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        <name>EnBW Energie Baden-Wuerttemberg AG</name>
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        <name>Neuberger Berman Loan Advisers CLO 31 Ltd.</name>
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        <name>Iron Mountain, Inc.</name>
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        <name>Heimstaden Bostad Treasury BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IHS Holding Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Washington Mutual Asset-Backed Certificates Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Tackle SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Redstone Holdco 2 LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Nintendo Co. Ltd.</title>
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        <name>Olympus Water US Holding Corp.</name>
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        <name>Drawbridge Special Opportunities Fund LP</name>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Navient Private Education Refi Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Clydesdale Acquisition Holdings, Inc.</name>
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        <title>Clydesdale Acquisition Holdings, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Oldcastle BuildingEnvelope, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Trust 2401</name>
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        <name>Wolfspeed, Inc.</name>
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        <name>N/A</name>
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        <name>Auburn 15 plc</name>
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        <name>Celestial Dynasty Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Nexstar Media, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ashford Hospitality Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Veolia Environnement SA</name>
        <lei>969500LENY69X51OOT31</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Navient Private Education Loan Trust</name>
        <lei>549300YZ4ZMNDBNO4U12</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Kobe Steel Ltd.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Arini US CLO V Ltd.</name>
        <lei>254900RPWXD20B0D2E70</lei>
        <title>Arini US CLO V Ltd., Series 5A, Class D</title>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Together Asset-Backed Securitisation plc</name>
        <lei>635400IODF9CE3RX8L03</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>State of California</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wom New Holdco</name>
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        <name>N/A</name>
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        <title>Rightmove plc</title>
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        <name>GoodLeap Home Improvement Solutions Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Adient Global Holdings Ltd.</name>
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        <name>MVM Energetika Zrt.</name>
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        <name>Pikes Peak CLO 14 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bausch + Lomb Corp.</name>
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        <name>Invesco Euro CLO V DAC</name>
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        <name>Cars Alliance Auto Leases France V</name>
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        <name>Clarios Global LP</name>
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        <name>Barclays plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Pluxee NV</name>
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        <name>N/A</name>
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        <name>Rakuten Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Signal Peak CLO 11 Ltd.</name>
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        <name>Sensata Technologies, Inc.</name>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Repsol International Finance BV</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Rockford Tower CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Q-Park Holding I BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Twin Bridges plc</name>
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        <name>MHP Lux SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BCPE Flavor Debt Merger Sub LLC &amp; BCPE Flavor Issuer, Inc.</name>
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        <name>Tobacco Settlement Financing Corp.</name>
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        <name>Puerto Rico Electric Power Authority</name>
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        <name>Asset-Backed European Securitisation Transaction Twenty-Three SARL</name>
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        <name>Arini US CLO IV Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Rio Tinto Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Romania</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Great Lakes Dredge &amp; Dock Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Whitebox CLO II Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Albertsons Cos., Inc.</name>
        <lei>N/A</lei>
        <title>Albertsons Cos., Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Conseco Finance Securitizations Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Venture Global LNG, Inc.</name>
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        <name>Minejesa Capital BV</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Resorts World Las Vegas LLC</name>
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        <name>Keisei Electric Railway Co. Ltd.</name>
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        <name>Valaris Ltd.</name>
        <lei>5299008BQ9IREYWBTS30</lei>
        <title>Valaris Ltd.</title>
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        <name>Altice France SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France SA</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Anchorage Capital CLO 37 Ltd.</name>
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        <name>Murphy Oil USA, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Auto ABS Italian Stella Loans SRL</name>
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        <name>SJM International Ltd.</name>
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        <name>Wehle Park CLO Ltd.</name>
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        <name>N/A</name>
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        <title>J M Smucker Co. (The)</title>
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        <name>BBCMS Mortgage Trust</name>
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        <name>Elmwood European CLO 1</name>
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        <name>Vodacom Group Ltd.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Golub Capital Partners CLO 43B Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Arsenal AIC Parent LLC</name>
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        <name>Anchorage Capital CLO 30 Ltd.</name>
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        <name>Wells Fargo &amp; Co.</name>
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        <name>Alphabet, Inc.</name>
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        <name>First Franklin Mortgage Loan Trust</name>
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        <name>RR 41 Ltd.</name>
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        <name>Alumina Pty. Ltd.</name>
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        <name>Ares LXX CLO Ltd.</name>
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        <name>Bank of America Corp.</name>
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        <name>N/A</name>
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        <name>BlueMountain CLO XXX Ltd.</name>
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        <name>SoFi Professional Loan Program Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lithia Motors, Inc.</name>
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        <name>Colorado Health Facilities Authority</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>VLL International, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Turkiye Varlik Fonu Yonetimi A/S</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Banca Monte dei Paschi di Siena SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Navoi Mining &amp; Metallurgical Combinat</name>
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        <title>Navoi Mining &amp; Metallurgical Combinat</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Nidda Healthcare Holding GmbH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GSAT Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nickel Industries Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Park Blue CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ares European CLO X DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Toronto-Dominion Bank (The)</name>
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        <name>Rockford Tower Credit Funding I Ltd.</name>
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        <name>Sabena Technics SAS</name>
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        <name>GoTo Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SC Germany SA Compartment Consumer</name>
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        <name>Turkiye Is Bankasi A/S</name>
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        <name>Fortuna Consumer Loan ABS DAC</name>
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        <name>Elstree 1st plc</name>
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        <name>RR 14 Ltd.</name>
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        <name>Speedster Bidco GmbH</name>
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        <name>New Residential Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Henley CLO I DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>NCL Finance Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BAHA Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>New South Wales Treasury Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Whirlpool Corp.</name>
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        <name>Golub Capital Partners CLO 19B-R3 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Project Montage Note</name>
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        <name>Alternative Loan Trust</name>
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                <issuerName>Sands China Ltd.</issuerName>
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        <fairValLevel>2</fairValLevel>
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        <name>United Utilities Water Finance plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Country Garden Holdings Co. Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Salesforce, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mizuho Financial Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dutch Property Finance BV</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Arcano Euro CLO II DAC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Warwick Capital CLO 6 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Light &amp; Wonder International, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Benefit Street Partners CLO XVI Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ziggo BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Upland CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Summer BC Holdco B SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RR 19 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>St Paul's CLO XII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Altice France SA</name>
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        <name>Neuberger Berman Loan Advisers CLO 30 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Dominican Republic</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Gemgarto plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Taco Bell Funding LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>International Business Machines Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Goldman Sachs Finance Corp. International Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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              <title>Galaxy Entertainment Group Ltd.</title>
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        <name>CCO Holdings LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Avoca CLO Xxx DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>MHP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FTA Consumo Santander</name>
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        <name>Santander Mortgage Asset Receivable Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <name>American Municipal Power, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Stellantis NV</name>
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        <name>NYMT Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Golub Capital Private Credit Fund CLO 2</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hydrofarm Holdings Group, Inc.</name>
        <lei>N/A</lei>
        <title>Hydrofarm Holdings Group, Inc., 1st Lien Term Loan</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Perrigo Finance Unlimited Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Latvia</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Encompass Health Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CVC Cordatus Loan Fund XXX DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Benefit Street Partners CLO 44 Ltd.</name>
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        <name>Mehilainen Yhtiot Oy</name>
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        <name>Stratton Mortgage Funding plc</name>
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        <name>Iron Mountain, Inc.</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>TIS, Inc.</title>
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        <name>Parts Europe SA</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Deephaven Residential Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Voyager Parent LLC</name>
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        <name>Puerto Rico Electric Power Authority</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Grupo Aeroportuario del Sureste SAB de CV</name>
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        <name>BlueMountain CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>1211 Avenue of the Americas Trust</name>
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        <name>Bethpage Park CLO Ltd.</name>
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        <name>RSA Security LLC</name>
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        <name>Aesir European Loan Conduit No. DAC</name>
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        <name>N/A</name>
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        <name>JobsOhio Beverage System</name>
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        <name>Tencent Holdings Ltd.</name>
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        <name>Oceanica Lux</name>
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        <name>Panorama Auto Trust</name>
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        <name>Shin Kong Life Singapore Pte. Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>TK Elevator Midco GmbH</name>
        <lei>549300C2AFWPAYWS5574</lei>
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        <name>Xerox Corp.</name>
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        <name>Democratic Socialist Republic of Sri Lanka</name>
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        <name>Together Asset-Backed Securitisation 14 plc</name>
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        <name>TSB Bank plc</name>
