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      <invstOrSec>
        <name>Symphony CLO Ltd</name>
        <lei>5493004PWOYFPAFQVT02</lei>
        <title>Symphony CLO XVI Ltd</title>
        <cusip>87165TAE4</cusip>
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          <isin value="US87165TAE47"/>
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        <balance>2255000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1929481.550000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <maturityDt>2031-10-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Symphony CLO Ltd</name>
        <lei>N/A</lei>
        <title>Symphony CLO XXVI Ltd</title>
        <cusip>BCC2D1MU9</cusip>
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          <isin value="USG8861GAB44"/>
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        <balance>1620000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29931.120000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TCW CLO 2021-1, Ltd.</name>
        <lei>N/A</lei>
        <title>TCW CLO 2021-1 Ltd</title>
        <cusip>87190LAC4</cusip>
        <identifiers>
          <isin value="US87190LAC46"/>
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        <balance>8400000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2677995.600000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TCW Gem Ltd</name>
        <lei>N/A</lei>
        <title>TCW CLO 2023-1 Ltd</title>
        <cusip>871976AA4</cusip>
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          <isin value="US871976AA44"/>
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        <balance>740000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310800.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TCW Gem 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>672000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TCW Gem Ltd</name>
        <lei>N/A</lei>
        <title>TCW CLO 2025-1 LTD</title>
        <cusip>872409AC1</cusip>
        <identifiers>
          <isin value="US872409AC13"/>
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        <balance>1775000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1011750.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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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>
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        <curCd>USD</curCd>
        <valUSD>198222.770000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>
      <invstOrSec>
        <name>Greywolf CLO Ltd</name>
        <lei>549300DX0ZYWEZ6TY764</lei>
        <title>Greywolf CLO II Ltd</title>
        <cusip>39808GAN6</cusip>
        <identifiers>
          <isin value="US39808GAN60"/>
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        <balance>2000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1939030.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.982190000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>
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        <curCd>USD</curCd>
        <valUSD>163497.610000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Guggenheim CLO 2020-1 Ltd</name>
        <lei>N/A</lei>
        <title>Guggenheim CLO 2020-1 Ltd</title>
        <cusip>40172DAJ8</cusip>
        <identifiers>
          <isin value="US40172DAJ81"/>
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        <balance>2000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1990000.000000000000</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>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.084710000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </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>793255.680000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.776840000000</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>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=".866131000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.636000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <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=".866131000000"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.442200000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HPS Loan Management Ltd</name>
        <lei>213800UJ8Z9IW1VRPP64</lei>
        <title>HPS Loan Management 2025-24 Ltd</title>
        <cusip>44332YAE2</cusip>
        <identifiers>
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        <balance>2000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1385172.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ICG US CLO Ltd</name>
        <lei>25490053S2JSJU63Y978</lei>
        <title>ICG US CLO 2014-1 Ltd</title>
        <cusip>44928YAN2</cusip>
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          <isin value="US44928YAN22"/>
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        <curCd>USD</curCd>
        <valUSD>3837520.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <annualizedRt>12.279240000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ICG US CLO Ltd</name>
        <lei>254900T2ODAPJRGAZY53</lei>
        <title>ICG US CLO 2017-1 Ltd</title>
        <cusip>449254AD3</cusip>
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        <balance>2500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2246000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
          <maturityDt>2034-07-28</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>ICG US CLO Ltd</name>
        <lei>635400O9MVLOIBCDSR77</lei>
        <title>ICG US CLO 2014-2 Ltd</title>
        <cusip>44929CAJ8</cusip>
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        <balance>1750000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1581402.460000000000</valUSD>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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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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        <balance>2600000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>638643.200000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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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=".866131000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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=".866131000000"/>
        <valUSD>39712.480000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Invesco Euro CLO XIV DAC</name>
        <lei>635400MNIFG73L1C7S65</lei>
        <title>Invesco Euro CLO XIV DAC</title>
        <cusip>BCC3J9996</cusip>
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        <name>Invesco Senior Loan ETF</name>
        <lei>N/A</lei>
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          <ticker value="BKLN 7 P20"/>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CHICAGO</counterpartyName>
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        <name>ISAGENIX INTL TERM  1L SR. SECD 5/3/2023</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>iShares Russell 2000 ETF</name>
        <lei>N/A</lei>
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          <other otherDesc="BBGID" value="BBG01XD8Y7P4"/>
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        <name>Voya CLO Ltd</name>
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        <name>WELF-2021-3-FEE</name>
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      <invstOrSec>
        <name>Wellfleet CLO Ltd</name>
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        <title>Wellfleet CLO 2021-4 Ltd</title>
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      <invstOrSec>
        <name>Wellfleet CLO Ltd</name>
        <lei>254900E0WT1R93N8OQ24</lei>
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        <name>Wellfleet CLO Ltd</name>
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      <invstOrSec>
        <name>Wellfleet CLO Ltd</name>
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      <invstOrSec>
        <name>Whitehorse Ltd</name>
        <lei>549300UT33WDDDZEYN84</lei>
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        <name>Wind River CLO Ltd</name>
