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        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Symphony CLO XIX, Ltd.</name>
        <lei>N/A</lei>
        <title>Symphony CLO XIX, Ltd.</title>
        <cusip>G86527AC5</cusip>
        <identifiers>
          <isin value="USG86527AC50"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TCI-Symphony CLO 2017-1, Ltd.</name>
        <lei>N/A</lei>
        <title>TCI-Symphony CLO 2017-1, Ltd.</title>
        <cusip>87233LAA7</cusip>
        <identifiers>
          <isin value="US87233LAA70"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210538.2</valUSD>
        <pctVal>0.102089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TCW CLO 2021-2, Ltd.</name>
        <lei>N/A</lei>
        <title>TCW CLO 2021-2, Ltd.</title>
        <cusip>87301QAC9</cusip>
        <identifiers>
          <isin value="US87301QAC96"/>
        </identifiers>
        <balance>6733333</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3575695.96</valUSD>
        <pctVal>1.733849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TCW CLO 2024-2, Ltd.</name>
        <lei>N/A</lei>
        <title>TCW CLO 2024-2, Ltd.</title>
        <cusip>87252HAC8</cusip>
        <identifiers>
          <isin value="US87252HAC88"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7384807.29</valUSD>
        <pctVal>3.580882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barings CLO Ltd. 2018-III</name>
        <lei>N/A</lei>
        <title>Barings CLO Ltd. 2018-III</title>
        <cusip>05618JAE1</cusip>
        <identifiers>
          <isin value="US05618JAE10"/>
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        <balance>396213.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12.81</valUSD>
        <pctVal>0.000006</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2013-1 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2013-1 CLO, Ltd.</title>
        <cusip>G88278AC3</cusip>
        <identifiers>
          <isin value="USG88278AC32"/>
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        <balance>10395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2013-2 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2013-2 CLO, Ltd.</title>
        <cusip>87245KAA5</cusip>
        <identifiers>
          <isin value="US87245KAA51"/>
        </identifiers>
        <balance>3250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2014-1 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2014-1 CLO, Ltd.</title>
        <cusip>88432EAA0</cusip>
        <identifiers>
          <isin value="US88432EAA01"/>
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        <balance>11800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2014-2 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2014-2 CLO, Ltd.</title>
        <cusip>87245LAA3</cusip>
        <identifiers>
          <isin value="US87245LAA35"/>
        </identifiers>
        <balance>7550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2017-4 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2017-4 CLO, Ltd.</title>
        <cusip>87249MAC3</cusip>
        <identifiers>
          <isin value="US87249MAC38"/>
        </identifiers>
        <balance>3765400</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4064.73</valUSD>
        <pctVal>0.00197</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2018-2 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2018-2 CLO, Ltd.</title>
        <cusip>88433LAC9</cusip>
        <identifiers>
          <isin value="US88433LAC90"/>
        </identifiers>
        <balance>8884000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171834.45</valUSD>
        <pctVal>0.083322</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2018-3 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2018-3 CLO, Ltd.</title>
        <cusip>88432XAC4</cusip>
        <identifiers>
          <isin value="US88432XAC48"/>
        </identifiers>
        <balance>13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>672012.13</valUSD>
        <pctVal>0.325857</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XVIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XVIII CLO, Ltd.</title>
        <cusip>92329HAB9</cusip>
        <identifiers>
          <isin value="US92329HAB96"/>
        </identifiers>
        <balance>4750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture 28A CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture 28A CLO, Ltd.</title>
        <cusip>92331CAC4</cusip>
        <identifiers>
          <isin value="US92331CAC47"/>
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        <balance>17715000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4958108.17</valUSD>
        <pctVal>2.404179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XXX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXX CLO, Ltd.</title>
        <cusip>92331PAC5</cusip>
        <identifiers>
          <isin value="US92331PAC59"/>
        </identifiers>
        <balance>5100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBAM US CLO V, Ltd.</name>
        <lei>N/A</lei>
        <title>BBAM US CLO V, Ltd.</title>
        <cusip>05556DAC2</cusip>
        <identifiers>
          <isin value="US05556DAC20"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7010083.94</valUSD>
        <pctVal>3.399179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XXXII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXXII CLO, Ltd.</title>
        <cusip>92325RAE5</cusip>
        <identifiers>
          <isin value="US92325RAE53"/>
        </identifiers>
        <balance>7929328</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XXXIV CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXXIV CLO, Ltd.</title>
        <cusip>G93802AB5</cusip>
        <identifiers>
          <isin value="USG93802AB53"/>
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        <balance>13903000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture 41 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture 41 CLO, Ltd.</title>
        <cusip>92326KAC3</cusip>
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          <isin value="US92326KAC36"/>
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        <balance>8249375</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3460710.47</valUSD>