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        <name>Insurance Australia Group Ltd.</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Direct Line Insurance Group plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Jupiter Mortgage No. 1 plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Banco Santander SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Neuberger Berman Loan Advisers CLO 46 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cloudera, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AES Andes SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Edenbrook Mortgage Funding plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BXP Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United Group BV</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>Rockford Tower Credit Funding I Ltd.</name>
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        <name>Ballyrock CLO 29 Ltd.</name>
        <lei>254900DD7OSYIC2KWA70</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Prodigy Finance DAC</name>
        <lei>635400HTAZNW3LYYMQ40</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Avianca Midco 2 plc</name>
        <lei>213800AMPX5VKH9AMX10</lei>
        <title>Avianca Midco 2 plc</title>
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        <name>South Bow Canadian Infrastructure Holdings Ltd.</name>
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        <name>Pagaya AI Technology in Housing Trust</name>
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        <name>ARES Loan Funding I Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Equate Petrochemical Co. KSCC</name>
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        <name>Jubilee Place BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Carlyle US CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>XPLR Infrastructure Operating Partners LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Somnigroup International, Inc.</name>
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        <name>Elstree 1st plc</name>
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        <name>N/A</name>
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        <name>Goldman Sachs Finance Corp. International Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <title>Sony Group Corp.</title>
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        <name>Vita Scientia DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Mumbai International Airport Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ryohin Keikaku Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Owl Rock CLO XVIII LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TUI Cruises GmbH</name>
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        <name>Velocity plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Atrium Hotel Portfolio Trust</name>
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        <name>Asimi Funding plc</name>
        <lei>6354002PZBGQEXUI2V51</lei>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Bank of America Corp.</name>
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        <name>Barings CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NRG Energy, Inc.</name>
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        <name>Iliad Holding SAS</name>
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        <name>Structured Asset Securities Corp. Mortgage Loan Trust</name>
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        <name>Metropolitan Life Global Funding I</name>
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        <name>CFMT LLC</name>
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        <name>Velocity Commercial Capital Loan Trust</name>
        <lei>N/A</lei>
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        <name>UBS Group AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NCR Voyix Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Samarco Mineracao SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citigroup, Inc.</name>
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        <name>Noria DE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mondelez International, Inc.</name>
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        <name>McAfee Corp.</name>
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        <name>Iridium Satellite LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Adecco Group AG</name>
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        <name>SLG Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Six Flags Entertainment Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COLT Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Service Corp. International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS Finance Corp.</name>
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        <title>GS Finance Corp.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SDAL Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Boots Group Finco LP</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Nationwide Building Society</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley ABS Capital I, Inc. Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs &amp; Co. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Elmwood CLO VIII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Anchorage Capital CLO 17 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CSFB Mortgage-Backed Pass-Through Certificates</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Newday Funding Master Issuer plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mozambique International Bond</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fulvia Spv Srl</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SC Germany SA Compartment Consumer</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Prologis LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Teleflex, Inc.</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>Teleflex, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Suzano Austria GmbH</name>
        <lei>254900287ZNSGVP1R341</lei>
        <title>Suzano Austria GmbH</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Birch Grove CLO 2 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Windstream Services LLC</name>
        <lei>549300KT9GVEBYCD2N29</lei>
        <title>Windstream Services LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ardagh Metal Packaging Finance USA LLC</name>
        <lei>635400YUJMWFYRBL5293</lei>
        <title>Ardagh Metal Packaging Finance USA LLC</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Alpha Star Holding IX Ltd.</name>
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        <name>Applegreen Ltd.</name>
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        <name>Republic of Indonesia</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AREIT LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Kingdom of Spain</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bell Telephone Co. of Canada or Bell Canada</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TeamSystem SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Capital I Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>B&amp;G Foods, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Swedish Krona</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Franco-Nevada Corp.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Antares CLO Ltd.</name>
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        <name>Invesco Euro CLO IV DAC</name>
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        <name>Youni Italy SRL</name>
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        <name>Republic of Guatemala</name>
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        <name>New Mountain CLO 3 Ltd.</name>
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        <name>Gallatin CLO VIII Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Commonwealth of Australia</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Kenya</name>
        <lei>549300VVURQQYU45PR87</lei>
        <title>Republic of Kenya</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Komercni Banka A/S</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fomento Economico Mexicano SAB de CV</name>
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        <title>Fomento Economico Mexicano SAB de CV</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Occidental Petroleum Corp.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CHL Mortgage Pass-Through Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Bank plc</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Wellfleet CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Dominican Republic</name>
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        <title>Dominican Republic Government Bond</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NRG Energy, Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Residential Mortgage Loan Trust</name>
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        <name>TAGUS-Sociedade de Titularizacao de Creditos SA</name>
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        <name>Republic of Turkiye (The)</name>
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        <name>Commercial Metals Co.</name>
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        <name>Fondo de Titulizacion Santander Consumo 9</name>
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        <name>Empire State Development Corp.</name>
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        <name>Trinitas CLO XVIII Ltd.</name>
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        <name>United Wholesale Mortgage LLC</name>
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        <name>CFCRE Commercial Mortgage Trust</name>
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      <invstOrSec>
        <name>Primo Brands Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RCKT Mortgage Trust</name>
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        <name>SoFi Personal Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Grupo Aeromexico SAB de CV</name>
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        <fairValLevel>1</fairValLevel>
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        <name>PCL Funding VIII plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>QXO Building Products, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mariner Finance Issuance Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Avoca CLO XVIII DAC</name>
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        <name>Snap, Inc.</name>
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        <name>CBAMR Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Cas Capital No. 2 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Freeport Indonesia PT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GS Mortgage-Backed Securities Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BFLD Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>RBC Capital Markets LLC</name>
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        <name>TELUS Corp.</name>
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        <name>Vmed O2 UK Financing I plc</name>
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        <name>N/A</name>
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        <name>Nickel Resources International Holdings Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CQP Holdco LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Scotts Miracle-Gro Co. (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>ADLER Real Estate GmbH</issuerName>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Sunoco LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AutoFlorence 2 SRL</name>
        <lei>815600C91B7AF7C88210</lei>
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          <isin value="IT0005456964"/>
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        <fairValLevel>2</fairValLevel>
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        <name>AGL CLO 6 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Howard Midstream Energy Partners LLC</name>
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        <name>Paraguay Government International Bond</name>
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        <title>Republic of Paraguay</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>3650R Commercial Mortgage Trust</name>
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        <name>Cross Mortgage Trust</name>
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        <name>Bryant Park Funding Ltd.</name>
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        <name>Veon Midco BV</name>
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        <name>Marsh &amp; McLennan Cos., Inc.</name>
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        <name>Builders FirstSource, Inc.</name>
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        <name>THPT Mortgage Trust</name>
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        <name>Flutter Financing BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>245 Park Avenue Trust</name>
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        <name>Betclic Everest Group</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Suisse First Boston Mortgage Securities Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>KKR Financial CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PKHL Commercial Mortgage Trust</name>
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        <name>Fortuna Consumer Loan ABS DAC</name>
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        <name>Melco Resorts Finance Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Zions Bancorp NA</name>
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        <name>SG Commercial Mortgage Securities Trust</name>
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        <name>Maricopa County Industrial Development Authority</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Eni SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SSAB AB</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Crown Point CLO 9 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Auto Abs Spanish Loans</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Muangthai Capital PCL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lanebrook Mortgage Transaction plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ELM Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fanatics Holdings, Inc.</name>
        <lei>254900SDMEGPMGGZLF87</lei>
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        <fairValLevel>3</fairValLevel>
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        <name>Bank of Ireland Group plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>London Cards No3 plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Insignia (Daintree Bidco Pty Ltd)</name>
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        <title>Insignia (Daintree Bidco Pty Ltd), 1st Lien Term Loan B</title>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group, Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group, Inc.</title>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Autonoria Spain FT</name>
        <lei>959800XCSR4Q127ENL67</lei>
        <title>AutoNoria Spain FT, Series 2023-SP, Class B</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Grupo Mexico SAB de CV</name>
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        <fairValLevel>1</fairValLevel>
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        <name>White Cap Supply Holdings LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Huntington Bank Auto Credit-Linked Notes</name>
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        <name>Entain plc</name>
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        <name>Madison Park Funding XL-R Ltd.</name>
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        <name>British Telecommunications plc</name>
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        <name>TELUS Corp.</name>
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        <name>Contemporary Amperex Technology Co. Ltd.</name>
