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        <name>(Sunnova) Aurora I Issuer, LLC</name>
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        <name>ALTICE FRANCE SA</name>
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        <name>LD HOLDINGS GROUP LLC</name>
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        <name>GoldenTree Loan Management US</name>
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        <title>Teva Pharmaceutical Finance Co LLC</title>
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        <name>Apidos CLO Ltd</name>
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        <name>Riserva CLO, Ltd.</name>
        <lei>549300640C8OB2I8SN35</lei>
        <title>Riserva Clo Ltd</title>
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        <name>PM GENERAL PURCHASER LLC</name>
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        <name>AES ANDES SA</name>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <name>Planview Parent Inc</name>
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        <name>Citigroup Commercial Mortgage</name>
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        <name>GS Mortgage Securities Trust</name>
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        <title>MPH Acquisition Holdings LLC</title>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>SUNNOVA ENERGY CORP</name>
        <lei>549300TH3GCD8YQUDR46</lei>
        <title>Sunnova Energy Corp</title>
        <cusip>86745GAF0</cusip>
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          <isin value="US86745GAF00"/>
          <other otherDesc="SEDOL" value="BL592Z7"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>639202.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF KENYA</name>
        <lei>549300VVURQQYU45PR87</lei>
        <title>Republic of Kenya Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2354781614"/>
          <other otherDesc="SEDOL" value="BMFS5F2"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430208.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.30000000</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>FIRST QUANTUM MINERALS L</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals Ltd</title>
        <cusip>335934AT2</cusip>
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          <isin value="US335934AT24"/>
          <other otherDesc="SEDOL" value="BMZRC58"/>
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        <balance>1602000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1601830.19000000</valUSD>
        <pctVal>0.207972719315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHELF DRILL HOLD LTD</name>
        <lei>54930078ZJ3XP4MRYB68</lei>
        <title>Shelf Drilling Holdings Ltd</title>
        <cusip>822538AH7</cusip>
        <identifiers>
          <isin value="US822538AH74"/>
          <other otherDesc="SEDOL" value="BQ2LQW6"/>
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        <balance>6800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5884401.08000000</valUSD>
        <pctVal>0.763997895525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Venture CLO 43 Limited</name>
        <lei>549300OLN5VHTMLSN650</lei>
        <title>Venture 43 CLO Ltd</title>
        <cusip>92290CAG4</cusip>
        <identifiers>
          <isin value="US92290CAG42"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1492016.43000000</valUSD>
        <pctVal>0.193715111718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.03359000</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>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2895057177"/>
          <other otherDesc="SEDOL" value="BKVF0P8"/>
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        <balance>186533.79960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103255.78000000</valUSD>
        <pctVal>0.013406155961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01000000</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>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS TRANSOCEAN INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="SW0WS124727"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>149390.15000000</valUSD>
        <pctVal>0.019395985871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TRANSOCEAN INC</issuerName>
                <issueTitle>TRANSOCEAN INC</issueTitle>
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                  <cusip value="893830BC2"/>
                  <isin value="US893830BC25"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>160196.18000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-862000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10806.03000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DCert Buyer Inc</name>
        <lei>549300EF826JEEUCHZ67</lei>
        <title>Dcert Buyer Inc</title>
        <cusip>24022KAJ8</cusip>
        <identifiers>
          <isin value="US24022KAJ88"/>
          <other otherDesc="INTERNAL" value="BL3559079"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4087500.00000000</valUSD>
        <pctVal>0.530698257223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.32492000</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>LIGHTNING POWER LLC</name>
        <lei>254900BWCHJ03XRL8K59</lei>
        <title>Lightning Power LLC</title>
        <cusip>53229KAA7</cusip>
        <identifiers>
          <isin value="US53229KAA79"/>
          <other otherDesc="SEDOL" value="BT3NFD6"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1545615.00000000</valUSD>
        <pctVal>0.200674051825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL REP OF ETHIOPIA</name>
        <lei>N/A</lei>
        <title>Ethiopia International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1151974877"/>
          <other otherDesc="SEDOL" value="BTC34Z2"/>
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        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481655.33000000</valUSD>