        <pctVal>1.678093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture 42 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture 42 CLO, Ltd.</title>
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          <isin value="US92332GAC42"/>
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        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5115633.15</valUSD>
        <pctVal>2.480563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture 43 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture 43 CLO, Ltd.</title>
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          <isin value="US92332BAB71"/>
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        <balance>12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4063219.91</valUSD>
        <pctVal>1.970249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya IM CLO 2013-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2013-1, Ltd.</title>
        <cusip>G4778MAB2</cusip>
        <identifiers>
          <isin value="USG4778MAB21"/>
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        <balance>4174688</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210753.85</valUSD>
        <pctVal>0.102194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya IM CLO 2013-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2013-3, Ltd.</title>
        <cusip>44987FAE1</cusip>
        <identifiers>
          <isin value="US44987FAE16"/>
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        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2014-3, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2014-3, Ltd.</title>
        <cusip>92912NAC7</cusip>
        <identifiers>
          <isin value="US92912NAC74"/>
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        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2014-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2014-4, Ltd.</title>
        <cusip>92914VAE3</cusip>
        <identifiers>
          <isin value="US92914VAE39"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2015-2, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2015-2, Ltd.</title>
        <cusip>92914YAC1</cusip>
        <identifiers>
          <isin value="US92914YAC12"/>
        </identifiers>
        <balance>13712000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBAM US CLO 6, Ltd.</name>
        <lei>N/A</lei>
        <title>BBAM US CLO 6, Ltd.</title>
        <cusip>05556VAC2</cusip>
        <identifiers>
          <isin value="US05556VAC28"/>
        </identifiers>
        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7891011.73</valUSD>
        <pctVal>3.82634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2016-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2016-1, Ltd.</title>
        <cusip>92915EAC4</cusip>
        <identifiers>
          <isin value="US92915EAC49"/>
        </identifiers>
        <balance>7750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520758.23</valUSD>
        <pctVal>0.252514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2017-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2017-4, Ltd.</title>
        <cusip>92916UAB9</cusip>
        <identifiers>
          <isin value="US92916UAB98"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-1, Ltd.</title>
        <cusip>92917BAC8</cusip>
        <identifiers>
          <isin value="US92917BAC81"/>
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        <balance>20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281724.52</valUSD>
        <pctVal>0.136607</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-2, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-2, Ltd.</title>
        <cusip>G94039AC1</cusip>
        <identifiers>
          <isin value="USG94039AC14"/>
        </identifiers>
        <balance>6778666</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-4, Ltd.</title>
        <cusip>92891EAE8</cusip>
        <identifiers>
          <isin value="US92891EAE86"/>
        </identifiers>
        <balance>7237100</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2447031.51</valUSD>
        <pctVal>1.186562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2019-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2019-1, Ltd.</title>
        <cusip>92917QAC5</cusip>
        <identifiers>
          <isin value="US92917QAC50"/>
        </identifiers>
        <balance>55757000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11651031.13</valUSD>
        <pctVal>5.649568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2022-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2022-1, Ltd.</title>
        <cusip>92919HAC3</cusip>
        <identifiers>
          <isin value="US92919HAC34"/>
        </identifiers>
        <balance>17600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13230293.96</valUSD>
        <pctVal>6.41535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2024-7, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya CLO 2024-7, Ltd.</title>
        <cusip>92920UAC1</cusip>
        <identifiers>
          <isin value="US92920UAC18"/>
        </identifiers>
        <balance>4200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3663187.73</valUSD>
        <pctVal>1.776274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares XLI CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Ares XLI CLO, Ltd.</title>
        <cusip>04016KAJ8</cusip>
        <identifiers>
          <isin value="US04016KAJ88"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1509450</valUSD>
        <pctVal>0.73193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares Loan Funding VI, Ltd.</name>
        <lei>N/A</lei>
        <title>Ares Loan Funding VI, Ltd.</title>
        <cusip>04020VAE9</cusip>
        <identifiers>
          <isin value="US04020VAE92"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1990000</valUSD>
        <pctVal>0.964948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO 2013-2 Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO 2013-2 Ltd.</title>
        <cusip>09626XAE2</cusip>
        <identifiers>
          <isin value="US09626XAE22"/>
        </identifiers>
        <balance>1900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brookhaven Park CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Brookhaven Park CLO, Ltd.</title>
        <cusip>113525AG4</cusip>
        <identifiers>