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        <name>DISH Network Corp.</name>
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        <name>Arini US CLO II Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Pikes Peak CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SMB Private Education Loan Trust</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <name>RLGH Finance Bermuda Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <name>Avoca CLO XVIII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>BX Commercial Mortgage Trust</name>
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        <name>Harvest CLO XXIII DAC</name>
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        <name>Enel SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hermitage plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>City of New York</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Panorama Auto Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TAG Immobilien AG</name>
        <lei>529900TAE68USJNXLR59</lei>
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        <fairValLevel>2</fairValLevel>
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              <title>TAG Immobilien AG</title>
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        <name>LoanCore 2025 Issuer LLC</name>
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        <name>Hestiafloor 2</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Zilch Finance 2 Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>AGL CLO 11 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bayer AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GS Mortgage-Backed Securities Corp. Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sound Point Euro CLO III Funding DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Grifols SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Gemgarto plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Satus plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HT Troplast GmbH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>1211 Avenue of the Americas Trust</name>
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        <name>Al Rajhi Sukuk Ltd.</name>
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        <name>Guardian US Holdco LLC</name>
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        <name>Alibaba Health Information Technology Ltd.</name>
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        <name>Airbus SE</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>LGI Homes, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Golub Capital Partners 48 LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AIMCO CLO 14 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Coloplast A/S, Class B</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>AutoNoria Spain FT</name>
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        <name>NuStar Logistics LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RevoCar SA Compartment</name>
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        <name>N/A</name>
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        <name>Aimco CLO 27 Ltd.</name>
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        <name>IndyMac INDX Mortgage Loan Trust</name>
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        <name>Secucor Finance DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hops Hill No. 5 plc</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Origen Manufactured Housing Contract Trust</name>
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        <name>Park Blue CLO 2025-VII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Coca-Cola HBC AG</title>
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        <name>Lamb Weston Holdings, Inc.</name>
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        <name>Usavflow II Ltd.</name>
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        <name>N/A</name>
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        <name>Arini European CLO II DAC</name>
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        <name>BlueMountain CLO Ltd.</name>
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        <name>Mariner Finance Issuance Trust</name>
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      <invstOrSec>
        <name>Signal Peak CLO 8 Ltd.</name>
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        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Jazz Securities DAC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RealPage, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Origen Manufactured Housing Contract Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Cincinnati Financial Corp.</name>
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        <name>N/A</name>
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        <name>LendingClub Rated Notes Issuer Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>New Residential Mortgage Loan Trust</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Verdelite Static CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Finsbury Square plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Avianca Midco 2 plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Democratic Socialist Republic of Sri Lanka</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>SoFi Consumer Loan Program Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Petroleos Mexicanos</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LendingClub Rated Notes Issuer Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BRAVO Residential Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Index HoldCo SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ING Groep NV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>O'Reilly Automotive, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WBI Operating LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OneMain Financial Issuance Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deephaven Residential Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Residential Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DBSG Mortgage Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Elm Park CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US Bancorp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ajax Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Ajax Mortgage Loan Trust, Series 2021-F, Class B</title>
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          <isin value="US00971FAB76"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>SHR Trust</name>
        <lei>N/A</lei>
        <title>SHR Trust, Series 2024-LXRY, Class E</title>
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          <isin value="US784234AJ55"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Uniform Mortgage-Backed Securities</title>
        <cusip>3132DSR46</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>IndyMac IMSC Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class AXPP</title>
        <cusip>45670LAT4</cusip>
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        <balance>9869598.46400000</balance>
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        <curCd>USD</curCd>
        <valUSD>8578.71000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>JPMorgan Securities LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>JPMorgan Securities LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BBCMS Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BBCMS Mortgage Trust, Series 2022-C17, Class A5</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Meta Platforms, Inc., Class A</title>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>Ukraine</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>CaixaBank SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Gaea Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Vita Global Finco Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>BAMLL Trust</name>
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        <name>N/A</name>
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        <name>TeamSystem SpA</name>
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      <invstOrSec>
        <name>Signal Harmonic CLO I DAC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Compass Datacenters Issuer III LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CVC Cordatus Loan Fund XIX DAC</name>
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        <name>Telefonica Emisiones SA</name>
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        <name>Hops Hill No. 3 plc</name>
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        <name>Wand NewCo 3, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>SoftBank Group Corp.</name>
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        <name>Sound Point Euro CLO IV Funding DAC</name>
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        <name>Viasat, Inc.</name>
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        <name>HTL Commercial Mortgage Trust</name>
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        <name>Cigna Group (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Latitude Australia Credit Card Master Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Electricite de France SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sultanate of Oman</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Chobani LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Venture Global LNG, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Auto ABS Italian Stella Loans SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Deephaven Residential Mortgage Trust</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wal-Mart de Mexico SAB de CV</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
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        <name>Federal National Mortgage Association</name>
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        <name>Barclays plc</name>
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        <name>BBCMS Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Alternative Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Grifols SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Tikehau CLO XII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Dream Finders Homes, Inc.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Structured Asset Securities Corp. Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LoanCore Issuer Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SMB Private Education Loan Trust</name>
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        <name>CBQ Finance Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LEX Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Oriental Republic of Uruguay</name>
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        <fairValLevel>2</fairValLevel>
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        <name>New York City Municipal Water Finance Authority</name>
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        <name>HOMES Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MSCI, Inc.</name>
        <lei>549300HTIN2PD78UB763</lei>
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        <name>Tenet Healthcare Corp.</name>
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        <name>Cedar Funding VII CLO Ltd.</name>
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        <name>KKR CLO 34 Ltd.</name>
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        <name>ARES XLIV CLO Ltd.</name>
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        <name>Golub Capital Partners CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COLT Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DirecTV Financing LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Maravai Intermediate Holdings LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Toro European CLO 2 DAC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Builders FirstSource, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>x.AI, Inc.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Alphabet, Inc.</name>
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        <title>Alphabet, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CCO Holdings LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bear Stearns Asset-Backed Securities I Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government Bond</title>
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        <invCountry>UA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Golden Ray SA-Compartment 1</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Polaris plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Rede D'Or Sao Luiz SA</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Veolia Environnement SA</name>
        <lei>969500LENY69X51OOT31</lei>
        <title>Veolia Environnement SA</title>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BFLD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BFLD Commercial Mortgage Trust, Series 2025-5MW, Class E</title>
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          <isin value="US088921AE13"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <name>OCP CLO Ltd.</name>
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        <name>Cheshire plc</name>
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        <name>Ballyrock CLO 14 Ltd.</name>
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        <name>SG Commercial Mortgage Securities Trust</name>
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        <name>Carlyle Euro CLO DAC</name>
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        <name>N/A</name>
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        <name>Deephaven Residential Mortgage Trust</name>
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        <name>Palmer Square Loan Funding Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TK Elevator Midco GmbH</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Hermitage plc</name>
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        <name>BOCA Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TAGUS - Sociedade de Titularizacao de Creditos SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AIMCO CLO 14 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Triton Bond Trust in respect of</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Owl Rock CLO IX LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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          <isin value="US01F0506430"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ares Loan Funding VIII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLT Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dynamo Newco II GmbH</name>
        <lei>391200FDSPYB8FKV7F97</lei>
        <title>Dynamo Newco II GmbH</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Texas Debt Capital Euro CLO DAC</name>
        <lei>6354005CUY8PX5XJT459</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Trinitas CLO XXV Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>OIS</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Cencosud SA</name>
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        <name>Seagate Data Storage Technology Pte. Ltd.</name>
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        <name>iShares iBoxx USD Investment Grade Corporate Bond ETF</name>
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        <title>iShares iBoxx $ Investment Grade Corporate Bond ETF</title>
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        <name>RR 43 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Navient Private Education Refi Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT</name>
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        <name>Republic of Turkiye (The)</name>
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        <invCountry>TR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
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        <invCountry>EG</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust, Series 2019-5, Class B1</title>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Caesars Entertainment, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ARES Loan Funding I Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Node AcquiCo GmbH</name>