        <lei>549300OBHD9JXBHL6R27</lei>
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        <name>Wind River CLO Ltd</name>
        <lei>549300QKM4OHZM4I5C40</lei>
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      <invstOrSec>
        <name>Wind River CLO Ltd</name>
        <lei>549300QKM4OHZM4I5C40</lei>
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      <invstOrSec>
        <name>Wind River CLO Ltd</name>
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        <name>WINDR 2021-1A VAR FEE LETTER</name>
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        <name>WINDR-2019-3A-FEE</name>
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      <invstOrSec>
        <name>Bosphorus CLO</name>
        <lei>635400MHW87IZ2JWGW83</lei>
        <title>Bosphorus CLO V DAC</title>
        <cusip>BCC2LZ997</cusip>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Adagio CLO</name>
        <lei>6354005EJNXCFKLYWM39</lei>
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        <cusip>BCC31S1W0</cusip>
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          <isin value="XS2369316331"/>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <maturityDt>2034-09-15</maturityDt>
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          <annualizedRt>8.170000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Nassau Euro CLO DAC</name>
        <lei>549300PCQLS78GR4NH29</lei>
        <title>Nassau Euro CLO I DAC</title>
        <cusip>BCC33DNP2</cusip>
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          <isin value="XS2400034653"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Zais CLO 13, Limited</name>
        <lei>549300GODB02F7ODZK39</lei>
        <title>Zais Clo 13 Ltd</title>
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          <isin value="US98876PAA75"/>
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        <curCd>USD</curCd>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ZAIS CLO 3, Limited</name>
        <lei>549300SYHU0CNKIXQ691</lei>
        <title>ZAIS CLO 3, Limited</title>
        <cusip>98887JAE0</cusip>
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          <isin value="US98887JAE01"/>
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        <balance>1529932.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>ZAIS CLO 3, LTD</name>
        <lei>549300SYHU0CNKIXQ691</lei>
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        <cusip>98887JAG5</cusip>
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          <isin value="US98887JAG58"/>
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        <balance>1430000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>392110.290000000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
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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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        <currencyConditional curCd="EUR" exchangeRt=".866131000000"/>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.646000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 40</name>
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        <title>Octagon Investment Partners 40 Ltd</title>
        <cusip>67592EAC6</cusip>
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          <isin value="US67592EAC66"/>
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        <curCd>USD</curCd>
        <valUSD>359828.840000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 41</name>
        <lei>N/A</lei>
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        <cusip>67592GAC1</cusip>
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          <isin value="US67592GAC15"/>
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        <curCd>USD</curCd>
        <valUSD>123456.260000000000</valUSD>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>Octagon Investment Partners 44</name>
        <lei>N/A</lei>
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        <cusip>675713AE1</cusip>
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          <isin value="US675713AE19"/>
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        <curCd>USD</curCd>
        <valUSD>784000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.683800000000</annualizedRt>
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      <invstOrSec>
        <name>Octagon Investment Partners 44</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 44 Ltd</title>
        <cusip>67592DAA2</cusip>
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          <isin value="US67592DAA28"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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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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        <curCd>USD</curCd>
        <valUSD>1155000.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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        <debtSec>
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        <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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        <curCd>USD</curCd>
        <valUSD>2902.670000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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          <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>BCC2G0YK7</cusip>
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          <isin value="USG67109AC56"/>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OHA Loan Funding Ltd</name>
        <lei>N/A</lei>
        <title>OHA Loan Funding 2013-1 Ltd</title>
        <cusip>BCC23IKH4</cusip>
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          <isin value="USG6722KAC65"/>
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        <balance>875000.000000000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
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      <invstOrSec>
        <name>OSD CLO 2023-27, Ltd.</name>
        <lei>N/A</lei>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OZLM Ltd</name>
        <lei>5493009C40QUU66J8E83</lei>
        <title>OZLM XIX Ltd</title>
        <cusip>67112CAU1</cusip>
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          <isin value="US67112CAU18"/>
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        <securityLending>
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      <invstOrSec>
        <name>OZLM Ltd</name>
        <lei>N/A</lei>
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        <name>Palmer Square European Loan Funding 2022-1 DAC</name>
        <lei>549300OGFKGCPL337N48</lei>
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      <invstOrSec>
        <name>Park Avenue Institutional Advi</name>
        <lei>529900N0O07C5QTX8E51</lei>
        <title>Park Avenue Institutional Advisers CLO Ltd 2022-2</title>
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      <invstOrSec>
        <name>Park Avenue Institutional Advisors CLO</name>
        <lei>529900TR2RUYEEXPKF94</lei>
        <title>Park Avenue Institutional Advisers CLO Ltd 2021-2</title>
        <cusip>70019FAA6</cusip>
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      <invstOrSec>
        <name>Park Blue CLO Ltd</name>
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      <invstOrSec>
        <name>Park Blue CLO Ltd</name>
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        <isRestrictedSec>Y</isRestrictedSec>
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      <invstOrSec>
        <name>37 Capital CLO Ltd</name>
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      <invstOrSec>
        <name>ICG US CLO Ltd</name>
        <lei>635400O9MVLOIBCDSR77</lei>
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      <invstOrSec>
        <name>JCP Direct Lending CLO LLC</name>
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        <name>522 Funding CLO LTD</name>
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        <name>Bain Capital Credit CLO, Limited</name>
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        <name>Bain Capital Credit CLO, Limited</name>