          <isin value="US113525AG41"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1980000</valUSD>
        <pctVal>0.960099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cent CLO 21 Limited</name>
        <lei>N/A</lei>
        <title>Cent CLO 21 Limited</title>
        <cusip>15137FAG5</cusip>
        <identifiers>
          <isin value="US15137FAG54"/>
        </identifiers>
        <balance>331931.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2024-1, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2024-1, Ltd.</title>
        <cusip>12570YAE0</cusip>
        <identifiers>
          <isin value="US12570YAE05"/>
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        <balance>1115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1115000</valUSD>
        <pctVal>0.540661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Churchill Middle Market CLO IV, Ltd.</name>
        <lei>N/A</lei>
        <title>Churchill Middle Market CLO IV, Ltd.</title>
        <cusip>171510AD2</cusip>
        <identifiers>
          <isin value="US171510AD23"/>
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        <balance>3500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3399200</valUSD>
        <pctVal>1.648267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CQS US CLO VI, Ltd.</name>
        <lei>N/A</lei>
        <title>CQS US CLO VI, Ltd.</title>
        <cusip>223938AA9</cusip>
        <identifiers>
          <isin value="US223938AA94"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3078000</valUSD>
        <pctVal>1.492517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eldridge CLO 2026-2, Ltd.</name>
        <lei>N/A</lei>
        <title>Eldridge CLO 2026-2, Ltd.</title>
        <cusip>28473NAA6</cusip>
        <identifiers>
          <isin value="US28473NAA63"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2500000</valUSD>
        <pctVal>1.212246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XXIII Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XXIII Limited Partnership</title>
        <cusip>52111RAA5</cusip>
        <identifiers>
          <isin value="US52111RAA59"/>
        </identifiers>
        <balance>4967444.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3072861.41</valUSD>
        <pctVal>1.490026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM 26 Ltd.</name>
        <lei>N/A</lei>
        <title>LCM 26 Ltd.</title>
        <cusip>50200GAA5</cusip>
        <identifiers>
          <isin value="US50200GAA58"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2184800</valUSD>
        <pctVal>1.059406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM 31 Ltd.</name>
        <lei>N/A</lei>
        <title>LCM 31 Ltd.</title>
        <cusip>50200UAE6</cusip>
        <identifiers>
          <isin value="US50200UAE64"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4271000</valUSD>
        <pctVal>2.071001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM 33 Ltd.</name>
        <lei>N/A</lei>
        <title>LCM 33 Ltd.</title>
        <cusip>G53384AA4</cusip>
        <identifiers>
          <isin value="USG53384AA47"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>851250</valUSD>
        <pctVal>0.412769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO XXVI Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXVI Ltd.</title>
        <cusip>09630HAC5</cusip>
        <identifiers>
          <isin value="US09630HAC51"/>
        </identifiers>
        <balance>8906000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5662183.04</valUSD>
        <pctVal>2.745584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM 35 Ltd.</name>
        <lei>N/A</lei>
        <title>LCM 35 Ltd.</title>
        <cusip>50203NAA7</cusip>
        <identifiers>
          <isin value="US50203NAA72"/>
        </identifiers>
        <balance>2375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1784100</valUSD>
        <pctVal>0.865107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mountain View CLO IX Ltd.</name>
        <lei>N/A</lei>
        <title>Mountain View CLO IX Ltd.</title>
        <cusip>62443RAE5</cusip>
        <identifiers>
          <isin value="US62443RAE53"/>
        </identifiers>
        <balance>4395954</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2748350.44</valUSD>
        <pctVal>1.332671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Redding Ridge 46 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Redding Ridge 46 CLO, Ltd.</title>
        <cusip>749771AA9</cusip>
        <identifiers>
          <isin value="US749771AA98"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2000000</valUSD>
        <pctVal>0.969797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sculptor CLO 38, Ltd.</name>
        <lei>N/A</lei>
        <title>Sculptor CLO 38, Ltd.</title>
        <cusip>810923AA0</cusip>
        <identifiers>
          <isin value="US810923AA04"/>
        </identifiers>
        <balance>2250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2238750</valUSD>
        <pctVal>1.085566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO XXIV, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO XXIV, Ltd.</title>
        <cusip>G8286LAE4</cusip>
        <identifiers>
          <isin value="USG8286LAE41"/>
        </identifiers>
        <balance>2100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1116780</valUSD>
        <pctVal>0.541525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO XXXI, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO XXXI, Ltd.</title>
        <cusip>83615UAA4</cusip>
        <identifiers>
          <isin value="US83615UAA43"/>
        </identifiers>
        <balance>3600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2611800</valUSD>
        <pctVal>1.266458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XIX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XIX CLO, Ltd.</title>
        <cusip>92330FAG9</cusip>
        <identifiers>
          <isin value="US92330FAG90"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438300</valUSD>
        <pctVal>0.212531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture 37 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture 37 CLO, Ltd.</title>
        <cusip>92332JAA2</cusip>
        <identifiers>
          <isin value="US92332JAA25"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1646100</valUSD>