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        <name>Regional Management Issuance Trust</name>
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        <name>Elmwood CLO 18 Ltd.</name>
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        <name>iShares, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Sixth Street CLO XXII Ltd.</name>
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        <name>CoreWeave Compute Acquisition Co. II LLC</name>
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        <name>Viavi Solutions, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Aimco CLO 27 Ltd.</name>
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        <name>TAGUS-Sociedade de Titularizacao de Creditos SA</name>
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        <name>Avient Corp.</name>
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        <name>Hyperion Refinance SARL</name>
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        <name>Elmwood CLO 16 Ltd.</name>
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        <name>Red &amp; Black Auto Italy SRL</name>
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        <name>BXMT Ltd.</name>
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        <name>Avantor Funding, Inc.</name>
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        <name>Oaktree CLO Ltd.</name>
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        <name>Jupiter Mortgage No. 1 plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Pikes Peak CLO 6</name>
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        <name>Saluda Grade Alternative Mortgage Trust</name>
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        <name>Aegis Lux 1a SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <title>IRS</title>
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        <name>Dynasty Acquisition Co., Inc.</name>
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        <name>Eleda Management AB</name>
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        <name>Discovery Purchaser Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
        <title>IRS</title>
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        <name>AGL CLO 37 Ltd.</name>
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        <name>Cloud Software Group, Inc.</name>
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        <name>AHP Health Partners, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Tencent Holdings Ltd.</name>
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        <name>Sotera Health Holdings LLC</name>
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        <name>CSAIL Commercial Mortgage Trust</name>
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        <name>Bear Stearns Asset-Backed Securities I Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Bracken MidCo1 plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Raizen Fuels Finance SA</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Teva Pharmaceutical Finance Netherlands III BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lowe's Cos., Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Morgan Stanley Home Equity Loan Trust</name>
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        <name>Kingdom of Saudi Arabia</name>
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        <name>Carrier Global Corp.</name>
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        <name>SC Germany SA Compartment Consumer</name>
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        <name>Jaguar Land Rover Automotive plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Leased &amp; Tenanted Pubs 1 Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Saudi Arabian Oil Co.</name>
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        <name>Bletchley Park Funding plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Neuberger Berman Loan Advisers CLO 36R Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hamlin Park CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Marble Point CLO XVII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romania Government Bond</title>
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          <isin value="US77586RAN08"/>
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        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Brightstar Lottery plc</name>
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        <name>State Street SPDR S&amp;P Regional Banking ETF</name>
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        <name>Discovery Global Holdings, Inc.</name>
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        <name>Service Properties Trust</name>
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        <name>MF1 LLC</name>
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        <name>Empresa Nacional del Petroleo</name>
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        <name>Bank of America Corp.</name>
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        <name>IndyMac INDX Mortgage Loan Trust</name>
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        <name>OHA Credit Funding 9 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CFMT LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Eni SpA</name>
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          <isin value="XS2963891531"/>
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        <fairValLevel>2</fairValLevel>
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        <name>United Mexican States</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>Ziggo Bond Co. BV</issuerName>
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        <name>Lenzing AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>iShares Trust</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Nelnet Student Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Velocity Commercial Capital Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HIVE BV</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Alternative Loan Trust</name>
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        <name>Matador Bidco SARL</name>
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        <name>Nagoya Railroad Co. Ltd.</name>
        <lei>353800P62OOYUY3I8T51</lei>
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        <fairValLevel>2</fairValLevel>
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              <title>Nagoya Railroad Co. Ltd.</title>
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        <name>Whirlpool Corp.</name>
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        <name>Pakistan Global Sukuk Programme Co. Ltd. (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Stillwater Mining Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Gold Circuit Electronics Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Switch ABS Issuer LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Brignole Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Eagle Bidco Ltd.</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Madison Park Funding XXXIV Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>CoreWeave, Inc., Class A</title>
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        <name>Newday Funding Master Issuer plc</name>
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        <name>LCM 36 Ltd.</name>
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        <name>ASE Technology Holding Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>American Home Mortgage Assets Trust</name>
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        <title>American Home Mortgage Assets Trust, Series 2006-4, Class 1A12</title>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
        <title>OIS</title>
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        <name>Elite Material Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ontario Gaming GTA LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Petron Corp.</name>
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        <name>Eagle Funding Luxco SARL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Dryden 46 Euro CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IMCD NV</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Ares Loan Funding IX Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>FCT Autonoria DE</name>
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        <cusip>N/A</cusip>
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          <isin value="FR001400FVK3"/>
          <other otherDesc="Inhouse Asset ID" value="BRYDZ87W2"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Scientific Games Holdings LP</name>
        <lei>N/A</lei>
        <title>Scientific Games Holdings LP, 1st Lien Term Loan</title>
        <cusip>80875CAE7</cusip>
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          <isin value="US80875CAE75"/>
          <other otherDesc="Inhouse Asset ID" value="BYD3JWWN9"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>522 Funding CLO Ltd.</name>
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          <isin value="US33835NAA90"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Hermitage 2024 plc</name>
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          <isin value="XS2847617078"/>
          <other otherDesc="Inhouse Asset ID" value="BYD4D1YL3"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.63044910</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Dominican Republic</name>
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        <cusip>N/A</cusip>
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          <isin value="USP3579ECV76"/>
          <other otherDesc="Inhouse Asset ID" value="BYD4J2DG9"/>
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        <balance>152950000.00000000</balance>
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        <currencyConditional curCd="DOP" exchangeRt="60.35000000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
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          <isin value="US034651AD14"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Trinitas CLO XXIII Ltd.</name>
        <lei>635400HEV45BA22Y6W50</lei>
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          <isin value="US89642TAU79"/>
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        <curCd>USD</curCd>
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        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>PMF plc</name>
        <lei>635400CIMKRXMLBEGI82</lei>
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          <isin value="XS2701158029"/>
          <other otherDesc="Inhouse Asset ID" value="BRYUR9586"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Red &amp; Black Auto Italy SRL</name>
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          <isin value="IT0005560278"/>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Household Capital RMBS</name>
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          <isin value="AU3FN0099164"/>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Banco Espirito Santo SA</name>
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        <title>Banco Espirito Santo SA</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Citigroup, Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>New Mountain CLO 5 Ltd.</name>
        <lei>2549000KVE2J1UOHZ207</lei>
        <title>New Mountain CLO 5 Ltd., Series CLO-5A, Class D1R</title>
        <cusip>64754WAQ6</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIC Ltd.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CVB Financial Corp.</title>
        <cusip>126600105</cusip>
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          <isin value="US1266001056"/>
          <other otherDesc="Inhouse Asset ID" value="126600105"/>
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        <balance>-72435.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-10865.25000000</valUSD>
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        <name>Financiere Mendel SAS</name>
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        <name>Smyrna Ready Mix Concrete LLC</name>
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        <name>Nelnet Student Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Democratic Socialist Republic of Sri Lanka</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Chow Tai Fook Jewellery Group Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>RR 32 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Meridian Funding plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Allwyn Entertainment Financing UK plc</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WEX, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Golub Capital Partners CLO 53B Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United Rentals North America, Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>United Rentals North America, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SS&amp;C Technologies, Inc.</name>
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        <name>MLTI Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Millrose Properties, Inc.</name>
        <lei>N/A</lei>
        <title>Millrose Properties, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>adidas AG</title>
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        <fairValLevel>2</fairValLevel>
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        <name>AGL CLO 5 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hong Kong Dollar</name>
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        <name>Pikes Peak CLO 14 Ltd.</name>
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        <name>DB Master Finance LLC</name>
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        <name>Canyon CLO Ltd.</name>
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        <name>Puerto Rico Electric Power Authority</name>
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        <name>Viking Cruises Ltd.</name>
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        <name>Ford Motor Credit Co. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Rivian Holdings LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>RBC Capital Markets LLC</name>
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        <name>Mozambique International Bond</name>
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        <name>Envalior Deutschland Gmbh</name>
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        <name>Signia Aerospace LLC</name>
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        <name>BCMSC Trust</name>
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        <name>N/A</name>
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        <title>Broadridge Financial Solutions, Inc.</title>
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        <name>Minor International PCL</name>
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        <name>Fidelity Grand Harbour CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Pikes Peak CLO 15 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Symphony CLO 41 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Axalta Coating Systems LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Pikes Peak CLO 12 Ltd.</name>
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        <name>Guotai Junan Holdings Ltd.</name>
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        <name>Al Rajhi Sukuk Ltd.</name>
        <lei>549300FHETHK3XGY8N60</lei>
        <title>Al Rajhi Sukuk Ltd.</title>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Olin Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Oracle Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Asset-Backed European Securitisation Transaction Twenty-Five SRL</name>
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        <name>Dynamo Newco II GmbH</name>
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        <name>Contego CLO XI DAC</name>