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        <name>Balboa Bay Loan Funding Ltd</name>
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        <name>Ballyrock Ltd</name>
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        <name>Ballyrock Ltd</name>
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        <name>BATLN-2020-15-FEE</name>
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        <name>Battalion CLO LTD</name>
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        <name>Battalion CLO LTD</name>
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        <name>Battalion CLO LTD</name>
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        <name>Benefit Street Partners CLO Ltd</name>
        <lei>5493008E17UEFI73RC63</lei>
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      <invstOrSec>
        <name>St Pauls CLO</name>
        <lei>549300IMSL8GGSOV5A04</lei>
        <title>St Paul's CLO IV DAC</title>
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        <name>Blue Owl BSL CLO Ltd</name>
        <lei>N/A</lei>
        <title>Blue Owl BSL CLO 2025-1 Ltd</title>
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      <invstOrSec>
        <name>Bluemountain CLO Ltd</name>
        <lei>N/A</lei>
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        <name>BNPP IP Euro CLO</name>
        <lei>635400BBJ1EYLLVTFD31</lei>
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        <name>BOBA-2024-2-FEE</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BOBSL-2025-1A-FEE</name>
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      <invstOrSec>
        <name>Boyce Park CLO, LLC</name>
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      <invstOrSec>
        <name>BlackRock European CLO DAC</name>
        <lei>635400NPMETBSKED8R42</lei>
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        <cusip>BCC2R95P7</cusip>
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      <invstOrSec>
        <name>BRDGS-2020-1A-FEE</name>
        <lei>N/A</lei>
        <title>BRDGS-2020-1A-FEE</title>
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        <identifiers>
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      <invstOrSec>
        <name>Dryden Euro CLO</name>
        <lei>635400CVKY7QXAYGH934</lei>
        <title>Dryden 73 Euro CLO 2018 DAC</title>
        <cusip>BCC2LVQQ9</cusip>
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          <isin value="XS2063336429"/>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>54930064P37IJ78XTR63</lei>
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        <cusip>26244RAE1</cusip>
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          <isin value="US26244RAE18"/>
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      <invstOrSec>
        <name>Eaton Vance CDO Ltd</name>
        <lei>5493007R7GEORNX00105</lei>
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          <isin value="US27830VAE02"/>
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      <invstOrSec>
        <name>Elevation CLO Ltd</name>
        <lei>549300D7IKXB86IQMC13</lei>
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          <isin value="US28623GAE26"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Elmwood CLO 24 Ltd</name>
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        <name>Venture CDO Ltd</name>
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      <invstOrSec>
        <name>Empower CLO Ltd.</name>
        <lei>N/A</lei>
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        <name>FIRST BRANDS GROUP LLC DIP PIK TERM  1L SuperP Sr. Secd</name>
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        <name>FIRST BRANDS GROUP LLC DIP PIK TERM  1L SuperP Sr. Secd (Second Rollup)</name>
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        <name>FIRST BRANDS GROUP LLC TERM B 1L GTD SR. SECD</name>
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          <couponKind>None</couponKind>
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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>
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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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          <annualizedRt>11.629240000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>
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        <identifiers>
          <other otherDesc="USER DEFINED" value="ELN:Flint Group A Common Shares"/>
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        <balance>438201.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>
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        <name>Vibrant CLO Ltd</name>
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        <name>Vibrant CLO Ltd</name>
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        <name>Vibrant CLO Ltd</name>
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        <name>Voya CLO Ltd</name>
        <lei>5493003QPCHR7P2XIW55</lei>
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        <name>Jamestown CLO Ltd,</name>
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      <invstOrSec>
        <name>Janus Henderson B-BBB CLO ETF</name>
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      <invstOrSec>
        <name>ZAIS CLO 3, Limited</name>
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      <invstOrSec>
        <name>Zais CLO 6 LTD</name>
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        <name>Zais CLO 9, Limited</name>
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        <name>Park Blue CLO Ltd</name>
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        <name>Pikes Peak CLO</name>
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        <title>Pikes Peak CLO 3</title>
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        <name>PPM CLO 2 Ltd.</name>
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        <name>Ravensdale Park CLO DAC</name>
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        <title>Ravensdale Park CLO DAC</title>
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      <invstOrSec>
        <name>Unity-Peace Park CLO, Ltd.</name>
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        <name>AB BSL CLO 1 Ltd.</name>
        <lei>549300UT754V8VGM9T25</lei>
        <title>AB BSL CLO 1 Ltd.</title>
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        <name>AG CC Funding II, Ltd.</name>
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      <invstOrSec>
        <name>Aimco</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Allegro CLO Ltd</name>
        <lei>2549008FHFGEJOVBP855</lei>
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          <isin value="US01750JAC27"/>
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      <invstOrSec>
        <name>Allegro CLO Ltd</name>
        <lei>635400EBXLHIKFL2MP73</lei>
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        <cusip>01750DAC5</cusip>
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          <isin value="US01750DAC56"/>
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        <balance>4120000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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      <invstOrSec>
        <name>Anchorage Credit Funding Ltd.</name>
        <lei>5493009BD57D5LVN7Y80</lei>
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        <cusip>03330MAA4</cusip>
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          <isin value="US03330MAA45"/>
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      <invstOrSec>
        <name>APID-2020-34A-FEE</name>
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          <other otherDesc="USER DEFINED" value="ELN:APID-2020-34A-FEE"/>
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        <invCountry>CA</invCountry>
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      <invstOrSec>
        <name>Apidos CLO Ltd</name>
        <lei>213800XUV3WLXWBKOJ53</lei>
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          <isin value="US03770HAE45"/>