        <pctVal>0.798191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO 2015-3 Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO 2015-3 Ltd.</title>
        <cusip>09628MAJ3</cusip>
        <identifiers>
          <isin value="US09628MAJ36"/>
        </identifiers>
        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108750</valUSD>
        <pctVal>0.052732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CarVal CLO IV, Ltd.</name>
        <lei>N/A</lei>
        <title>CarVal CLO IV, Ltd.</title>
        <cusip>14687FAJ6</cusip>
        <identifiers>
          <isin value="US14687FAJ66"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3461600</valUSD>
        <pctVal>1.678524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO XXVIII Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXVIII Ltd.</title>
        <cusip>09630TAC9</cusip>
        <identifiers>
          <isin value="US09630TAC99"/>
        </identifiers>
        <balance>3300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1742266.97</valUSD>
        <pctVal>0.844822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cent CLO 21 Limited</name>
        <lei>N/A</lei>
        <title>Cent CLO 21 Limited</title>
        <cusip>15137FAJ9</cusip>
        <identifiers>
          <isin value="US15137FAJ93"/>
        </identifiers>
        <balance>143254.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2014-IV-R, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-IV-R, Ltd.</title>
        <cusip>12552GAJ0</cusip>
        <identifiers>
          <isin value="US12552GAJ04"/>
        </identifiers>
        <balance>778684</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>617029.2</valUSD>
        <pctVal>0.299196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>13.1</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HarbourView CLO VII-R, Ltd.</name>
        <lei>N/A</lei>
        <title>HarbourView CLO VII-R, Ltd.</title>
        <cusip>41165UAC2</cusip>
        <identifiers>
          <isin value="US41165UAC27"/>
        </identifiers>
        <balance>4396263.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177609.03</valUSD>
        <pctVal>0.086122</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-18</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCM 31 Ltd.</name>
        <lei>N/A</lei>
        <title>LCM 31 Ltd.</title>
        <cusip>50200UAG1</cusip>
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          <isin value="US50200UAG13"/>
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        <balance>2500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1786000</valUSD>
        <pctVal>0.866028</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.6</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XVII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVII, Ltd.</title>
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          <isin value="US67590HAJ68"/>
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        <balance>5432276.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751827.05</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XXII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXII, Ltd.</title>
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          <isin value="US67574QAN79"/>
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        <balance>5740011.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1350050.77</valUSD>
        <pctVal>0.654637</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OZLM VIII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VIII, Ltd.</title>
        <cusip>67107HAJ2</cusip>
        <identifiers>
          <isin value="US67107HAJ23"/>
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        <balance>153572.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO IV-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Sound Point CLO IV-R, Ltd.</title>
        <cusip>83610DAC3</cusip>
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          <isin value="US83610DAC39"/>
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        <balance>4680028.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>468</valUSD>
        <pctVal>0.000226</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THL Credit Wind River 2014-2 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>THL Credit Wind River 2014-2 CLO, Ltd.</title>
        <cusip>88432BAJ7</cusip>
        <identifiers>
          <isin value="US88432BAJ70"/>
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        <balance>3479943.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XIX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XIX CLO, Ltd.</title>
        <cusip>92330FAJ3</cusip>
        <identifiers>
          <isin value="US92330FAJ30"/>
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        <balance>9081431.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>586660.49</valUSD>
        <pctVal>0.28447</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO XXIX Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXIX Ltd.</title>
        <cusip>09630LAC6</cusip>
        <identifiers>
          <isin value="US09630LAC63"/>
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        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4244624.78</valUSD>
        <pctVal>2.058212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture XXXIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Venture XXXIII CLO, Ltd.</title>
        <cusip>92331GAC5</cusip>
        <identifiers>
          <isin value="US92331GAC50"/>
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        <balance>2963956.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9484.66</valUSD>
        <pctVal>0.004599</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya IM CLO 2012-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Voya IM CLO 2012-4, Ltd.</title>
        <cusip>92916JAG3</cusip>
        <identifiers>
          <isin value="US92916JAG31"/>
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        <balance>3320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1480720</valUSD>
        <pctVal>0.717999</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO XXXI Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXXI Ltd.</title>
        <cusip>09631DAC3</cusip>
        <identifiers>