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        <name>Trimaran Cavu Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Flatiron CLO 28 Ltd.</name>
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        <name>United Rentals North America, Inc.</name>
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        <name>Ares XLI CLO Ltd.</name>
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        <name>Republic Finance Issuance Trust</name>
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        <name>British Telecommunications plc</name>
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        <name>Birch Grove CLO 15 Ltd.</name>
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        <name>Edison International</name>
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        <name>Palladyne AI Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>AES Andes SA</name>
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        <name>Conseco Finance Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Cognizant Technology Solutions Corp.</name>
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        <name>Becton Dickinson &amp; Co.</name>
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        <name>New World China Land Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Penta CLO 6 DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CIM Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SELF Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TransDigm, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Loadsmart, Inc., Series C</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Ukraine</name>
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        <fairValLevel>2</fairValLevel>
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        <name>London Cards No. 2 plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Channel Vas Investments Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>Cassia SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Petroleos Mexicanos</name>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Entain Holdings (Gibraltar) Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Great Lakes CLO VII Ltd.</name>
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        <name>American Tower Corp.</name>
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        <name>Congolese International Bond</name>
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        <name>Wynn Macau Ltd.</name>
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        <name>Noria DE</name>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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        <name>SoftBank Group Corp.</name>
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        <name>N/A</name>
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        <name>Trimaran CAVU Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Avis Budget Car Rental LLC</name>
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        <name>Federal Republic of Germany</name>
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        <name>Flutter Treasury DAC</name>
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        <name>Romark CLO Ltd.</name>
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        <name>Italian Stella Loans SRL</name>
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        <name>N/A</name>
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        <name>Arab Republic of Egypt</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Pilgrim's Pride Corp.</name>
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        <name>Ashton Woods USA LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Manappuram Finance Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FMC Corp.</name>
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        <name>Sector Alarm Holding A/S</name>
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        <name>Electricite de France SA</name>
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        <name>Advanced Micro Devices, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Anchorage Capital CLO 9 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Atlas Funding plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>KeHE Distributors LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US Bancorp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sixth Street CLO XII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Apollo Global Management, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <name>Constellation Energy Corp.</name>
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        <title>Constellation Energy Corp.</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Golub Capital Partners CLO 81 B Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VDK Groep BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RBC Capital Markets LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Promotora y Operadora de Infraestructura SAB de CV</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Ball Corp.</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>Ball Corp.</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Rain Carbon, Inc.</name>
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        <title>Rain Carbon, Inc., 1st Lien Term Loan</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Block, Inc.</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Block, Inc.</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>LT Autorahoitus IV DAC</name>
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        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
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          <isin value="US74333VAN47"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS Mortgage-Backed Securities Corp. Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ukraine</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government Bond</title>
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          <isin value="US903724CG59"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Ashford Hospitality Trust</name>
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          <isin value="US04410RAL06"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Japan Housing Finance Agency</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mortimer plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SCIH Salt Holdings, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Starwood Property Trust, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Carrington Mortgage Loan Trust</name>
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        <name>N/A</name>
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        <title>Japan Post Holdings Co. Ltd.</title>
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        <name>BPR Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Golub Capital Partners CLO 49M Ltd.</name>
        <lei>254900NUVOJAHAT10W61</lei>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>Avoca CLO XXII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cleveland-Cliffs, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nomura Asset Acceptance Corp. Alternative Loan Trust</name>
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        <name>Promigas SA ESP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Turkiye (The)</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Apidos CLO LIII</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Service Corp. International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Volta Trucks, Series C</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Golub Capital Partners CLO 76 B Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Noria DE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TotalEnergies SE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>CFSP Mortgage Trust</name>
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        <name>Compass Datacenters Issuer III LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mosaic Solar Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vonovia SE</name>
        <lei>5299005A2ZEP6AP7KM81</lei>
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        <name>Garda World Security Corp.</name>
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        <name>Progress Residential Trust</name>
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        <name>Vanguard Long-Term Corporate Bond ETF</name>
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        <name>Puerto Rico Electric Power Authority</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Benefit Street Partners CLO XXXVIII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Colombia</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Greenko Wind Projects Mauritius Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Golden Bar Securitisation SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Service Properties Trust</name>
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        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
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        <name>Barclays Capital, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Antero Midstream Partners LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <name>Starwood Property Trust, Inc.</name>
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        <title>Starwood Property Trust, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Shift4 Payments LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Cinemark USA, Inc.</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Carlyle Euro CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bellis Acquisition Co. plc</name>
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        <name>RBC Capital Markets LLC</name>
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        <name>BBVA Consumer Auto FT</name>
        <lei>959800MMSVSVXFLRQM04</lei>
        <title>BBVA Consumer Auto FT, Series 2025-1, Class C</title>
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        <name>Elevation CLO Ltd.</name>
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        <name>Mavis Tire Express Services Topco Corp.</name>
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        <name>Vantage Data Centers Jersey Borrower Spv Ltd.</name>
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        <name>Nelnet Student Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Petroleos Mexicanos</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GCAT Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>gategroup Finance Luxembourg SA</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Seagate Data Storage Technology Pte. Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Continuum Energy Aura Pte. Ltd.</name>
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          <isin value="USY1758JAD55"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AIMCO CLO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fiber Midco SpA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Icon Parent I, Inc.</name>
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        <title>Icon Parent I, Inc., 1st Lien Term Loan</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Hellenic Republic</name>
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        <fairValLevel>2</fairValLevel>
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        <name>First Horizon Alternative Mortgage Securities Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Otsuka Corp.</title>
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        <name>CNX Resources Corp.</name>
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        <name>Apidos CLO XVIII-R</name>
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        <name>Reperforming Loan REMIC Trust</name>
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        <name>Autonoria Spain</name>
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        <name>Ambac Assurance Corp.</name>
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        <name>Palmer Square CLO Ltd.</name>
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        <name>Twin Bridges plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Eaton Vance CLO Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>NY Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Electricite de France SA</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>IRS</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Thaioil Treasury Center Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Asset-Backed European Securitisation Transaction Twenty-Three SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Tiramisu (Cabot)</name>
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        <name>Bank of America Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CMS Energy Corp.</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Yum! Brands, Inc.</name>
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        <title>Yum! Brands, Inc.</title>
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        <name>Fnac Darty SA</name>
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        <name>Charles Schwab Corp. (The)</name>
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        <name>Castell plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Winchester 1 plc</name>
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        <name>Arab Republic of Egypt</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust</name>
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        <name>Southern Copper Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Benefit Street Partners CLO 42 Ltd.</name>
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        <name>Entegris, Inc.</name>
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        <name>Market Bidco Finco plc</name>
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        <name>HUB International Ltd.</name>
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        <name>Ford Motor Credit Co. LLC</name>
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        <name>Loanpal Solar Loan Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Oncor Electric Delivery Co. LLC</name>
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        <name>Carlyle US CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Alinma Sukuk Ltd.</name>
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        <name>Sixth Street CLO XXV Ltd.</name>
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        <name>Venture Global Plaquemines LNG LLC</name>
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        <name>California Buyer Ltd.</name>
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        <name>Puerto Rico Electric Power Authority</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Zegona Finance plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Azorra Finance Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FWD Group Holdings Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>RMF Buyout Issuance Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COLT Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>ORLEN SA</title>
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        <name>Ukraine</name>
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        <name>Expand Energy Corp.</name>
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        <name>Ukraine</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Benefit Street Partners CLO XXIII Ltd.</name>
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        <name>GSAA Home Equity Trust</name>
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        <name>VC GB Holdings I Corp.</name>
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        <name>Morgan Stanley</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Arcano Euro CLO I DAC</name>
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        <name>Vantage Data Centers Jersey Borrower Spv Ltd.</name>
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        <name>Sirius XM Radio LLC</name>
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        <name>PennyMac Financial Services, Inc.</name>