        <pctVal>0.062535448125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ET</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF GHANA</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>Ghana Government International Bond</title>
        <cusip>374422AL7</cusip>
        <identifiers>
          <isin value="US374422AL79"/>
          <other otherDesc="SEDOL" value="BR4TSY1"/>
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        <balance>23280.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21895.10000000</valUSD>
        <pctVal>0.002842737960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>UBS Commercial Mortgage Trust 2018-NYCH</title>
        <cusip>90266HAQ5</cusip>
        <identifiers>
          <isin value="US90266HAQ56"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5729225.40000000</valUSD>
        <pctVal>0.743850748628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.18800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GoldenTree Loan Management US</name>
        <lei>549300LOEERRNVSKVY31</lei>
        <title>Goldentree Loan Management US Clo 8 Ltd</title>
        <cusip>38136QAJ8</cusip>
        <identifiers>
          <isin value="US38136QAJ85"/>
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        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7021453.77000000</valUSD>
        <pctVal>0.911626490254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.60478000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TWO HARBORS INV CORP</name>
        <lei>549300ZUIBT6KH4HU823</lei>
        <title>Two Harbors Investment Corp</title>
        <cusip>90187BAB7</cusip>
        <identifiers>
          <isin value="US90187BAB71"/>
          <other otherDesc="SEDOL" value="BMG4RH5"/>
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        <balance>3010000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2987425.00000000</valUSD>
        <pctVal>0.387870640021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>TWO HARBORS INVESTMENT CORP</name>
              <title>TWO HARBORS INVESTMENT CORP</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="90187B804"/>
                <isin value="US90187B8046"/>
                <ticker value="TWO"/>
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          <currencyInfos>
            <currencyInfo convRatio="33.87530000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MFA FINANCIAL INC</name>
        <lei>YW72IMH2RRC8Z1TGLG58</lei>
        <title>MFA Financial Inc</title>
        <cusip>55272X508</cusip>
        <identifiers>
          <isin value="US55272X5086"/>
          <ticker value="MFA"/>
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        <balance>76957.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1908533.60000000</valUSD>
        <pctVal>0.247793383577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VIASAT INC</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
        <title>Viasat Inc</title>
        <cusip>92552VAL4</cusip>
        <identifiers>
          <isin value="US92552VAL45"/>
          <other otherDesc="SEDOL" value="BJ2X3M2"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1921302.20000000</valUSD>
        <pctVal>0.249451187557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fortress Credit BSL Limited</name>
        <lei>N/A</lei>
        <title>Fortress Credit BSL XII Ltd</title>
        <cusip>34963GAE8</cusip>
        <identifiers>
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        <name>Balboa Bay Loan Funding Ltd</name>
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        <name>WYNN MACAU LTD</name>
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        <name>INTL BK RECON &amp; DEVELOP</name>
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        <name>LETRA TESOURO NACIONAL</name>
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        <name>SAAVI ENERGIA SARL</name>
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        <name>SMB Private Education Loan Tru</name>
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        <name>LIFEPOINT HEALTH INC</name>
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        <name>Symphony CLO Ltd</name>
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        <name>Global Tel Link Corporation</name>
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        <name>MEX BONOS DESARR FIX RT</name>
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        <name>KNDR Trust 2021-KIND</name>
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        <name>Natixis Commercial Mortgage Se</name>
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        <name>Mach I</name>
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        <name>Citigroup Commercial Mortgage</name>
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        <name>Riserva CLO, Ltd.</name>
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        <name>HalseyPoint CLO I, Ltd.</name>
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        <name>ARDAGH PKG FIN/HLDGS USA</name>
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        <name>Symphony CLO Ltd</name>
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        <name>GoldenTree Loan Management US</name>
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        <name>Citibank, National Association</name>
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        <name>Greenwood Park CLO, Ltd</name>
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        <name>AMC ENTERTAINMENT HLDGS</name>
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        <title>AMC Entertainment Holdings Inc</title>
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        <name>ARAB REPUBLIC OF EGYPT</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government International Bond</title>
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          <isin value="XS2079842642"/>