          <isin value="US09631DAC39"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3336118.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO XXXIV Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXXIV Ltd.</title>
        <cusip>09631KAC7</cusip>
        <identifiers>
          <isin value="US09631KAC71"/>
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        <balance>5700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4234288.5</valUSD>
        <pctVal>2.0532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Allegro XV, Ltd.</name>
        <lei>N/A</lei>
        <title>Allegro XV, Ltd.</title>
        <cusip>01749KAC3</cusip>
        <identifiers>
          <isin value="US01749KAC36"/>
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        <balance>2306233</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1420707.04</valUSD>
        <pctVal>0.688898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain Fuji US CLO II Ltd.</name>
        <lei>N/A</lei>
        <title>BlueMountain Fuji US CLO II Ltd.</title>
        <cusip>09629HAC8</cusip>
        <identifiers>
          <isin value="US09629HAC88"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11436.6</valUSD>
        <pctVal>0.005545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2013-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2013-1, Ltd.</title>
        <cusip>14310CAC3</cusip>
        <identifiers>
          <isin value="US14310CAC38"/>
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        <balance>17550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2014-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2014-1, Ltd.</title>
        <cusip>14311CAA6</cusip>
        <identifiers>
          <isin value="US14311CAA62"/>
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        <balance>12870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2014-3-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2014-3-R, Ltd.</title>
        <cusip>14315MAE2</cusip>
        <identifiers>
          <isin value="US14315MAE21"/>
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        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2016-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2016-1, Ltd.</title>
        <cusip>14312KAC3</cusip>
        <identifiers>
          <isin value="US14312KAC36"/>
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        <balance>6844556</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2620596.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2017-2, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2017-2, Ltd.</title>
        <cusip>14315KAC0</cusip>
        <identifiers>
          <isin value="US14315KAC09"/>
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        <balance>4450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>812624.69</valUSD>
        <pctVal>0.39404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2017-4, Ltd.</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2017-4, Ltd.</title>
        <cusip>14315AAA6</cusip>
        <identifiers>
          <isin value="US14315AAA60"/>
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        <balance>9107000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2017-5, Ltd.</name>
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        <title>Carlyle Global Market Strategies CLO 2017-5, Ltd.</title>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Cedar Funding II CLO, Ltd.</name>
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        <title>Cedar Funding II CLO, Ltd.</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Cedar Funding IV CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding IV CLO, Ltd.</title>
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          <isin value="US150322AC91"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO 23, Ltd.</name>
        <lei>N/A</lei>
        <title>AMMC CLO 23, Ltd.</title>
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          <isin value="US00176RAC25"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Cedar Funding X CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding X CLO, Ltd.</title>
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          <isin value="US15034MAC38"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding XII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding XII CLO, Ltd.</title>
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          <isin value="US15033KAB08"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding XIV CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding XIV CLO, Ltd.</title>
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          <isin value="US09630TAC99"/>
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        <balance>10000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cedar Funding XV CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Cedar Funding XV CLO, Ltd.</title>
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          <isin value="US15032WAC38"/>
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        <curCd>USD</curCd>
        <valUSD>3500849.06</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cent CLO 21 Limited</name>
        <lei>N/A</lei>
        <title>Cent CLO 21 Limited</title>
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          <isin value="US15137FAE07"/>
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        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2013-I, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-I, Ltd.</title>
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          <isin value="US12548FAU49"/>
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        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding 2013-II, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-II, Ltd.</title>
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          <isin value="US17179WAA62"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CIFC Funding 2014, Ltd.</name>
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        <title>CIFC Funding 2014, Ltd.</title>
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          <isin value="US12549MAA27"/>
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        <balance>2758900</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CIFC Funding 2014-III, Ltd.</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2014-III, Ltd.</title>