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        <balance>1070000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>JE</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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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>
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        <assetCat>ABS-CBDO</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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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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        <balance>4171300.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Apidos CLO</name>
        <lei>5493001VH1Y9SEPJKZ47</lei>
        <title>Apidos CLO XXXIV</title>
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          <isin value="US03768XAE31"/>
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        <balance>14822000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6225240.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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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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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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      <invstOrSec>
        <name>ARES CLO Ltd</name>
        <lei>5493005YAOTYJUJV3S58</lei>
        <title>Ares XXXIX CLO Ltd</title>
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          <isin value="US04016BAC37"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARES CLO Ltd</name>
        <lei>549300ECLIGB6OZRBA51</lei>
        <title>Ares XLIII CLO Ltd</title>
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          <isin value="US04017AAC45"/>
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        <balance>7519000.000000000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARES CLO Ltd</name>
        <lei>N/A</lei>
        <title>Ares Loan Funding IX Ltd</title>
        <cusip>03990JAC8</cusip>
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          <isin value="US03990JAC80"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>213800M7WM9TKCR3TF76</lei>
        <title>Atlas Senior Loan Fund XXIII Ltd</title>
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          <isin value="USG0627TAB82"/>
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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>
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          <isin value="US04942KAA60"/>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
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        <title>Atlas Senior Loan Fund XIV</title>
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          <isin value="US04942DAA28"/>
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      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
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        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
        <title>Canyon Capital CLO 2019-1 Ltd</title>
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      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
        <title>Canyon Capital CLO 2019-1 Ltd</title>
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      <invstOrSec>
        <name>Careismatic Brands Warrants</name>
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          <other otherDesc="USER DEFINED" value="ELN:CAREISMATIC_WARRANT"/>
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        <isRestrictedSec>N</isRestrictedSec>
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        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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        <name>Greywolf CLO Ltd</name>
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        <name>MORAN FOODS 2026 1L FIRST OUT</name>
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        <name>MOUNTAIN VIEW CLO</name>
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        <name>ZAIS6-2017-1A-FEE</name>
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      <invstOrSec>
        <name>ZCLO3 2015-3A-FEE</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>Nassau Euro CLO DAC</name>
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        <name>Neuberger Berman CLO Ltd</name>
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        <name>New Constellis Holdings Inc</name>
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        <name>New Mountain CLO Ltd</name>
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      <invstOrSec>
        <name>NGC Ltd</name>
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      <invstOrSec>
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        <name>Ocean Trails CLO</name>
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        <name>Regatta 31 Funding Ltd.</name>
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        <name>REGATTA II FUNDING LP</name>
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        <name>Regatta XV Funding Ltd.</name>
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        <name>Resolute Investment Equity</name>
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        <name>Rockford Tower CLO Ltd</name>
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        <name>Rockford Tower Credit Funding</name>
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        <name>Rockford Tower Europe CLO</name>
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        <name>RUY Index</name>
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        <name>Bridge Street CLO Ltd</name>
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        <name>Bridge Street CLO Ltd</name>
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      <invstOrSec>
        <name>Canyon Capital CLO Ltd</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Jubilee CDO BV</name>
        <lei>635400APBYBGXMTWEE61</lei>
        <title>Jubilee CLO 2021-XXV DAC</title>
        <cusip>BCC33DH38</cusip>
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          <isin value="XS2402443902"/>
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      <invstOrSec>
        <name>Jubilee CDO BV</name>
        <lei>635400BEM2JFGBOYIE25</lei>
        <title>Jubilee CLO 2013-X DAC</title>
        <cusip>BCC3027X0</cusip>
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          <isin value="XS2332244305"/>
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        <balance>750000.000000000000</balance>
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      <invstOrSec>
        <name>Jubilee CDO BV</name>
        <lei>635400EAATDD7VO6VC73</lei>
        <title>Jubilee CLO 2017-XIX DAC</title>
        <cusip>BCC3LKLV5</cusip>
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          <isin value="XS3035948259"/>
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          <maturityDt>2038-04-25</maturityDt>
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      <invstOrSec>
        <name>Kennedy Lewis CLO Ltd</name>
        <lei>5493009C48K5WG4EX118</lei>
        <title>Kennedy Lewis CLO 2 Ltd</title>
        <cusip>98625RAC3</cusip>
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          <isin value="US98625RAC34"/>
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      <invstOrSec>
        <name>Kennedy Lewis CLO Ltd</name>
        <lei>549300OYEZ11WGJ2SS19</lei>
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        <cusip>37147MAC1</cusip>
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          <isin value="US37147MAC10"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>KKR Financial CLO Ltd</name>
        <lei>635400KULUKCVCJXZX78</lei>
        <title>KKR CLO 14 Ltd</title>
        <cusip>BCC2BBF03</cusip>
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          <isin value="USG52786AB91"/>
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        <assetCat>ABS-CBDO</assetCat>
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      <invstOrSec>
        <name>LCM 32 Ltd</name>
        <lei>549300PWEMQKJMMXR454</lei>
        <title>LCM 32 Ltd</title>
        <cusip>50204BAA2</cusip>