          <other otherDesc="SEDOL" value="BJV9CF7"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>CITRIX SYSTEMS INC</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>Citrix Systems Inc</title>
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        <curCd>USD</curCd>
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          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CHINA AOYUAN GROUP LTD</name>
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        <title>China Aoyuan Group Ltd</title>
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        <curCd>USD</curCd>
        <valUSD>1406.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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              <title>CHINA AOYUAN GROUP LTD</title>
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        <name>Avis Budget Rental Car Funding</name>
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        <name>Symphony CLO Ltd</name>
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        <name>Boost Newco Borrower LLC</name>
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        <title>Permian Resources Operating LLC</title>
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        <name>Bank of America, National Association</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Wind River CLO Ltd</name>
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      <invstOrSec>
        <name>COUNTRY GARDEN HLDGS</name>
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      <invstOrSec>
        <name>China Aoyuan Group Ltd</name>
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      <invstOrSec>
        <name>TK ELEVATOR US NEWCO INC</name>
        <lei>549300C2AFWPAYWS5574</lei>
        <title>TK Elevator US Newco Inc</title>
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      <invstOrSec>
        <name>CUSHMAN &amp; WAKEFIELD US</name>
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        <name>BNP PARIBAS SECURITIES CORP.</name>
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          <ticker value="N/A"/>
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        <name>GLOBAL AUTO HO/AAG FH UK</name>
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        <title>Foot Locker Inc</title>
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        <name>Bank of America, National Association</name>
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        <name>ATP TOW/ANDEAN TELECOM</name>
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        <name>National Collegiate Commutatio</name>
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        <name>FIRST QUANTUM MINERALS L</name>
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        <title>First Quantum Minerals Ltd</title>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <name>REPUBLIC OF KENYA</name>
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        <name>Hildene Community Funding CLO</name>
        <lei>549300845E8YWIPN4S43</lei>
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        <name>FIRST QUANTUM MINERALS L</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals Ltd</title>
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        <name>ACProducts Holdings Inc</name>
        <lei>254900KTNXVUUHWHBF39</lei>
        <title>ACProducts Holdings Inc</title>
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        <name>Multifamily Connecticut Avenue</name>
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        <name>Citibank, National Association</name>
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        <name>Western Asset Premier Institutional Government Reserves</name>
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        <name>Bank of America, National Association</name>
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        <title>Plains All American Pipeline LP</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLEN MEDIA LLC/CO-ISSR</name>
        <lei>N/A</lei>
        <title>Allen Media LLC / Allen Media Co-Issuer Inc</title>
        <cusip>01771YAA8</cusip>
        <identifiers>
          <isin value="US01771YAA82"/>
          <other otherDesc="SEDOL" value="BKTQVJ4"/>
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        <balance>7160000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2479150.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Multifamily Structured Credit</name>
        <lei>N/A</lei>
        <title>Freddie Mac Multifamily Structured Credit Risk</title>
        <cusip>35563JAC7</cusip>
        <identifiers>
          <isin value="US35563JAC71"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2527451.50000000</valUSD>
        <pctVal>0.328150240065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.83969000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Magnetite CLO Ltd</name>
        <lei>529900728SHVCI48J015</lei>
        <title>Magnetite XXXIX Ltd</title>
        <cusip>559923AE7</cusip>
        <identifiers>
          <isin value="US559923AE78"/>
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        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1649227.73000000</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>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.20007000</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>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Morgan Stanley &amp; Co</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="RP997908"/>
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        <balance>-1380367.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1380367.45000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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            <repurchaseCollateral>
              <principalAmt>2200000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RR DONNELLEY &amp; SONS CO</name>
        <lei>SU4X0P4WWRGOQDTSV032</lei>
        <title>RR Donnelley &amp; Sons Co</title>