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        <name>Vita Global Finco Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Bank of America N.A.</counterpartyName>
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      <invstOrSec>
        <name>MCR Mortgage Trust</name>
        <lei>N/A</lei>
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          <isin value="US582923AA66"/>
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        <fairValLevel>2</fairValLevel>
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        <name>ZTO Express Cayman, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <title>ZTO Express Cayman, Inc.</title>
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      <invstOrSec>
        <name>UKG, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Manulife Financial Corp.</name>
        <lei>5493007GBX87QOZACS27</lei>
        <title>Manulife Financial Corp.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>Democratic Socialist Republic of Sri Lanka</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Tenneco, Inc.</name>
        <lei>549300U0EXXFAQFAD785</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>AGL Core CLO 36 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MCR Mortgage Trust</name>
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        <name>ECARAT DE SA Compartment</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Foundation Finance Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SC Germany SA Compartment Leasing</name>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Gainwell Acquisition Corp.</name>
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        <name>N/A</name>
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        <name>Castell plc</name>
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        <name>Kaiser Aluminum Corp.</name>
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        <name>Apidos Loan Fund Ltd.</name>
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        <name>Neuberger Berman CLO XXI Ltd.</name>
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        <title>OIS</title>
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        <name>LendingClub Rated Notes Issuer Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Screaming Eagle Acquistion Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BAMLL Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Avoca CLO XVIII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FIGRE Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Wells Fargo Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs Finance Corp. International Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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              <title>Sands China Ltd.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>SC Germany SA Compartment Consumer</name>
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        <name>Structured Adjustable Rate Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD Currency</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Petroleos de Venezuela SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Raizen Fuels Finance SA</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Melco Resorts Finance Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Citigroup Global Markets, Inc.</name>
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        <name>Siemens Financieringsmaatschappij NV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>One New York Plaza Trust</name>
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        <name>GreenSky Home Improvement Trust</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Arab Republic of Egypt</name>
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        <name>Aston Martin Capital Holdings Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Seagate Data Storage Technology Pte. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Dowson plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MCR Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sabre GLBL, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Diameter Capital CLO 3 Ltd.</name>
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        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Amber Finco plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bidvest Group UK plc (The)</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Wellfleet CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Starz Entertainment Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>VeriFone Systems, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Texas Debt Capital Euro CLO DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Alliant Holdings Intermediate LLC</name>
        <lei>5493006Q26653NF8SI73</lei>
        <title>Alliant Holdings Intermediate LLC</title>
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        <name>Auto ABS Spanish Loans FT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Washington Mutual Asset-Backed Certificates Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>AB BSL CLO 3 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cellnex Finance Co. SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Benefit Street Partners CLO XXVIII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CML Project Crabtree</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Kennedy Lewis CLO 7 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AutoFlorence 2 SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citizen Irish Auto Receivables Trust DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>AES Andes SA</name>
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        <title>AES Andes SA</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Standard Industries, Inc.</name>
        <lei>54930064UHXCIUWVI755</lei>
        <title>Standard Industries, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SHR Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Autonoria Spain</name>
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        <title>AutoNoria Spain FT, Series 2021-SP, Class B</title>
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        <name>AI Sirona Luxembourg Acquisition SARL</name>
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        <name>Digicel Group Holdings Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Ohsho Food Service Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
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        <name>Foundation Finance Trust</name>
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        <name>Sapphire XXXIII Series Trust</name>
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        <name>NBK Tier 1 Ltd.</name>
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        <name>Goldman Sachs Group, Inc. (The)</name>
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        <fairValLevel>1</fairValLevel>
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        <name>State of New York</name>
        <lei>N/A</lei>
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        <name>Palmer Square CLO Ltd.</name>
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        <name>Newday Funding Master Issuer plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>First Mobility SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Walt Disney Co. (The)</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Starwood Mortgage Residential Trust</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>Deutsche Bank AG</issuerName>
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        <name>Lendmark Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Velocity plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Periama Holdings LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Olympus Water US Holding Corp.</name>
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        <title>Olympus Water US Holding Corp.</title>
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        <name>Pacific National Finance Pty. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Worldline SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OZLM XIX Ltd.</name>
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        <name>N/A</name>
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        <name>Jupiter Mortgage No. 1 plc</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>SCIL IV LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Henley CLO XII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GS Mortgage Securities Corp. Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>iShares iBoxx $ High Yield Corporate Bond ETF</issuerName>
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        <name>iShares Trust</name>
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        <name>FT Santander Consumer Spain Auto</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nishimatsuya Chain Co. Ltd.</name>
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        <name>Tennessee Housing Development Agency</name>
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        <name>CIFC European Funding CLO II DAC</name>
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        <name>SC Germany SA Compartment Consumer</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JUPITER BORROWER, Inc.</name>
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        <name>Option One Mortgage Loan Trust</name>
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        <name>Cheshire plc</name>
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      <invstOrSec>
        <name>FirstCash, Inc.</name>
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        <name>Flatiron CLO 25 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sixth Street CLO XVII Ltd.</name>
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        <name>Ellington Financial Mortgage Trust</name>
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        <name>Hermitage 2024 plc</name>
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        <name>COLT Mortgage Loan Trust</name>
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        <name>Caesars Entertainment, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cassia SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>QTS Issuer ABS II LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vodafone Group plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>BSPDF Issuer LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mehilainen Yhtiot Oy</name>
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        <name>Starwood Mortgage Residential Trust</name>
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        <name>BRAVO Residential Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Verdelite Static CLO Ltd.</name>
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        <name>N/A</name>
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        <name>Vmed O2 UK Financing I plc</name>
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        <name>Navient Education Loan Trust</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>N/A</name>
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        <name>Nexstar Media, Inc.</name>
        <lei>5493006PK6I4I2OOT688</lei>
        <title>Nexstar Media, Inc.</title>
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        <name>Morgan Stanley</name>
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        <name>GreenSky Home Improvement Issuer Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alpha Star Holding X Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mariner Finance Issuance Trust</name>
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      <invstOrSec>
        <name>La Financiere Atalian SAS</name>
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        <title>La Financiere Atalian SAS</title>
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        <name>DaVita, Inc.</name>
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        <name>Citigroup Global Markets Holdings, Inc.</name>
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        <name>GreenSky Home Improvement Issuer Trust</name>
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        <name>SoftBank Group Corp.</name>
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        <name>Perrigo Finance Unlimited Co.</name>
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        <name>Autonoria Spain FT</name>
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        <name>Althea Acquisition Bidco SARL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Satus plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BlueMountain CLO Ltd.</name>
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        <name>ZF North America Capital, Inc.</name>
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        <name>Lyra Music Assets Delaware LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Medline Borrower LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Electricite de France SA</name>
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        <name>Bear Stearns Asset-Backed Securities I Trust</name>
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        <name>CIFC European Funding CLO II DAC</name>
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        <name>Clear Channel Outdoor Holdings, Inc.</name>
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        <name>Vonovia SE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Credit Suisse Mortgage Capital Certificates</name>
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        <name>Foundation Finance Trust</name>
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        <name>Ziggo Bond Co. BV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fertitta Entertainment LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Alstria SARL</name>
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        <title>alstria Sarl</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Miter Brands Acquisition Holdco, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>California Resources Corp.</name>
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        <title>California Resources Corp.</title>
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        <name>Tikehau CLO VI DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Massachusetts Institute of Technology</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Service Properties Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Playstudios, Inc.</name>
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        <name>Flutter Treasury DAC</name>
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        <name>Auto ABS Italian Stella Loans SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BBAM US CLO VI Ltd.</name>
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        <name>GoTo Group, Inc.</name>
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        <name>Beignet Investor LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ukraine</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Houston Center</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Stena International SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SC Germany SA Compartment Consumer</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OCS Group Holding Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CD Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>EquipmentShare.com, Inc.</name>
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        <name>OCP CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Honey Hill Park CLO Ltd.</name>
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        <name>Republic of Uzbekistan International Bond</name>
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        <name>OCP CLO Ltd.</name>
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        <name>Hops Hill No. 4 plc</name>
        <lei>6354008RKIF9MECMNJ80</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Crown Point CLO IV Ltd.</name>
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        <name>WEC US Holdings, Inc.</name>
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        <name>IMA Industria Macchine Automatiche SpA</name>
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        <name>Star Energy Geothermal Wayang Windu Ltd.</name>