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          <isin value="US50204BAA26"/>
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        <balance>1640000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LCM Ltd Partnership</name>
        <lei>N/A</lei>
        <title>LCM 40 Ltd</title>
        <cusip>50190RAA3</cusip>
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          <isin value="US50190RAA32"/>
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        <curCd>USD</curCd>
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        <invCountry>JE</invCountry>
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      <invstOrSec>
        <name>LIBBEY GLASS INC EQUITY</name>
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        <title>LIBBEY GLASS INC EQUITY</title>
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          <other otherDesc="USER DEFINED" value="ELN:LIBBEY_GLASS_INC_EQUITY"/>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>254900END3IQSN7CTN87</lei>
        <title>Madison Park Funding XIX Ltd</title>
        <cusip>55819RAE5</cusip>
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          <isin value="US55819RAE53"/>
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        <balance>2285000.000000000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
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        <cusip>55822FAC0</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXIV Ltd</title>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXIV Ltd</title>
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      <invstOrSec>
        <name>Magnetite CLO Ltd</name>
        <lei>549300RI4HRUG7CFWM27</lei>
        <title>Magnetite Xxx Ltd</title>
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        <name>Marathon CLO LTD</name>
        <lei>5493002F390212ZEF773</lei>
        <title>Marathon CLO VI Ltd</title>
        <cusip>BCC2GDE70</cusip>
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          <isin value="USG58062AD59"/>
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        <balance>359840.000000000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Marathon CLO LTD</name>
        <lei>549300VP041FQCCCOP44</lei>
        <title>Marathon CLO 2021-16 Ltd</title>
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          <isin value="US56581DAE04"/>
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      <invstOrSec>
        <name>Marble Point CLO</name>
        <lei>549300MZC31PBFF01E87</lei>
        <title>Marble Point CLO XXII Ltd</title>
        <cusip>BCC31H4Y7</cusip>
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        <balance>5400000.000000000000</balance>
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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>
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        <balance>2000000.000000000000</balance>
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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>
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          <isin value="US61034LAC90"/>
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        <balance>3000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4511.850000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
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        <lei>N/A</lei>
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        <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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        <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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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <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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        <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>
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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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      <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>
        <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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        <pctVal>-1.2261242134</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>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1886000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2487500</collateralVal>
              <collateralCd>USD</collateralCd>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-811655.68</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-811655.68</valUSD>
        <pctVal>-0.5276726841</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>2.941</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-811655.68</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>911382</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"/>
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        <balance>-1573665.28</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-1573665.28</valUSD>
        <pctVal>-1.0230695141</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>
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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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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1573665.28</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1796760</collateralVal>
              <collateralCd>EUR</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>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>-783946.24</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
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        <pctVal>-0.5096582539</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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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-783946.24</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>896750.46</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>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-670000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-670000</valUSD>
        <pctVal>-0.4355796516</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>5.62478</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-670000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1466775</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-324000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-324000</valUSD>
        <pctVal>-0.2106385181</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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-324000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>665693.55</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>-1924000</balance>
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        <valUSD>-1924000</valUSD>
        <pctVal>-1.2508287309</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1924000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3960000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-753000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-753000</valUSD>
        <pctVal>-0.4895395189</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-753000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1515364.94</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>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>-443000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-443000</valUSD>
        <pctVal>-0.2880026652</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>2026-04-27</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-443000</principalAmt>
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              <collateralVal>400459.89</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>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>-935000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-935000</valUSD>
        <pctVal>-0.6078611556</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-890000</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1163000</balance>
        <units>OU</units>