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          <isin value="US257867BK60"/>
          <other otherDesc="SEDOL" value="BMC94Y0"/>
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        <balance>1830000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1784322.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS LENNAR CORP</title>
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          <other otherDesc="INTERNAL" value="SW0WS123224"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7204.02000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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                <issuerName>LENNAR CORP</issuerName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>USD/EUR FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Morgan Stanley &amp; Co</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="RP997909"/>
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        <curCd>USD</curCd>
        <valUSD>-2284787.56000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OCP CLO Ltd</name>
        <lei>N/A</lei>
        <title>OCP CLO 2023-26 Ltd</title>
        <cusip>67351PAG3</cusip>
        <identifiers>
          <isin value="US67351PAG37"/>
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        <balance>1780000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1738875.26000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.76918000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Voya CLO Ltd</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-2 Ltd</title>
        <cusip>92917TAA3</cusip>
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          <isin value="US92917TAA34"/>
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        <balance>6750000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYMZ</title>
        <cusip>46654GAA4</cusip>
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          <isin value="US46654GAA40"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2072100.00000000</valUSD>
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        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AGL CLO Ltd.</name>
        <lei>549300G9RL3BICT9HA62</lei>
        <title>AGL CLO 11 Ltd</title>
        <cusip>00851RAA8</cusip>
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          <isin value="US00851RAA86"/>
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        <balance>2650000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REPUBLIC OF ANGOLA</name>
        <lei>549300QHR2R3J8JSGK83</lei>
        <title>Angolan Government International Bond</title>
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          <isin value="XS2083302500"/>
          <other otherDesc="SEDOL" value="BKWCW07"/>
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        <balance>620000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>479007.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000ITBQFEOXM0S98</lei>
        <title>Freddie Mac STACR REMIC Trust 2020-DNA6</title>
        <cusip>35566CBE4</cusip>
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          <isin value="US35566CBE49"/>
          <other otherDesc="SEDOL" value="BPSHQP4"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5704356.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.98969000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ADD HERO HOLDINGS</name>
        <lei>254900WMSDP48LFA7478</lei>
        <title>Add Hero Holdings Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="XS2785423943"/>
          <other otherDesc="SEDOL" value="BS2FKJ7"/>
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        <balance>544822.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13620.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <name>VERICAST CORPORATION</name>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>REPUBLICA ORIENT URUGUAY</name>
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        <name>REPUBLIC OF SRI LANKA</name>
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        <name>Allen Media LLC</name>
        <lei>549300ERNJNM4RN5JP79</lei>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <name>DOMINICAN REPUBLIC</name>
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        <title>Dominican Republic International Bond</title>
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          <isin value="USP3579ECH82"/>
          <other otherDesc="SEDOL" value="BJP84G5"/>
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        <curCd>USD</curCd>
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        <invCountry>DO</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Apidos CLO Ltd</name>
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        <title>Apidos CLO XLVI Ltd</title>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3108137.35000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <name>BAUSCH HEALTH COS INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc</title>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>SPIRIT LOYALTY KY LTD/IP</name>
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        <title>Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd</title>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>AMC ENTERTAINMENT HLDGS</name>
        <lei>549300ZO77UNR6NRBR11</lei>
        <title>AMC Entertainment Holdings Inc</title>
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        <name>SMYRNA READY MIX CONCRET</name>
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        <title>Smyrna Ready Mix Concrete LLC</title>
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        <name>Citibank, National Association</name>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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      <invstOrSec>
        <name>BANK OF AMERICA, NATIONAL ASSOCIATION</name>
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        <name>Bluemountain CLO Ltd</name>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <lei>N/A</lei>
