651000</valUSD>
        <pctVal>-0.3337885895</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>4.78977</repurchaseRt>
          <maturityDt>2026-02-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-651000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>936656.5</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>-3758134</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-3758134</valUSD>
        <pctVal>-1.9269158942</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="549300LGG2RLWD21SU97" name="SANTANDER US CAPITAL MARKETS LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>4.86</repurchaseRt>
          <maturityDt>2026-02-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-3758134</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4916048.54</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>-1086000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1086000</valUSD>
        <pctVal>-0.5568270480</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>4.94094</repurchaseRt>
          <maturityDt>2026-01-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1086000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1380000</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>-4358000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-4358000</valUSD>
        <pctVal>-2.2344864411</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>5.61</repurchaseRt>
          <maturityDt>2026-01-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-4358000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>8716800</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>-2401000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2401000</valUSD>
        <pctVal>-1.2310697442</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>4.88927</repurchaseRt>
          <maturityDt>2026-01-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2401000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3550140</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>-540000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-540000</valUSD>
        <pctVal>-0.2768753277</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>4.97861</repurchaseRt>
          <maturityDt>2026-01-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-540000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>711328.83</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>-721000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-721000</valUSD>
        <pctVal>-0.3696798357</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>4.98896</repurchaseRt>
          <maturityDt>2026-01-21</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-721000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>948438.44</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>-2607000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2607000</valUSD>
        <pctVal>-1.3366925544</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>4.99234</repurchaseRt>
          <maturityDt>2026-02-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2607000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3733913.44</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>-797975</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-797975</valUSD>
        <pctVal>-0.4091473882</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="549300LGG2RLWD21SU97" name="SANTANDER US CAPITAL MARKETS LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>4.96</repurchaseRt>
          <maturityDt>2026-02-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-797975</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1113424.11</collateralVal>
              <collateralCd>USD</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>23108944.99</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23108944.99</valUSD>
        <pctVal>11.8486976245</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>
    </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 = -982, -119,272, -102,567, 13,375, 1,151, respectively. EUR 3M, 1Y, 5Y, 10Y, 30Y = -3,584, -190,135, -244,155, -922, 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>2026-03-02</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>
  <documents>XXXX</documents>
</edgarSubmission>