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        <valUSD>-1163000</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="KD3XUN7C6T14HNAYLU02" name="Goldman Sachs Bank USA"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-339000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-339000</valUSD>
        <pctVal>-0.2203903013</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>2026-05-20</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>392110.29</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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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"/>
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        <balance>-2755000</balance>
        <units>OU</units>
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        <payoffProfile>Short</payoffProfile>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="549300LGG2RLWD21SU97" name="SANTANDER US CAPITAL MARKETS LLC"/>
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        <securityLending>
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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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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, 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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        <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>-1167000</balance>
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          <transCat>Reverse repurchase</transCat>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2175000</balance>
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          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="549300LGG2RLWD21SU97" name="SANTANDER US CAPITAL MARKETS LLC"/>
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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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          <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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        <cusip>N/A</cusip>
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        <balance>-1200000</balance>
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        <securityLending>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-751000</balance>
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              <counterpartyInfo lei="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
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          <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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        <cusip>N/A</cusip>
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        <balance>-1128000</balance>
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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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          <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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        <balance>-1082000</balance>
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        <pctVal>-0.7034286314</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>5.60989</repurchaseRt>
          <maturityDt>2026-05-11</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1082000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2184763.33</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>-749000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-749000</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="2IGI19DL77OX0HC3ZE78" name="Canadian Imperial Bank of Commerce"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-749000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>980000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-421000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-421000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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          <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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          <maturityDt>2026-05-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-421000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>818196.4</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>-1768713.44</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1768713.44</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="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>4.62672</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1768713.44</principalAmt>
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              <collateralVal>2325000</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>-1490000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1490000</valUSD>
        <pctVal>-0.9686771357</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>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1490000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2003005</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-2957000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2957000</valUSD>
        <pctVal>-1.9224015371</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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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2957000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>5358000</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>-1081000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1081000</valUSD>
        <pctVal>-0.7027785125</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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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1081000</principalAmt>
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              <collateralVal>2286483.2</collateralVal>
              <collateralCd>USD</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>-761000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-761000</valUSD>
        <pctVal>-0.4947404700</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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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-761000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>937892.03</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>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>-744000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-744000</valUSD>
        <pctVal>-0.4836884490</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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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-744000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1488000</collateralVal>
              <collateralCd>USD</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>-1628000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1628000</valUSD>
        <pctVal>-1.0583935415</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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          <isTriParty>N</isTriParty>
          <repurchaseRt>4.9</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1628000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2222750</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-4030000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-4030000</valUSD>
        <pctVal>-2.6199790985</pctVal>
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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>
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            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>4.82</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>5379000</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"/>
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        <balance>-926000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>-926000</valUSD>
        <pctVal>-0.6020100857</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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          <isTriParty>N</isTriParty>
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          <maturityDt>2026-05-11</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>1697691.42</collateralVal>