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        <name>Essendi SA</name>
        <lei>2221000MD2YP7WLTNC52</lei>
        <title>Essendi SA</title>
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        <name>Federal National Mortgage Association</name>
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        <name>Rain City Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GreenSky Home Improvement Issuer Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Encore Capital Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Taylor Morrison Communities, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dryden 87 CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHI Commercial Mortgage Trust</name>
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          <isin value="US12577HAG56"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lendmark Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BBCMS Mortgage Trust</name>
        <lei>N/A</lei>
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          <isin value="US05492VAH87"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Severn Trent Utilities Finance plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>SS&amp;C Technologies, Inc.</name>
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        <name>NMLT Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Vail Resorts, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nebius Group NV</name>
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        <name>NCL Corp. Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Romania</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lebanese Republic</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Rossini SARL</name>
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        <name>United Parcel Service, Inc.</name>
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        <name>Cheniere Energy Partners LP</name>
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        <name>PRPM Trust</name>
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        <name>US Foods, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Octagon Investment Partners XVI Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BYD Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Arini European CLO V DAC</name>
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        <name>Saudi Electricity Sukuk Programme Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SC Germany SA Compartment Consumer</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ukraine</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vistra Operations Co. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Panorama Auto Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Marathon Petroleum Corp.</name>
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        <name>VZ Vendor Financing II BV</name>
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        <name>Cleveland-Cliffs, Inc.</name>
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        <name>Morgan Stanley Bank of America Merrill Lynch Trust</name>
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        <name>Republic of Poland</name>
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        <name>TYSN Mortgage Trust</name>
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        <name>Savor Acquisition, Inc.</name>
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        <name>Tesco Property Finance 4 plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lendingclub Rated Notes Issuer Trust</name>
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      <invstOrSec>
        <name>Ballyrock CLO 20 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cyprium Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Rogers Communications, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Velocity Commercial Capital Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>A10 Issuer LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Alen Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Post CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Trestles CLO VIII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>LEX Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Asset-Backed European Securitisation Transaction Twenty-Four Srl</name>
        <lei>8156003524A4F7B21C64</lei>
        <title>Asset-Backed European Securitisation Transaction Twenty-Four SRL, Series 2024-R, Class D</title>
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          <isin value="IT0005675407"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>OHA Credit Funding 10-R Ltd.</name>
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        <name>Arbour CLO VI DAC</name>
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        <name>Democratic Socialist Republic of Sri Lanka</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Cedar Funding XIV CLO Ltd.</name>
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        <name>Sabre GLBL, Inc.</name>
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        <name>Last Mile Logistics Pan Euro Finance DAC</name>
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        <name>RAD CLO 26 Ltd.</name>
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        <name>Ballyrock CLO 14 Ltd.</name>
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        <name>Republic of Ecuador</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Palmer Square CLO Ltd.</name>
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        <name>Open Text Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Banc of America Funding Corp.</name>
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        <name>OHA Credit Funding 6 Ltd.</name>
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        <name>FNZ NZ Finco Ltd.</name>
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        <name>N/A</name>
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        <name>Voya CLO Ltd.</name>
        <lei>5493007ASGBOUR3XJY69</lei>
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        <name>Vmed O2 UK Financing I plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Consolidated Communications LLC</name>
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          <isin value="US315961AE29"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hudson Yards Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Dilosk Rmbs No. 8 Sts DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Aramark International Finance SARL</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Ajax Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CoreWeave, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CNX Resources Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MCR Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ConnectWise LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sovereign in right of New Zealand</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Heathrow Funding Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lendmark Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Noria DE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Victory Street CLO I DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fondo de Titulizacion Santander Consumo 9</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citicorp Mortgage Securities Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Grinding Media, Inc.</name>
        <lei>N/A</lei>
        <title>Grinding Media, Inc., 1st Lien Term Loan B</title>
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        <fairValLevel>3</fairValLevel>
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        <name>Cascade MH Asset Trust</name>
        <lei>N/A</lei>
        <title>Cascade MH Asset Trust, Series 2019-MH1, Class A</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Commercial Mortgage Trust</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Tenet Healthcare Corp.</name>
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        <name>Lewey Park CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Central Parent LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ARES Loan Funding I Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Itelyum Regeneration SpA</name>
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        <name>Durst Commercial Mortgage Trust</name>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>United Rentals North America, Inc.</name>
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        <name>LendingClub Rated Notes Issuer Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Compartment BL Consumer Credit</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Arbor Realty Collateralized Loan Obligation Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ERO Copper Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>Allwyn AG</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Trinitas CLO XXIII Ltd.</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>BX Commercial Mortgage Trust</name>
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        <name>Harben Finance</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Voya CLO Ltd.</name>
        <lei>549300JHU3YI1LLL3V27</lei>
        <title>Voya CLO Ltd., Series 2014-4A, Class BR2</title>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>Creeksource Dunes Creek CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Trinitas CLO XXXV Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Honda Motor Co. Ltd.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>Progress Residential Trust</name>
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        <name>Elect Global Investments Ltd.</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ryan Specialty LLC</name>
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        <name>Anchorage Capital CLO 15 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Kingdom of Spain</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Last Mile Logistics Pan Euro Finance DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ballyrock CLO 32 Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CaixaBank SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hops Hill No. 3 plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of South Africa</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Domi</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>AerCap Ireland Capital DAC</name>
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        <name>N/A</name>
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        <name>State of California</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Aurium CLO XIII DAC</name>
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        <name>TripAdvisor, Inc.</name>
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        <name>Yum! Brands, Inc.</name>
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        <name>Voya CLO Ltd.</name>
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        <name>Garfunkelux Holdco 3 SA</name>
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        <name>Fertitta Entertainment LLC</name>
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      <invstOrSec>
        <name>BCRED CLO LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Elmwood CLO VI Ltd.</name>
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        <name>Sixth Street CLO XX Ltd.</name>
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        <name>Tenet Healthcare Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Select Medical Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Puerto Rico Electric Power Authority</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Summer BC Holdco B SARL</name>
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        <name>Henley CLO XI DAC</name>
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        <name>Twin Bridges plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Repsol E&amp;P Capital Markets US LLC</name>
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        <name>SW Finance I plc</name>
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        <name>Accenture plc</name>
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        <name>GS Finance Corp.</name>
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        <name>N/A</name>
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        <name>Areas Worldwide SA</name>
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        <name>Rad CLO 18 Ltd.</name>
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        <name>Carlyle US CLO Ltd.</name>
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        <name>Providus CLO II DAC</name>
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        <name>Signal Peak CLO 3 Ltd.</name>
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        <name>Sensata Technologies, Inc.</name>
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        <name>AutoFlorence 3 SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Newday Funding Master Issuer plc</name>
        <lei>N/A</lei>
        <title>Newday Funding Master Issuer plc, Series 2024-3X, Class B</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Mortimer BTL plc</name>
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          <isin value="XS2712034623"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Oaktree CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CWABS Asset-Backed Certificates Trust</name>
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        <title>CWABS Asset-Backed Certificates Trust, Series 2006-22, Class M1</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CVC Cordatus Loan Fund XXVIII DAC</name>
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          <isin value="XS3130028965"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AIMCO CLO 10 Ltd.</name>
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        <title>AIMCO CLO 10 Ltd., Series 2019-10A, Class SUB</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dometic Group AB</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>Rocket Mortgage LLC</name>
        <lei>549300FGXN1K3HLB1R50</lei>
        <title>Rocket Mortgage LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fidelity Grand Harbour CLO DAC</name>
        <lei>635400GMXFDXRDDHLG52</lei>
        <title>Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class DR</title>
        <cusip>N/A</cusip>
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          <isin value="XS2991308607"/>
          <other otherDesc="Inhouse Asset ID" value="BYDE96ML8"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Saudi Awwal Bank</name>
        <lei>558600TQS0WENZUC5190</lei>
        <title>Saudi Awwal Bank</title>
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          <isin value="XS3170344314"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>SA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Playtika Holding Corp.</name>
        <lei>254900E35Z4TKA4UFG64</lei>
        <title>Playtika Holding Corp., Facility 1st Lien Term Loan B1</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCP CLO Ltd.</name>
        <lei>254900MN6N176YEZLX15</lei>
        <title>OCP CLO Ltd., Series 2020-18A, Class D1R2</title>
        <cusip>671078BG7</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDS</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romania Government Bond</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Youni Italy SRL</name>
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        <name>Rockford Tower CLO Ltd.</name>
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        <name>Brant Point CLO Ltd.</name>
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        <name>Finance Ireland Auto Receivables No. 1 DAC</name>
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        <name>ADMI Corp.</name>
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        <name>Puerto Rico Sales Tax Financing Corp.</name>
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        <name>Voyager OPTONE Delaware Trust</name>
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        <name>Navient Private Education Refi Loan Trust</name>