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          <isin value="US12549RAC79"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CIFC Funding 2015-I, Ltd.</name>
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        <title>CIFC Funding 2015-I, Ltd.</title>
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          <isin value="US12548NAG88"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Anchorage Capital CLO 13, Ltd.</name>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>CIFC Funding 2017-I, Ltd.</name>
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        <title>CIFC Funding 2017-I, Ltd.</title>
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          <isin value="US12551BAC72"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>CIFC Funding 2019-7, Ltd.</name>
        <lei>N/A</lei>
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          <isin value="US171932AC08"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Columbia Cent CLO 29 Limited</name>
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        <title>Columbia Cent CLO 29 Limited</title>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Columbia Cent CLO 31 Limited</name>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Dryden 86 CLO, Ltd.</name>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Dryden 87 CLO, Ltd.</name>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Dryden 95 CLO, Ltd.</name>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Galaxy XIX CLO, Ltd.</name>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Galaxy XX CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XX CLO, Ltd.</title>
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          <isin value="US36320NAE67"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XXI CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXI CLO, Ltd.</title>
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          <isin value="US36320XAG97"/>
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        <balance>4775000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XVIII-R</name>
        <lei>N/A</lei>
        <title>Apidos CLO XVIII-R</title>
        <cusip>03767QAE9</cusip>
        <identifiers>
          <isin value="US03767QAE98"/>
        </identifiers>
        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184987.61</valUSD>
        <pctVal>0.0897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XXVII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXVII CLO, Ltd.</title>
        <cusip>36320EAC0</cusip>
        <identifiers>
          <isin value="US36320EAC03"/>
        </identifiers>
        <balance>2212500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XXVIII CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Galaxy XXVIII CLO, Ltd.</title>
        <cusip>36320FAC7</cusip>
        <identifiers>
          <isin value="US36320FAC77"/>
        </identifiers>
        <balance>5295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Generate CLO 12, Ltd.</name>
        <lei>N/A</lei>
        <title>Generate CLO 12, Ltd.</title>
        <cusip>37147WAC9</cusip>
        <identifiers>
          <isin value="US37147WAC91"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3246290.55</valUSD>
        <pctVal>1.574121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2014-2 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2014-2 Ltd.</title>
        <cusip>40538DAE8</cusip>
        <identifiers>
          <isin value="US40538DAE85"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2015-3 Ltd.</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2015-3 Ltd.</title>
        <cusip>40538NAC0</cusip>
        <identifiers>
          <isin value="US40538NAC02"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>797.97</valUSD>
        <pctVal>0.000386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HarbourView CLO VII-R, Ltd.</name>
        <lei>N/A</lei>
        <title>HarbourView CLO VII-R, Ltd.</title>
        <cusip>41165HAC1</cusip>
        <identifiers>
          <isin value="US41165HAC16"/>
        </identifiers>
        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KKR 52, Ltd.</name>
        <lei>N/A</lei>
        <title>KKR 52, Ltd.</title>
        <cusip>48255YAE6</cusip>
        <identifiers>
          <isin value="US48255YAE68"/>
        </identifiers>
        <balance>2800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2088360.29</valUSD>
        <pctVal>1.012642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XV Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XV Limited Partnership</title>
        <cusip>50184YAA6</cusip>
        <identifiers>
          <isin value="US50184YAA64"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVI Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XVI Limited Partnership</title>
        <cusip>50185BAA5</cusip>
        <identifiers>
          <isin value="US50185BAA52"/>
        </identifiers>
        <balance>6814685</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVII Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XVII Limited Partnership</title>
        <cusip>50187DAA9</cusip>
        <identifiers>
          <isin value="US50187DAA90"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXII</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXII</title>
        <cusip>03766AAC9</cusip>
        <identifiers>
          <isin value="US03766AAC99"/>
        </identifiers>
        <balance>9894611</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578717.99</valUSD>
        <pctVal>0.280619</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVIII Limited Partnership</name>
        <lei>N/A</lei>
        <title>LCM XVIII Limited Partnership</title>
        <cusip>50188MAA8</cusip>
        <identifiers>
          <isin value="US50188MAA80"/>
        </identifiers>
        <balance>12195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM 28 Ltd.</name>
        <lei>N/A</lei>
        <title>LCM 28 Ltd.</title>
        <cusip>50200QAB1</cusip>
        <identifiers>
          <isin value="US50200QAB14"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM 32 Ltd.</name>
        <lei>N/A</lei>
        <title>LCM 32 Ltd.</title>
        <cusip>50204BAA2</cusip>
        <identifiers>
          <isin value="US50204BAA26"/>
        </identifiers>
        <balance>10390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4742904.72</valUSD>