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              <invstCat>ABS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>-1029000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1029000</valUSD>
        <pctVal>-0.6689723306</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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          <isTriParty>N</isTriParty>
          <repurchaseRt>4.83664</repurchaseRt>
          <maturityDt>2026-06-18</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1029000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1275000</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>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>-658457.11</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-658457.11</valUSD>
        <pctVal>-0.4280754009</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>2.929</repurchaseRt>
          <maturityDt>2026-05-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-658457.11</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>500000</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>-994076.16</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-994076.16</valUSD>
        <pctVal>-0.6462676828</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>3.058</repurchaseRt>
          <maturityDt>2026-04-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-994076.16</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>708822</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>-1587231.36</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-1587231.36</valUSD>
        <pctVal>-1.0318890788</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.921</repurchaseRt>
          <maturityDt>2026-06-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1587231.36</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1876000</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>-1605992.96</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-1605992.96</valUSD>
        <pctVal>-1.0440863493</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>3.038</repurchaseRt>
          <maturityDt>2026-06-12</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1605992.96</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1955137.5</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>-1321133.37</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-1321133.37</valUSD>
        <pctVal>-0.8588937508</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>2.858</repurchaseRt>
          <maturityDt>2026-06-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1321133.37</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1548408.35</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>-534198.08</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-534198.08</valUSD>
        <pctVal>-0.3472922591</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>2.921</repurchaseRt>
          <maturityDt>2026-05-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-534198.08</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>572898</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>-1311255.73</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-1311255.73</valUSD>
        <pctVal>-0.8524721105</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>2.799</repurchaseRt>
          <maturityDt>2026-05-11</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1311255.73</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1476613.32</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUR REPO</name>
        <lei>N/A</lei>
        <title>EUR REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="EUR REPO"/>
        </identifiers>
        <balance>-830128.64</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-830128.64</valUSD>
        <pctVal>-0.5396823042</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>2.92</repurchaseRt>
          <maturityDt>2026-05-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-830128.64</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>927515</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>-272957.38</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-272957.38</valUSD>
        <pctVal>-0.1774547470</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>3.98</repurchaseRt>
          <maturityDt>2026-05-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-272957.38</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>609160.08</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>-763897.31</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-763897.31</valUSD>
        <pctVal>-0.4966240659</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>2.956</repurchaseRt>
          <maturityDt>2026-06-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-763897.31</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>926720.92</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>-1294890.61</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-1294890.61</valUSD>
        <pctVal>-0.8418328370</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>2.958</repurchaseRt>
          <maturityDt>2026-06-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1294890.61</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1793648</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>-891000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-891000</valUSD>
        <pctVal>-0.5792559248</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.66415</repurchaseRt>
          <maturityDt>2026-04-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-891000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1808400</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>-407000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-407000</valUSD>
        <pctVal>-0.2645983854</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>5.52</repurchaseRt>
          <maturityDt>2026-05-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-407000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>772800</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>
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        <cusip>N/A</cusip>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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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>-514000</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <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>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-685000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2398000</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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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, 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>
        <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>-3746000</balance>
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        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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            <repurchaseCollateral>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <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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          <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>
        <title>USD REPO</title>
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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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        <cusip>N/A</cusip>
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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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      <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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        <cusip>N/A</cusip>
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        <balance>-2989000</balance>
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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>-811000</balance>
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        <invCountry>US</invCountry>