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        <name>Boeing Co. (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Amneal Pharmaceuticals LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Challenger</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>ServiceNow, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Bank of America N.A.</counterpartyName>
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      <invstOrSec>
        <name>Conseco Finance Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Vistra Operations Co. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Iberdrola Finanzas SA</name>
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        <title>Iberdrola Finanzas SA</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Global Atlantic Fin Co.</name>
        <lei>98450051B2E65CAA7E94</lei>
        <title>Global Atlantic Fin Co.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INEOS Quattro Holdings UK Ltd.</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="BRYRMGV00"/>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INV Mortgage Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cumulus Static CLO DAC</name>
        <lei>2549005ZFHRHIZ9ONM43</lei>
        <title>Cumulus Static CLO DAC, Series 2024-1A, Class D</title>
        <cusip>N/A</cusip>
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          <isin value="XS2797422149"/>
          <other otherDesc="Inhouse Asset ID" value="BRYXHF579"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BlueMountain CLO Ltd.</name>
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        <name>Project Montage</name>
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        <name>Barclays Mortgage Loan Trust</name>
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        <name>MidOcean Credit CLO XV Ltd.</name>
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        <name>Breeze Aviation Group, Inc.</name>
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        <name>Elior Group SA</name>
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        <name>AusNet Services Holdings Pty. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Velocity Commercial Capital Loan Trust</name>
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        <name>Saudi Electricity Sukuk Programme Co.</name>
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        <name>Fedrigoni SpA</name>
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        <name>GSAA Home Equity Trust</name>
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        <name>Fontainebleau Miami Beach Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Boots Group Bidco Ltd.</name>
        <lei>N/A</lei>
        <title>Boots Group Bidco Ltd. (The), 1st Lien Term Loan</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>American Airlines, Inc.</name>
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        <name>Viking Cruises Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Central Plaza Development Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>ABPCI DIRECT LENDING FUND CLO V Ltd.</name>
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        <name>Nationwide Building Society</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Dryden 55 CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EquipmentShare.com, Inc.</name>
        <lei>254900PWJK48CGPKPI80</lei>
        <title>EquipmentShare.com, Inc.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Virgin Media O2 Vendor Financing Notes VI DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldstory SAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OneMain Financial Issuance Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Italian Stella Loans SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Elstree 1st plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Credit Agricole SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Banco Santander SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Suriname Government International Bond</name>
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        <title>Suriname Government International Bond</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SCG Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MidOcean Credit CLO XVII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Prestige Brands, Inc.</name>
        <lei>549300JBVP4J6D42I235</lei>
        <title>Prestige Brands, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CACI International, Inc.</name>
        <lei>N/A</lei>
        <title>CACI International, Inc., 1st Lien Term Loan B</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bryant Park Funding Ltd.</name>
        <lei>391200WG98O5N39H7C57</lei>
        <title>Bryant Park Funding Ltd., Series 2024-25A, Class A1</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-18</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSTL Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class E</title>
        <cusip>228920AJ3</cusip>
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          <isin value="US228920AJ37"/>
          <other otherDesc="Inhouse Asset ID" value="228920AJ3"/>
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        <balance>3117000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3078801.48000000</valUSD>
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        <name>Taurus UK DAC</name>
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        <name>Cross Ocean Bosphorus CLO VIII DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Compass Datacenters Issuer II LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Madison Park Funding XXVII Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ACRES LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Auto ABS Italian Stella Loans SRL</name>
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        <name>VOLT CVI LLC</name>
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        <name>Athens International Airport SA</name>
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        <name>Altafiber</name>
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        <name>Henley CLO Xi DAC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Olympic Tower Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Jazz Financing Lux SARL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Allwyn International AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Panorama Auto Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Suntec REIT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <name>Auto ABS Italian Stella Loans SRL</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>Banco Bilbao Vizcaya Argentaria SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Kapla Holding SAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Elmwood CLO III Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>MidOcean Credit CLO XIX</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Dryden 65 CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SM Energy Co.</name>
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        <name>DK Crown Holdings, Inc.</name>
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        <name>Together Asset-Backed Securitisation plc</name>
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        <name>Foxconn Singapore Pte. Ltd.</name>
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        <name>Runitonetime LLC</name>
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        <name>Mitchells &amp; Butlers Finance plc</name>
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        <name>eBay, Inc.</name>
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        <name>TELUS Corp.</name>
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        <title>TELUS Corp.</title>
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        <name>AngloGold Ashanti Holdings plc</name>
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        <name>HLF Financing SARL LLC</name>
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        <name>Ukraine</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ball Corp.</name>
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        <name>Cobham Ultra SeniorCo SARL</name>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.40200000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>191482000.00000000</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>485596.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mars, Inc.</name>
        <lei>54930073HKEO6GZBSS03</lei>
        <title>Mars, Inc.</title>
        <cusip>571676BC8</cusip>
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          <isin value="US571676BC81"/>
          <other otherDesc="Inhouse Asset ID" value="571676BC8"/>
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        <balance>34012000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33164165.19000000</valUSD>
        <pctVal>0.071803312960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="BYJ1HZ6C5"/>
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        <balance>-66924200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-224476.36000000</valUSD>
        <pctVal>-0.00048601091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Option" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Societe Generale SA</counterpartyName>
              <counterpartyLei>O2RNE8IBXP4R0TD8PU41</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <cusip value="N/A"/>
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            <shareNo>1.00000000</shareNo>
            <exercisePrice>6.88000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-04-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>57609.14000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="BYDSJ1UJ3"/>
        </identifiers>
        <balance>22791000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86516416"/>
        <valUSD>-1497431.56000000</valUSD>
        <pctVal>-0.00324207005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP Paribas</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>iTraxx Europe Crossover42-V3</indexName>
                <indexIdentifier>2I667KMF2</indexIdentifier>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">Payout of notional amount upon default event with regard to the reference instrument</otherPmntDesc>
            <terminationDt>2029-12-20</terminationDt>
            <upfrontPmnt>1668643.31000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>22791000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1497431.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BFLD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BFLD Commercial Mortgage Trust, Series 2025-5MW, Class F</title>
        <cusip>088921AF8</cusip>
        <identifiers>
          <isin value="US088921AF87"/>
          <other otherDesc="Inhouse Asset ID" value="088921AF8"/>
        </identifiers>
        <balance>29630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30363164.72000000</valUSD>
        <pctVal>0.065738902407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.82699920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aroundtown Finance Sarl</name>
        <lei>8945006LEXV2KWSWVP51</lei>
        <title>Aroundtown Finance Sarl</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS3285553361"/>
          <other otherDesc="Inhouse Asset ID" value="BYDXYYSN7"/>
        </identifiers>
        <balance>4592000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86516416"/>
        <valUSD>4787777.59000000</valUSD>
        <pctVal>0.010365956468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>VZ Holding AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0528751586"/>
          <other otherDesc="Inhouse Asset ID" value="SBMFJ1809"/>
        </identifiers>
        <balance>8800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.79960000"/>
        <valUSD>21146.93000000</valUSD>
        <pctVal>0.000045784949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>VZ Holding AG</issueTitle>
                <identifiers>
                  <isin value="CH0528751586"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <floatingPmntDesc curCd="CHF" fixedOrFloating="Floating" floatingRtIndex="SSARON" floatingRtSpread="0.26000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-02-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1338980.00000000</notionalAmt>
            <curCd>CHF</curCd>
            <unrealizedAppr>21146.93000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      
      <explntrNote note="BYDWF9NX8 - The Index aims to provide notional exposure to the Underlying Index with semi-annual rule-based notional increases or decreases, as the case may be, in exposure to the Underlying Index with the purpose of reinvesting potential gains or reducing exposure to notional losses." noteItem="C.11.f.i.1"/>
      
      <explntrNote note="IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate." noteItem="C.11.f.i.2"/>
      
      <explntrNote note="Unique security identifier BRYY6L5J0 is an Asset Swapped Convertible Option Transaction with a Fixed exercise price of 1.42%." noteItem="C.11.c.v"/>
      
      <explntrNote note="BYDWFM5C5 - The Goldman Sachs Systematic Skew US Series I1D Excess Return Index is a synthetic rules-based proprietary index which is calculated on an &quot;excess return&quot; basis and does not include any synthetic interest rate return on a notional cash amount. The Index intends to provide a synthetic exposure to the performance of the Goldman Sachs Systematic Skew US Series I1D Total Return Index in the specified strategy currency." noteItem="C.11.f.i.1"/>
      <explntrNote note="Unique security identifier BRYW4L1X9 is an Asset Swapped Convertible Option Transaction with a variable exercise price of 1D TONAR + 65." noteItem="C.11.c.v"/>
      <explntrNote note="BYDWFLWU7 - The index uses a listed options based approach to replicate a weekly short variance profile which may provide further return benefit in normal or bullish markets. The index is constructed as a basket of strategies based on the three listed weekly expiries weighted by the average liquidity of the options for each expiry (15% Mon, 25% Wed, 60% Fri)." noteItem="C.11.f.i.1"/>
      <explntrNote note="Monthly returns presented in B.5.a have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
      
      <explntrNote note="BYDWFLSW8 - The index sells on a daily basis variance replicating strips of OTC calls and puts. The option strips are delta hedged daily and kept until expiry. The Index trades the most liquid Emerging Market FX Pairs for OTC Options, covering multiple regions (Eastern Europe, Asia, Latam), physically delivered options and Cash settled NDFs." noteItem="C.11.f.i.1"/>
      <explntrNote note="BYDWFM568 - Goldman Sachs TY Weekly Volatility Carry Index (GSVLTYI2) is a synthetic rules-based proprietary Index which is calculated on an &quot;excess return&quot; basis and does not include a synthetic interest rate return on a notional cash amount representing any money market component of the Index. The Index provides short exposure to delta-hedged weekly put and call options on US Treasury 10-Year T-Note listed on the Chicago Mercantile Exchange, where such options are hedged multiple times each day on an intraday basis." noteItem="C.11.f.i.1"/>
      <explntrNote note="Unique security identifier BRYW4KWQ2 is an Asset Swapped Convertible Option Transaction with a variable exercise price of 1D TONAR + 55." noteItem="C.11.c.v"/>
      
      <explntrNote note="BYDWFM5G6 - The BNP Paribas AIR Intraday US Ultimate 1bd ER Index seeks to capture the average positive spread between implied and realized volatility through 1DTE put options, while maintaining an intraday delta hedge." noteItem="C.11.f.i.1"/>
      <explntrNote note="Unique security identifier BRYSYWYX5 is an Asset Swapped Convertible Option Transaction with a variable exercise price of 1D TONAR + 60." noteItem="C.11.c.v"/>
      <explntrNote note="Unique security identifier BYDYRJ9B3 is an Asset Swapped Convertible Option Transaction with a variable exercise price of 1D TONA + 110." noteItem="C.11.c.v"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-03-31</ncom:dateSigned>
      <ncom:nameOfApplicant>BlackRock Funds V</ncom:nameOfApplicant>
      <ncom:signature>Chuck Pulsfort</ncom:signature>
      <ncom:signerName>Chuck Pulsfort</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