        <pctVal>2.299827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM 34 Ltd.</name>
        <lei>N/A</lei>
        <title>LCM 34 Ltd.</title>
        <cusip>50203DAC5</cusip>
        <identifiers>
          <isin value="US50203DAC56"/>
        </identifiers>
        <balance>2395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1091054.73</valUSD>
        <pctVal>0.52905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XIII, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XIII, Ltd.</title>
        <cusip>55818NAE5</cusip>
        <identifiers>
          <isin value="US55818NAE58"/>
        </identifiers>
        <balance>13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373807.06</valUSD>
        <pctVal>0.181258</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XL, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XL, Ltd.</title>
        <cusip>04964LAL3</cusip>
        <identifiers>
          <isin value="US04964LAL36"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452589.7</valUSD>
        <pctVal>0.21946</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marble Point CLO XXIII Ltd.</name>
        <lei>N/A</lei>
        <title>Marble Point CLO XXIII Ltd.</title>
        <cusip>566068AC6</cusip>
        <identifiers>
          <isin value="US566068AC62"/>
        </identifiers>
        <balance>6400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1483933.2</valUSD>
        <pctVal>0.719557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mountain View CLO IX Ltd.</name>
        <lei>N/A</lei>
        <title>Mountain View CLO IX Ltd.</title>
        <cusip>62443RAC9</cusip>
        <identifiers>
          <isin value="US62443RAC97"/>
        </identifiers>
        <balance>3815500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5206.73</valUSD>
        <pctVal>0.002524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Neuberger Berman CLO XXI, Ltd.</name>
        <lei>N/A</lei>
        <title>Neuberger Berman CLO XXI, Ltd.</title>
        <cusip>64130YAE4</cusip>
        <identifiers>
          <isin value="US64130YAE41"/>
        </identifiers>
        <balance>8501407</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4211231.27</valUSD>
        <pctVal>2.04202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NGC CLO 3, Ltd.</name>
        <lei>N/A</lei>
        <title>NGC CLO 3, Ltd.</title>
        <cusip>652932AC8</cusip>
        <identifiers>
          <isin value="US652932AC80"/>
        </identifiers>
        <balance>8490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5837083.42</valUSD>
        <pctVal>2.830393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO XXVI</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXVI</title>
        <cusip>03766FAE4</cusip>
        <identifiers>
          <isin value="US03766FAE43"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35376.93</valUSD>
        <pctVal>0.017154</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XV, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XV, Ltd.</title>
        <cusip>67590FAB7</cusip>
        <identifiers>
          <isin value="US67590FAB76"/>
        </identifiers>
        <balance>8937544</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XVII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVII, Ltd.</title>
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          <isin value="US67590HAL15"/>
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        <balance>16153000</balance>
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        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 20-R, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 20-R, Ltd.</title>
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          <isin value="US67576VAG95"/>
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        <balance>7183100</balance>
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        <curCd>USD</curCd>
        <valUSD>2067300.26</valUSD>
        <pctVal>1.00243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XXI, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXI, Ltd.</title>
        <cusip>G6712MAC4</cusip>
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          <isin value="USG6712MAC40"/>
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        <balance>13822188</balance>
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        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XXII, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XXII, Ltd.</title>
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          <isin value="US67574QAG29"/>
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        <balance>6625000</balance>
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        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 27, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 27, Ltd.</title>
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          <isin value="US67591CAC10"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 30, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 30, Ltd.</title>
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          <isin value="US675921AC43"/>
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        <balance>9525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 31, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 31, Ltd.</title>
        <cusip>67576CAE6</cusip>
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          <isin value="US67576CAE66"/>
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        <balance>3067500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 36, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 36, Ltd.</title>
        <cusip>67591QAG1</cusip>
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          <isin value="US67591QAG10"/>
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        <balance>10400960</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 37, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 37, Ltd.</title>
        <cusip>67591WAC7</cusip>
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          <isin value="US67591WAC73"/>
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        <balance>14500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bain Capital Credit CLO 2021-1, Ltd.</name>