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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>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-2673000</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-2673000</principalAmt>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-1024000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="KD3XUN7C6T14HNAYLU02" name="Goldman Sachs Bank USA"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-1024000</principalAmt>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-281000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
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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="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-281000</principalAmt>
              <principalCd>USD</principalCd>
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              <collateralCd>USD</collateralCd>
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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"/>
        </identifiers>
        <balance>-1244053</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LGG2RLWD21SU97" name="SANTANDER US CAPITAL MARKETS LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>4.8</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>-1244053</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1586500</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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-6355000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <maturityDt>2026-05-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-6355000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>12701103</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>-718000</balance>
        <units>OU</units>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>-718000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
        <title>USD REPO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-423000</balance>
        <units>OU</units>
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        <pctVal>-0.2750002875</pctVal>
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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>-423000</principalAmt>
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              <collateralVal>596460.15</collateralVal>
              <collateralCd>USD</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>-2568296.2</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="BFM8T61CT2L1QCEMIK50" name="UBS, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <invstCat>ABS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-1139000</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
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        <valUSD>-1139000</valUSD>
        <pctVal>-0.7404854078</pctVal>
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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">
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              <counterpartyInfo lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <collateralVal>2470934.14</collateralVal>
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              <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>
        <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>-1451000</balance>
        <units>OU</units>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC CAPITAL MARKETS, LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <collateralCd>USD</collateralCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
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        <balance>-748000</balance>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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          <isTriParty>N</isTriParty>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USD REPO</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>-1723000</balance>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>N/A</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS, LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>3314062.5</collateralVal>
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              <invstCat>ABS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>-127000</balance>
        <units>OU</units>
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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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          <maturityDt>2026-06-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-127000</principalAmt>
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              <collateralVal>245000</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>
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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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        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="USER DEFINED" value="USD REPO"/>
        </identifiers>
        <balance>-2344118</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2344118</valUSD>
        <pctVal>-1.5239553758</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>4.83</repurchaseRt>
          <maturityDt>2026-05-11</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2344118</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2830500</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>-741608.52</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-741608.52</valUSD>
        <pctVal>-0.4821337027</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>2.941</repurchaseRt>
          <maturityDt>2026-05-26</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-741608.52</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>896824</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>-966410.02</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-966410.02</valUSD>
        <pctVal>-0.6282814027</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>2.958</repurchaseRt>
          <maturityDt>2026-06-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-966410.02</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1305399.47</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>-1513628.16</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-1513628.16</valUSD>
        <pctVal>-0.9840382487</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>3.057</repurchaseRt>
          <maturityDt>2026-06-18</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-1513628.16</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1681510.7</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>-2220998.21</balance>
        <units>OU</units>
        <descOthUnits>Private Investment</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.866131"/>
        <valUSD>-2220998.21</valUSD>
        <pctVal>-1.4439128755</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>2.956</repurchaseRt>
          <maturityDt>2026-06-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>-2220998.21</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>2630307.81</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>ABS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Government Institutional Class</name>
        <lei>N/A</lei>
        <title>Goldman Sachs Government Institutional Class</title>
        <cusip>38141W273</cusip>
        <identifiers>
          <ticker value="FGTXX"/>
        </identifiers>
        <balance>56959731.57</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56959731.57</valUSD>
        <pctVal>37.0305970651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crown Point CLO 11 Ltd.</name>
        <lei>N/A</lei>
        <title>Crown Point CLO 11 Ltd</title>
        <cusip>22845KAC2</cusip>
        <identifiers>
          <isin value="US22845KAC27"/>
        </identifiers>
        <balance>1200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>505500</valUSD>
        <pctVal>0.3286350954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</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 = -5,852, -187,760, -2,139,792, 2,435, 941, respectively. EUR 3M, 1Y, 5Y, 10Y, 30Y = -6,495, -97,969, -29,571, 1,887, 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>2026-06-01</ncom:dateSigned>
      <ncom:nameOfApplicant>Ellington Credit Co</ncom:nameOfApplicant>
      <ncom:signature>/s/ Chris Smernoff</ncom:signature>
      <ncom:signerName>Chris Smernoff</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