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        <name>Autokiniton US Holdings Inc</name>
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        <name>NCR VOYIX CORP</name>
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        <name>TURNING POINT BRANDS INC</name>
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      <invstOrSec>
        <name>Knight Health Holdings LLC</name>
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        <title>Knight Health Holdings LLC</title>
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        <name>MPT OPER PARTNERSP/FINL</name>
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        <name>Freddie Mac - STACR</name>
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        <name>BENCHMARK Mortgage Trust</name>
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        <name>UKRAINE GOVERNMENT</name>
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        <title>Ukraine Government International Bond</title>
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        <name>REPUBLIC OF SRI LANKA</name>
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        <title>Sri Lanka Government International Bond</title>
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        <name>Team Services Group LLC</name>
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        <name>TEVA PHARMACEUTICALS NE</name>
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        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
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        <title>CHS/Community Health Systems Inc</title>
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        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF 2021-KF117 Mortgage Trust</title>
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        <name>CONNECT FINCO SARL/CONNE</name>
        <lei>N/A</lei>
        <title>Connect Finco SARL / Connect US Finco LLC</title>
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      <invstOrSec>
        <name>Sound Point CLO LTD</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2021-ADV</title>
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          <isin value="US12660WAS44"/>
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      <invstOrSec>
        <name>ARD FINANCE SA</name>
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          <maturityDt>2027-06-30</maturityDt>
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        <name>Renew Financial</name>
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        <name>MELCO RESORTS FINANCE</name>
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        <title>Melco Resorts Finance Ltd</title>
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      <invstOrSec>
        <name>720 East CLO Ltd.</name>
        <lei>N/A</lei>
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        <balance>1150000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2037-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
        <title>Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1</title>
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          <maturityDt>2061-11-25</maturityDt>
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        <name>Balboa Bay Loan Funding Ltd</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
        <name>Carval CLO LTD</name>
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        <title>CarVal CLO XI C Ltd</title>
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        <name>Whitebox CLO I Ltd</name>
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        <name>RJET 2023-1 A</name>
        <lei>N/A</lei>
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        <name>ADD HERO HOLDINGS</name>
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        <title>Add Hero Holdings Ltd</title>
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        <name>Morgan Stanley Capital I Trust</name>
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          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VISTAJET MALTA/VM HOLDS</name>
        <lei>N/A</lei>
        <title>VistaJet Malta Finance PLC / Vista Management Holding Inc</title>
        <cusip>92840JAD1</cusip>
        <identifiers>
          <isin value="US92840JAD19"/>
          <other otherDesc="SEDOL" value="BQ2GVG0"/>
        </identifiers>
        <balance>6500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6390506.85000000</valUSD>
        <pctVal>0.829707852738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nexus Buyer LLC</name>
        <lei>254900PILSANV8WOOF24</lei>
        <title>NEXUS BUYER LLC</title>
        <cusip>65343UAH5</cusip>
        <identifiers>
          <isin value="US65343UAH59"/>
          <other otherDesc="INTERNAL" value="BL4985190"/>
        </identifiers>
        <balance>3928298.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3910150.22000000</valUSD>
        <pctVal>0.507672148559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.82492000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Natixis Commercial Mortgage Se</name>
        <lei>N/A</lei>
        <title>Natixis Commercial Mortgage Securities Trust 2022-RRI</title>
        <cusip>63875JAN8</cusip>
        <identifiers>
          <isin value="US63875JAN81"/>
        </identifiers>
        <balance>3750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3773304.38000000</valUSD>
        <pctVal>0.489904846101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.51218000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2025-05-23</ncom:dateSigned>
      <ncom:nameOfApplicant>Western Asset Diversified Income Fund </ncom:nameOfApplicant>
      <ncom:signature>Christopher Berarducci</ncom:signature>
      <ncom:signerName>Christopher Berarducci</ncom:signerName>
      <ncom:title>Principal Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