        <lei>N/A</lei>
        <title>Bain Capital Credit CLO 2021-1, Ltd.</title>
        <cusip>05684MAC7</cusip>
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          <isin value="US05684MAC73"/>
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        <balance>6050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2789600.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 39, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 39, Ltd.</title>
        <cusip>67592AAE0</cusip>
        <identifiers>
          <isin value="US67592AAE01"/>
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        <balance>10250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32860.17</valUSD>
        <pctVal>0.015933</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Loan Funding, Ltd.</name>
        <lei>N/A</lei>
        <title>Octagon Loan Funding, Ltd.</title>
        <cusip>67590TAC5</cusip>
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          <isin value="US67590TAC53"/>
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        <balance>5014526</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OFSI BSL XII, Ltd.</name>
        <lei>N/A</lei>
        <title>OFSI BSL XII, Ltd.</title>
        <cusip>67116GAC8</cusip>
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          <isin value="US67116GAC87"/>
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        <balance>4500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2870472.59</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OZLM VI, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VI, Ltd.</title>
        <cusip>67108PAE4</cusip>
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          <isin value="US67108PAE43"/>
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        <balance>15688991</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OZLM VII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VII, Ltd.</title>
        <cusip>67108XAE7</cusip>
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          <isin value="US67108XAE76"/>
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        <balance>2654467</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OZLM VIII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VIII, Ltd.</title>
        <cusip>67107HAE3</cusip>
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          <isin value="US67107HAE36"/>
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        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OZLM IX, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM IX, Ltd.</title>
        <cusip>G68670AB7</cusip>
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          <isin value="USG68670AB70"/>
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        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OZLM XII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM XII, Ltd.</title>
        <cusip>67109XAE6</cusip>
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          <isin value="US67109XAE67"/>
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        <balance>12122952</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OZLM XXII, Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM XXII, Ltd.</title>
        <cusip>67108NAE9</cusip>
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          <isin value="US67108NAE94"/>
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        <balance>27343000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rad CLO 21, Ltd.</name>
        <lei>N/A</lei>
        <title>Rad CLO 21, Ltd.</title>
        <cusip>750097AC1</cusip>
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          <isin value="US750097AC18"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3986281.48</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bain Capital Credit CLO 2022-2, Ltd.</name>
        <lei>N/A</lei>
        <title>Bain Capital Credit CLO 2022-2, Ltd.</title>
        <cusip>05683XAC4</cusip>
        <identifiers>
          <isin value="US05683XAC48"/>
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        <balance>3595000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1768075.71</valUSD>
        <pctVal>0.857337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rad CLO 28, Ltd.</name>
        <lei>N/A</lei>
        <title>Rad CLO 28, Ltd.</title>
        <cusip>75009YAC2</cusip>
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          <isin value="US75009YAC21"/>
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        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10683317.14</valUSD>
        <pctVal>5.180325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Redding Ridge 3 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Redding Ridge 3 CLO, Ltd.</title>
        <cusip>74988M201</cusip>
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          <isin value="USG7708KAB47"/>
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        <balance>12293000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76223.83</valUSD>
        <pctVal>0.03696</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Redding Ridge 4 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Redding Ridge 4 CLO, Ltd.</title>
        <cusip>74979KAC1</cusip>
        <identifiers>
          <isin value="US74979KAC18"/>
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        <balance>14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106217.3</valUSD>
        <pctVal>0.051504</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Redding Ridge 5 CLO, Ltd.</name>
        <lei>N/A</lei>
        <title>Redding Ridge 5 CLO, Ltd.</title>
        <cusip>74979RAC6</cusip>
        <identifiers>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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        <name>Regatta 31 Funding, Ltd.</name>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
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        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
        <securityLending>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2026-08-31</ncom:dateSigned>
      <ncom:nameOfApplicant>Priority Income Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>Kristin Van Dask</ncom:signature>
      <ncom:signerName>Kristin Van Dask</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
